αlphacubator

Sturm, Ruger & Company, Inc. (RGR)

New York Stock Exchange
USD
US8641591081
Save
3 May 1973  –  31 December 2025
Compare with

Performance

Annualized Return
11.62%
Sharpe Ratio
0.48
Maximum Drawdown
-79.69%

Metrics

Metric Sturm, Ruger & Company, Inc.
Initial Balance $10,000
Final Balance $3,278,112
Returns   [View more details]
Month-To-Date 8.4%
Year-To-Date -6.13%
3M -23.56%
6M -8.52%
Annual Return (3Y) -11.97%
Annual Return (5Y) -8.81%
Annual Return (All) 11.62%
Risk   [View more details]
Annual Volatility 39.8%
Max Drawdown -79.69%
Sharpe Ratio 0.48
Sortino Ratio 0.7
Adjusted Sortino (S/√2) 0.49

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on May 1973.
  • Final balance: The amount of capital we've accrued over time as of December 2025.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 53 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Martin Ratio The Martin Ratio, also known as the Ulcer Performance Index (UPI), is a risk-adjusted performance measure that evaluates the excess return of an investment relative to the severity of its drawdowns. It is calculated by dividing the investment's excess return over the risk-free rate by the Ulcer Index.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
Sturm, Ruger & Company, Inc. -4.21 -11.97 -8.81 -2 11.28 11.62

Annual Returns

Year Sturm, Ruger & Company, Inc.
1973 -21.08%
1974 -26.59%
1975 68.11%
1976 59.38%
1977 1.68%
1978 13.36%
1979 117.68%
1980 -27.04%
1981 31.48%
1982 14.11%
1983 55.53%
1984 -26.98%
1985 60.87%
1986 -2.69%
1987 3.43%
1988 34.44%
1989 61.67%
1990 -20.51%
1991 36.82%
1992 41.68%
1993 32.76%
1994 19.12%
1995 1.06%
1996 47.32%
1997 -0.67%
1998 -31.8%
1999 -19.32%
2000 16.04%
2001 37.02%
2002 -14.95%
2003 28.27%
2004 -16.32%
2005 -19.55%
2006 36.94%
2007 -13.75%
2008 -27.9%
2009 66.83%
2010 61.12%
2011 122.49%
2012 39.67%
2013 66.94%
2014 -51.25%
2015 75.57%
2016 -9.16%
2017 8.64%
2018 -2.84%
2019 -10.14%
2020 50.29%
2021 9.3%
2022 -15.41%
2023 -8.04%
2024 -20.91%
2025 -6.13%

