Arrow Electronics Inc

10-Year Study

ARW.US · Technology · US · Common Stock

Executive Summary: Arrow Electronics Inc has compounded at 10.4% annually over the last 10 years, with a maximum drawdown of 38.8% and an annualized volatility of 42.9%.

1Y CAGR
+50.1%
3Y CAGR
+11.0%
5Y CAGR
+7.5%
10Y CAGR
+10.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
38.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +56.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202620.214.8-5.819.8————————56.0%
20253.0-7.3-3.97.36.37.6-9.08.9-4.2-7.8-3.22.0-2.6%
2024-9.15.710.2-1.42.9-8.02.49.2-1.7-10.71.3-5.9-7.5%
202312.40.45.8-8.410.713.1-0.5-6.4-6.1-9.44.53.116.9%
2022-7.6-1.7-2.7-0.62.4-7.114.3-18.2-12.09.87.4-3.8-22.1%
20210.32.710.52.95.5-5.44.22.2-7.43.15.110.438.0%
2020-10.4-11.7-22.721.39.8-0.64.39.70.1-1.017.76.214.8%
201910.24.9-3.39.7-25.913.71.9-4.77.86.30.56.422.9%
20181.20.3-5.6-3.0-0.81.60.72.2-4.9-8.213.7-10.4-14.3%
20173.1-1.81.7-4.07.23.73.7-2.31.24.0-3.4-0.412.8%
2016———-3.64.1-4.27.4-1.0-2.8-4.511.74.410.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 42.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 24.2% of variance. Idiosyncratic stock-specific factors contribute 14.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019641.360037261295
2016-05-0110032.603632976246
2016-06-019610.308958236299
2016-07-0110322.931221859959
2016-08-0110220.462661077472
2016-09-019931.687626145009
2016-10-019489.209750038814
2016-11-0110599.285825182425
2016-12-0111069.709672411116
2017-01-0111414.376649588574
2017-02-0111209.439528023599
2017-03-0111397.298556124826
2017-04-0110945.505356311132
2017-05-0111735.755317497285
2017-06-0112175.128085700979
2017-07-0112620.711069709674
2017-08-0112331.93603477721
2017-09-0112484.08632199969
2017-10-0112977.798478497129
2017-11-0112533.768048439684
2017-12-0112484.08632199969
2018-01-0112628.473839465923
2018-02-0112665.735134295917
2018-03-0111957.770532526005
2018-04-0111603.78823164105
2018-05-0111507.529886663564
2018-06-0111687.62614500854
2018-07-0111774.56916627853
2018-08-0112036.950784039745
2018-09-0111445.427728613571
2018-10-0110512.342803912436
2018-11-0111950.007762769757
2018-12-0110704.859493867414
2019-01-0111791.647259742278
2019-02-0112373.854991460956
2019-03-0111963.980748331005
2019-04-0113120.633442012111
2019-05-019728.303058531283
2019-06-0111065.052010557365
2019-07-0111273.09424002484
2019-08-0110743.673342648659
2019-09-0111578.947368421053
2019-10-0112308.647725508461
2019-11-0112364.539667753455
2019-12-0113156.342182890854
2020-01-0111790.094705791025
2020-02-0110411.4267970812
2020-03-018053.097345132744
2020-04-019768.669461263778
2020-05-0110725.04269523366
2020-06-0110664.493091134917
2020-07-0111119.39139885111
2020-08-0112196.863841018478
2020-09-0112212.389380530974
2020-10-0112092.842726284738
2020-11-0114229.156963204472
2020-12-0115106.349945660611
2021-01-0115157.584226051855
2021-02-0115565.905915230556
2021-03-0117205.402887750348
2021-04-0117709.982921906536
2021-05-0118681.881695388915
2021-06-0117672.721627076542
2021-07-0118408.63219996895
2021-08-0118820.05899705015
2021-09-0117433.628318584073
2021-10-0117970.811985716504
2021-11-0118886.81881695389
2021-12-0120846.141903431148
2022-01-0119251.668995497595
2022-02-0118922.527557832636
2022-03-0118417.94752367645
2022-04-0118298.400869430214
2022-05-0118731.56342182891
2022-06-0117402.577239559076
2022-07-0119899.083993168762
2022-08-0116272.317963049216
2022-09-0114312.99487657196
2022-10-0115721.161310355536
2022-11-0116882.47166589039
2022-12-0116235.05666821922
2023-01-0118240.95637323397
2023-02-0118318.58407079646
2023-03-0119386.74118925633
2023-04-0117765.87486415153
2023-05-0119661.543238627542
2023-06-0122237.23024375097
2023-07-0122130.10402111473
2023-08-0120715.727371526165
2023-09-0119444.185685452572
2023-10-0117607.51436112405
2023-11-0118407.0796460177
2023-12-0118979.972054028876
2024-01-0117256.637168141595
2024-02-0118242.508927185223
2024-03-0120099.36345287999
2024-04-0119821.456295606273
2024-05-0120386.585933861203
2024-06-0118748.64151529266
2024-07-0119203.53982300885
2024-08-0120971.898773482382
2024-09-0120622.574134451173
2024-10-0118424.15773948145
2024-11-0118655.48827821767
2024-12-0117562.490296537806
2025-01-0118095.01630181649
2025-02-0116778.450551156653
2025-03-0116120.167675826735
2025-04-0117289.24080111784
2025-05-0118379.1336748952
2025-06-0119784.19500077628
2025-07-0118009.62583449775
2025-08-0119613.414066138797
2025-09-0118785.90281012265
2025-10-0117318.739326191586
2025-11-0116769.135227449155
2025-12-0117106.039434870363
2026-01-0120569.78730010868
2026-02-0123623.66092221705
2026-03-0122265.176214873467
2026-04-0126679.087098276665
Annual Return Matrix
YearAnnual Return
20170.12776998597475453
2018-0.1425195871160303
20190.22900652646845532
20200.14821807882936033
20210.3799588900308326
2022-0.22119609741565516
20230.16907334799655738
2024-0.07468302658486703
2025-0.025990099009901013
20260.5596296968596841
Total Factor Risk
0.4286527475917467
VTI.US Exposure
0.1470273595470308
VEA.US Exposure
0.0234351070132687
VWO.US Exposure
0.011039553491885231
QQQ.US Exposure
0.2118649986170544
VTV.US Exposure
0.24177839630854484
IJR.US Exposure
0.15947272355667338
QUAL.US Exposure
0.02776177434759796
SHV.US Exposure
0.03403463753567799
TLT.US Exposure
0.004929393926475123
LQD.US Exposure
-0.006809340941116487
HYG.US Exposure
-0.0033259763677512097
GLD.US Exposure
-0.0019064434683773721
USO.US Exposure
0.0006521600340110197
VNQ.US Exposure
-0.01805164706354308
BTC-USD.CC Exposure
-0.00034019318019719064
CPER.US Exposure
-0.0034150101843004846
VIX.INDX Exposure
0.004880718809729961
UUP.US Exposure
0.01612843142073797
TIP.US Exposure
0.00385818336092874
Idiosyncratic Exposure
0.14698517323566979
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →13.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$7.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+35.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arrow Electronics Inc a high-risk investment?

Arrow Electronics Inc (ARW.US) has an annualized volatility of 42.9% and experienced a maximum drawdown of 38.8% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of ARW.US?

Over the past 10 years, ARW.US has generated a Compound Annual Growth Rate (CAGR) of 10.4%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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