  This work is devoted to long-time properties of the Arratia flow with drift
-- a stochastic flow on $\mathbb{R}$ whose one-point motions are weak solutions
to a stochastic differential equation $dX(t)=a(X(t))dt+dw(t)$ that move
independently before the meeting time and coalesce at the meeting time. We
study special modification of such flow (constructed in \cite{Riabov}) that
gives rise to a random dynamical system and thus allows to discuss stationary
points. Existence of a unique stationary point is proved in the case of a
strictly monotone Lipschitz drift by developing a variant of a pullback
procedure. Connections between the existence of a stationary point and
properties of a dual flow are discussed.