Sturm, Ruger & Company, Inc. had 31 positive years and 22 negative years. That's a positive ratio of 58%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1973 - - - - -18.5% 3.3% 6.2% 5.8% -5.5% 5.8% -22.2% 7.1% -21.1%
1974 10.1% -3% 34.3% -11.6% 0% -10.5% -14.7% -3.4% 0% 0% -7.2% -15.3% -26.6%
1975 18% 0% 15.4% -6.6% 10.6% 16.1% 13.9% -17% 26.5% -7% 5.1% -11.9% 68.1%
1976 32.4% 0% -2% 4.1% 0% 4.1% -1.9% 1.9% -3.9% -10% 20% 9.3% 59.4%
1977 22.1% -11.1% 3.2% -3.1% -6.3% 3.4% 6.5% 3% -2.9% -6.1% -0% -3.3% 1.7%
1978 -0% 3.4% 12.9% -2.8% 2.9% -2.8% 2.9% 31.5% -17.4% -15.8% 3.2% 3% 13.4%
1979 17.7% 5% -2.4% 14.6% 29.8% 3.3% 12.7% 7% -9.2% -7.2% -1.6% 17.5% 117.7%
1980 -10.8% -12.1% -17.2% -6.2% 20% 14.8% 8.1% 4.5% 2.9% -13.9% -0% -12.9% -27%
1981 -1.8% 20.8% 1.6% 4.6% 5.9% 5.5% -6.6% 1.4% -16.7% 6.7% 10.9% 0% 31.5%
1982 -5.6% 4.5% 2.9% 5.5% 1.3% -7.8% 0% 5.6% 4% 14.1% -7.9% -1.2% 14.1%
1983 2.5% 7.2% 12.4% -6% 21.3% 1.8% -0% -5.2% 3.6% -8.8% 1.9% 18.9% 55.5%
1984 -6.3% -10.2% -9.4% -0% 6.2% -7.8% 6.4% -4% -2.1% -2.1% 8.7% -8% -27%
1985 6.5% 10.2% 0% 0% 14.8% 3.2% 9.4% 0% -1.4% -7.2% 1.6% 13.8% 60.9%
1986 5.4% -0% -2.6% 3.3% -0.6% 7.7% -7.1% 0% -5.1% 5.4% -6.4% -1.4% -2.7%
1987 -8.3% 3.1% 9.7% 6.1% -1.3% -9.2% -2.9% 6.1% 0% -20% -1.8% 29.6% 3.4%
1988 -2.9% -3.8% 3.1% 11.4% 4.1% 9.3% 12.2% 8% 0% -6.9% -2.5% 0% 34.4%
1989 3.9% 0% 0% 22.5% 4.6% 19.6% 4.9% 0.8% -7.8% 1.7% 5.9% -3.2% 61.7%
1990 -15% 0% -3% 2% -2.9% 12% -1.9% -3.5% -8.5% -3.3% 4.8% -1.1% -20.5%
1991 5.5% 6.5% -5.9% 2.1% 2.8% -4.6% -4.8% 4.1% 5.4% 1.6% 4.3% 16.8% 36.8%
1992 -3.8% 5.4% -12.6% 3.9% 18.2% 3.6% 13.8% 5.1% -9.2% 13% -3.8% 6.5% 41.7%
1993 2.2% 0% 8.9% 10.2% -0.8% -3.2% 4.4% 14.9% 7.5% 10% -9.7% -12% 32.8%
1994 10.6% -1.7% 11.2% 7.6% -8.1% 1.3% -3.8% -6.4% 7.1% -5.8% 4% 4.1% 19.1%
1995 9.3% -0.5% 4.5% -5.9% -1.7% 11.2% 1.2% 4.2% -7.4% -13.6% 9.6% -6.4% 1.1%
1996 16.4% 10.7% 10.4% 4.9% 23.9% -6.3% -1.3% -21.1% 9.4% -4.5% -3.6% 8.4% 47.3%
1997 -1.9% -7.5% -8.6% -3.2% 24.1% 4% 6.4% -5% -3.5% -0.7% -2.6% 1.7% -0.7%
1998 -5.4% 16.9% 2.2% -4.6% -4.4% -10.1% -9.7% -6.1% 11.6% -12.8% -5.3% -5.9% -31.8%
1999 -8.4% -12.5% 6.7% 6.3% 7.2% -4.5% -1.8% -6.4% -6.5% -1.4% 3.7% -1.4% -19.3%
2000 4.9% 6.9% -10.3% 14.3% 2% -11.3% -1.4% -2.7% -1.5% 3.1% -3% 18% 16%
2001 6% 3.5% -3.3% -0.3% -4% 6.4% -4.9% 8.9% 4.3% 12.7% 3% 1.1% 37%
2002 3.1% 2.7% 3.3% 7.8% 1.1% 2.1% -7.4% 1.3% -6.7% -9.9% -1.3% -10.1% -15%
2003 3.7% -5.7% -4.3% 1.6% 9.1% 5.2% 7.5% 5.7% -7.6% 10% 3.4% -1.4% 28.3%
2004 5.4% 11.1% 3% -19.3% 10.4% 2.2% -14% -12.5% 0% -2.1% 4.1% -0.6% -16.3%
2005 -4.9% -6.8% -12.4% -4.8% 24.9% 2.8% 33.7% -13.9% -3.5% -20.3% -3.8% -0.6% -19.6%
2006 1% 1.7% 10.8% -12% -12.4% 1.6% 6.7% 12.4% 3.2% 7.6% 25.3% -8.1% 36.9%
2007 8.4% 1% 28% -4% 7.4% 11.9% 25.8% -6.6% -1.8% -47.8% -1.1% -10.5% -13.8%
2008 8.7% -12.2% 4.3% -8.7% 1.6% -7.6% -14.3% 20.7% -4.9% 3% -17.3% 1% -27.9%
2009 10.7% 42.5% 30.9% -0.2% -2.9% 4.8% 0.3% 11.8% -6.3% -17.9% 2.2% -9.9% 66.8%
2010 7.4% 12.9% 2.4% 39.2% -5.2% -9% -2.3% -7.5% 6% 14.8% 2.7% -4.4% 61.1%
2011 -2.5% 21.1% 27.5% 3.5% -7% -0.3% 24.5% 22.4% -21.9% 16.7% 6.5% 4% 122.5%
2012 18.5% 5.4% 18.1% 16.2% -31.2% 3% 23.1% -11.7% 14.3% -4.6% 25.1% -22.5% 39.7%
2013 11.8% 7.6% -6.4% 1.1% -1% -4.5% 5.9% 4.2% 19.6% 4.4% 18.5% -5% 66.9%
2014 4.2% -16.3% -5.4% 7.6% -5.1% -2.7% -15.3% 1.8% -3.4% -14.4% -8.3% -9.1% -51.3%
2015 16.7% 28.6% -4.2% 10.4% -1.4% 6.9% 4.5% 5.4% -6.7% -3% -8% 14.4% 75.6%
2016 -1.3% 19.5% -2.3% -6.4% 4.2% -3.4% 6.2% -9.2% -5.8% 6.5% -15.8% 2.5% -9.2%
2017 0.1% -5.5% 8.3% 12.9% 6.2% -2.4% -7.3% -20.1% 12.9% -4.2% 11% 2% 8.6%
2018 -5.2% -18.7% 22.5% 5.2% 11.5% -8.6% -3.2% 21.5% 5.5% -14% -9.4% -0.7% -2.8%
2019 2.4% 4.5% -6.4% 5.6% -10.7% 9.6% 3.7% -27.2% 1.8% 9.6% -0.2% 3.3% -10.1%
2020 5.3% -3% 6.4% 4.5% 17.9% 21.9% 7.1% -7.2% -13.7% 9.3% -7.6% 6.3% 50.3%
2021 -2.6% 7.6% -2.2% -1.7% 23% 14% -17.4% 6.4% -5.6% 6.9% -8.1% -5.1% 9.3%
2022 -1.2% 7.7% -2.7% -2.1% 0.7% -6.3% 3.9% -20.4% -2.8% 10.5% -1.4% 0.8% -15.4%
2023 12.4% 2.4% -0.7% 0.2% -9.9% 2.7% -0% -1.9% 1.1% 6.2% -20.3% 3.4% -8%
2024 -3.9% -0.8% 7.1% 0.2% -3.5% -6.3% 8.3% -6.2% -1% -5.7% -2.9% -7.1% -20.9%
2025 0.7% 10.8% 0.2% 3.5% -10.5% -0.8% -4.9% 2% 25.4% -2.4% -28.9% 8.4% -6.1%
Pos 64.7% 65.3% 58% 62% 56.9% 58.5% 54.9% 54.9% 38.8% 42.3% 45.1% 47.1% 58.5%
Avg 4% 3.3% 3.8% 2.7% 3.3% 1.7% 2.4% 0.1% -0.6% -2.2% -0.5% 0.4% 17.5%

