ARC Resources Ltd.

10-Year Study

ARX.TO · Energy · CA · Common Stock

Executive Summary: ARC Resources Ltd. has compounded at 5.8% annually over the last 10 years, with a maximum drawdown of 79.3% and an annualized volatility of 53.1%.

1Y CAGR
-9.0%
3Y CAGR
+20.2%
5Y CAGR
+26.6%
10Y CAGR
+5.8%

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 →
79.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +97.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -42.4%
% 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.
2026-1.90.114.4-11.2————————-0.1%
2025-4.57.49.0-11.812.40.8-5.8-2.3-3.31.9-3.33.81.7%
20246.210.85.23.23.4-4.7-2.14.4-7.60.911.91.836.5%
2023-15.3-3.94.29.8-2.89.112.73.56.02.9-3.0-8.311.8%
202229.55.27.56.47.0-14.210.70.9-7.815.64.2-7.963.3%
2021-1.528.92.10.120.214.2-10.5-4.632.50.0-5.63.597.1%
2020-13.6-16.1-30.344.9-5.5-16.724.815.6-8.710.3-1.8-5.9-22.6%
201917.95.1-7.8-6.1-13.0-12.36.2-16.013.1-10.820.223.69.6%
2018-7.9-8.213.82.3-6.32.014.1-10.04.3-14.5-25.4-10.4-42.4%
2017-12.2-2.0-3.8-5.4-5.60.81.6-4.35.1-8.20.8-6.4-33.9%
2016———12.32.12.84.1-0.24.0-3.83.5-1.524.8%