Other Return Metrics

Metric Sturm, Ruger & Company, Inc.
Cumulative Return 32681.12%
Enh Ann Return 16.77%
Best Year 122.49%
Worst Year -51.25%
Best Month 42.51%
Worst Month -47.79%
Best Day 29.69%
Worst Day -37.72%
Win Ratio (Yearly) 58.49%
Win Ratio (Quarterly) 59.24%
Win Ratio (Monthly) 53.65%
Win Ratio (Daily) 50.91%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
Sturm, Ruger & Company, Inc. 39.13 30.46 31.21 33.83 42.09 39.8

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
Sturm, Ruger & Company, Inc. 0.09 -0.26 -0.14 0.11 0.47 0.48

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

Sturm, Ruger & Company, Inc.

Start Valley End Days Drawdown
2007-08-08 2008-11-20 2011-03-21 1321 -79.69%
1996-06-14 2000-10-13 2007-06-19 4022 -65.66%
2021-07-01 2025-11-20 - 1644 -60.59%
2014-01-17 2014-12-15 2020-06-30 2356 -58.68%
1974-03-15 1974-12-30 1976-01-29 685 -58.35%

The Sturm, Ruger & Company, Inc. took approximately 67 months on average to recover from a major drawdown. The longest drawdown lasted 134 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric Sturm, Ruger & Company, Inc.
Sharpe Ratio 0.48
Sortino Ratio 0.7
Adjusted Sortino (S/√2) 0.49
Calmar Ratio 0.15
Omega Ratio 1.1
Gain to Pain Ratio 0.1
Ulcer Index 0.31
Martin Ratio 0.37
Kelly Criterion 4.85%
Skew 0.01
Kurtosis 13.81
End of:

Analyze Other Assets

Search More Assets →

Sabine Royalty Trust

SBR (Stock, USD)

Safe Bulkers, Inc.

SB (Stock, USD)

Safehold Inc.

SAFE (Stock, USD)

salesforce.com, inc.

CRM (Stock, USD)