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 53.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 60.3% of variance. Idiosyncratic stock-specific factors contribute 18.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111234.586231147925
2016-05-0111473.39220129718
2016-06-0111789.716339767134
2016-07-0112275.064468234743
2016-08-0112253.418770024226
2016-09-0112737.907322028599
2016-10-0112248.495741189341
2016-11-0112678.909119324842
2016-12-0112484.95741189341
2017-01-0110966.007658044855
2017-02-0110747.909666328043
2017-03-0110340.470422755332
2017-04-019779.479565523168
2017-05-019232.476361647261
2017-06-019309.134953504727
2017-07-019462.373993904821
2017-08-019055.872470110182
2017-09-019518.949753848558
2017-10-018738.610611862156
2017-11-018811.830897866686
2017-12-018249.120887708055
2018-01-017593.811049464718
2018-02-016974.368992732671
2018-03-017937.954208017505
2018-04-018123.700867390794
2018-05-017608.111276080332
2018-06-017761.897319684301
2018-07-018859.029460029693
2018-08-017968.742674064233
2018-09-018315.308275377041
2018-10-017109.478784090021
2018-11-015306.478080800188
2018-12-014754.00484488552
2019-01-015604.7511135422355
2019-02-015892.709228725483
2019-03-015435.961553489099
2019-04-015101.898882550598
2019-05-014440.337579120106
2019-06-013895.209814800344
2019-07-014135.891224505744
2019-08-013473.626631241697
2019-09-013930.3743064780806
2019-10-013506.290536844573
2019-11-014216.066265530983
2019-12-015210.127373603188
2020-01-014502.227084472923
2020-02-013775.5723997811983
2020-03-012632.33570368055
2020-04-013815.191060404782
2020-05-013607.251699617098
2020-06-013004.4541689458465
2020-07-013749.0036727357974
2020-08-014335.391107290771
2020-09-013958.818473079628
2020-10-014364.694850355551
2020-11-014284.832382589669
2020-12-014032.8201922325547
2021-01-013972.337266546847
2021-02-015121.6691412049695
2021-03-015229.428772368524
2021-04-015236.149097444713
2021-05-016292.88114401813
2021-06-017188.48167539267
2021-07-016432.132531061967
2021-08-016139.173243728999
2021-09-018134.87536141283
2021-10-018134.87536141283
2021-11-017682.581855122295
2021-12-017948.2691255763075
2022-01-0110291.2401344065
2022-02-0110830.350863483629
2022-03-0111638.743455497382
2022-04-0112382.667812768617
2022-05-0113244.823005391889
2022-06-0111362.506837540048
2022-07-0112573.650074236146
2022-08-0112692.662342736578
2022-09-0111699.382667812768
2022-10-0113525.904508869266
2022-11-0114090.099242009843
2022-12-0112979.213878252716
2023-01-0110994.998827850277
2023-02-0110568.336328827068
2023-03-0111012.659217003984
2023-04-0112090.255528639524
2023-05-0111752.59826521841
2023-06-0112817.14464327577
2023-07-0114449.2459170118
2023-08-0114949.675705243415
2023-09-0115850.042978823163
2023-10-0116310.697819801517
2023-11-0115820.817379073218
2023-12-0114504.493240603264
2024-01-0115396.73360943971
2024-02-0117055.872470110182
2024-03-0117937.172774869112
2024-04-0118516.527311088535
2024-05-0119155.27076658592
2024-06-0118255.528639524888
2024-07-0117866.609361569117
2024-08-0118651.871532390403
2024-09-0117230.835352035632
2024-10-0117381.573806360866
2024-11-0119454.4033757912
2024-12-0119794.873798546534
2025-01-0118898.960693912635
2025-02-0120288.42697507228
2025-03-0122113.30780651715
2025-04-0119499.101351879344
2025-05-0121922.169258419937
2025-06-0122090.95881847308
2025-07-0120813.70633742283
2025-08-0120336.6414003282
2025-09-0119672.42322419317
2025-10-0120052.19973431273
2025-11-0119385.637258732517
2025-12-0120121.903571149487
2026-01-0119746.815659920292
2026-02-0119770.258654372115
2026-03-0122622.48964601078
2026-04-0120098.460576697664
Annual Return Matrix
YearAnnual Return
2017-0.33927520811166056
2018-0.4236955780379674
20190.09594490195111516
2020-0.2259651438341782
20210.9708959851185863
20220.6329610476433922
20230.11751708359673674
20240.36474080618918836
20250.016520932435900137
2026-0.0011650485436893732
Total Factor Risk
0.5307514533438236
VTI.US Exposure
0.015796535710552166
VEA.US Exposure
0.0002961148599985954
VWO.US Exposure
0.00018304862478479684
QQQ.US Exposure
0.005333055449138228
VTV.US Exposure
-0.004246091297018424
IJR.US Exposure
-0.0044347756339466055
QUAL.US Exposure
0.0082250882016008
SHV.US Exposure
0.6034552007823062
TLT.US Exposure
0.06864384093387525
LQD.US Exposure
0.025278333599149654
HYG.US Exposure
0.026457490002679638
GLD.US Exposure
-0.000370693778623539
USO.US Exposure
0.06589512797364981
VNQ.US Exposure
-0.000025673154332639248
BTC-USD.CC Exposure
-0.000002383443580095161
CPER.US Exposure
0.0025433311270115877
VIX.INDX Exposure
0.0005647322974272343
UUP.US Exposure
0.0011548927419115374
TIP.US Exposure
0.0055425471479985285
Idiosyncratic Exposure
0.17971027785541732
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.1%

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 →12.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.88%
Market Cap$15.9B
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
$328
Avg Yield on Cost
1.64%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$164.11.64%Solid
2026$164.11.64%Solid

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 →
-2.4%
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 →
-0.1%
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 →
16.0% 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 →
0.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ARC Resources Ltd. a high-risk investment?

ARC Resources Ltd. (ARX.TO) has an annualized volatility of 53.1% and experienced a maximum drawdown of 79.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ARX.TO?

Over the past 10 years, ARX.TO has generated a Compound Annual Growth Rate (CAGR) of 5.8%. 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.

Run a Full Backtest on ARC Resources Ltd.

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest