Siemens AG Class N

10-Year Study

0P6M.LSE · · GB · Common Stock

Executive Summary: Siemens AG Class N has compounded at 14.0% annually over the last 10 years, with a maximum drawdown of 34.8% and an annualized volatility of 29.1%.

1Y CAGR
+15.8%
3Y CAGR
+19.4%
5Y CAGR
+15.5%
10Y CAGR
+14.0%

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 →
34.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +34.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -13.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.0-1.9-16.516.6————————3.2%
20259.19.2-3.8-4.76.33.71.46.3-4.57.7-7.54.328.7%
20240.710.4-3.20.0-0.5-1.1-2.70.76.2-1.31.93.715.0%
202310.63.93.1-1.64.8-0.81.5-10.2-1.6-9.123.410.034.4%
2022-8.3-8.10.4-6.04.2-19.99.5-5.2-2.311.219.4-2.3-12.7%
20218.93.69.1-1.4-3.0-0.8-1.17.7-0.3-1.11.37.433.4%
2020-4.2-13.5-16.914.611.06.34.77.81.2-6.511.14.915.9%
20192.30.3-0.211.3-5.03.1-5.4-8.18.05.512.9-0.524.4%
20185.1-8.5-4.52.05.51.56.7-7.3-1.5-7.80.7-4.9-13.6%
20170.68.34.23.2-3.8-4.82.8-11.78.03.3-6.31.33.2%
2016———-1.65.9-5.56.011.0-3.7-0.63.78.624.6%

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 29.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 74.3% of variance. Idiosyncratic stock-specific factors contribute 20.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019840.004709019204
2016-05-0110416.302751753554
2016-06-019838.82745421831
2016-07-0110426.770774172302
2016-08-0111569.264740741448
2016-09-0111138.819022528518
2016-10-0111072.463214764684
2016-11-0111478.79111840797
2016-12-0112463.77157438739
2017-01-0112534.597768624886
2017-02-0113578.53641774091
2017-03-0114153.67311452303
2017-04-0114602.048105176582
2017-05-0114052.079206975712
2017-06-0113382.173498721724
2017-07-0113756.715522740904
2017-08-0112151.783143302135
2017-09-0113119.0093241762
2017-10-0113548.055063706985
2017-11-0112696.470303747647
2017-12-0112856.83149824764
2018-01-0113510.46245432172
2018-02-0112367.666219628018
2018-03-0111806.545218515992
2018-04-0112048.327900461518
2018-05-0112716.658632698092
2018-06-0112912.830645533351
2018-07-0113772.783459888225
2018-08-0112771.41688978827
2018-09-0112584.360647235599
2018-10-0111601.241526549482
2018-11-0111678.797163770463
2018-12-0111106.2695181687
2019-01-0111361.145182561993
2019-02-0111397.783261027616
2019-03-0111373.14045445217
2019-04-0112655.759560024882
2019-05-0112027.360037926694
2019-06-0112402.029332735161
2019-07-0111736.880370230727
2019-08-0110783.606249632106
2019-09-0111649.14306986689
2019-10-0112295.328684767754
2019-11-0113886.484001266346
2019-12-0113817.71004850608
2020-01-0113236.73480426548
2020-02-0111452.096070355292
2020-03-019519.250502321896
2020-04-0110911.433848620942
2020-05-0112107.031552019549
2020-06-0112872.549440724426
2020-07-0113471.66077243824
2020-08-0114526.465165189527
2020-09-0114704.962447162736
2020-10-0113744.37025618019
2020-11-0115266.544804885923
2020-12-0116018.969711143034
2021-01-0117439.311719571542
2021-02-0118065.404458613924
2021-03-0119702.37725925537
2021-04-0119422.55652016208
2021-05-0118846.067571243802
2021-06-0118695.013053210325
2021-07-0118483.266277536226
2021-08-0119915.635375552236
2021-09-0119853.320415348222
2021-10-0119629.76927396787
2021-11-0119889.86304072188
2021-12-0121365.997381403515
2022-01-0119588.056272779482
2022-02-0118003.614490415715
2022-03-0118081.201945334014
2022-04-0116999.59114258942
2022-05-0117715.314334986262
2022-06-0114183.772656189098
2022-07-0115525.0317779252
2022-08-0114711.93052287613
2022-09-0114377.399253238644
2022-10-0115986.404297934554
2022-11-0119094.3410634429
2022-12-0118648.1296762072
2023-01-0120630.817667094612
2023-02-0121435.61450314279
2023-03-0122103.57933186017
2023-04-0121750.08471461912
2023-05-0122799.416463431127
2023-06-0122610.101164368636
2023-07-0122948.57782847398
2023-08-0120614.606550309345
2023-09-0120294.218247131237
2023-10-0118455.17125080141
2023-11-0122781.900821055675
2023-12-0125054.750302665845
2024-01-0125226.27950892566
2024-02-0127851.144084851436
2024-03-0126947.107850857727
2024-04-0126950.321438287185
2024-05-0126815.875758255504
2024-06-0126529.516482362655
2024-07-0125820.554550646615
2024-08-0126008.31078254036
2024-09-0127627.338401892517
2024-10-0127254.371353890747
2024-11-0127781.145150744298
2024-12-0128817.27255516791
2025-01-0131437.953103895918
2025-02-0134319.666041448916
2025-03-0133026.610731154775
2025-04-0131475.816163708416
2025-05-0133460.285945645825
2025-06-0134709.894190247556
2025-07-0135191.26413302343
2025-08-0137391.02836388628
2025-09-0135722.985581810455
2025-10-0138457.58939579784
2025-11-0135565.39252697743
2025-12-0137091.75110288093
2026-01-0140052.721924461606
2026-02-0139310.76504062324
2026-03-0132812.000362721745
2026-04-0138268.735453346504
Annual Return Matrix
YearAnnual Return
20170.03153619444277811
2018-0.1361581179871214
20190.24413602838484572
20200.15930712505252975
20210.3337934815209125
2022-0.1272052812082567
20230.34355298561832326
20240.15017201157665228
20250.28713607548640585
20260.03173170086257149
Total Factor Risk
0.291404781925051
VTI.US Exposure
0.163415233539354
VEA.US Exposure
0.742819831863597
VWO.US Exposure
-0.06032189730833143
QQQ.US Exposure
-0.08002881862407643
VTV.US Exposure
-0.13143694914100326
IJR.US Exposure
0.1476424455445468
QUAL.US Exposure
0.016481022610989788
SHV.US Exposure
0.037784350897580754
TLT.US Exposure
-0.013165607858538944
LQD.US Exposure
0.05507996165388125
HYG.US Exposure
-0.03491795863392319
GLD.US Exposure
-0.02670717028900447
USO.US Exposure
0.015235446564729815
VNQ.US Exposure
-0.06281686177556024
BTC-USD.CC Exposure
-0.005256903821898942
CPER.US Exposure
0.08334120478914728
VIX.INDX Exposure
-0.06334571891520424
UUP.US Exposure
-0.00458255362742297
TIP.US Exposure
0.014915978488867904
Idiosyncratic Exposure
0.2058649640422695
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.1%

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 →0.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.01%
Market Cap$82.7B
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 →
+4.8%
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 →
+4.5%
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 →
7.4% 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 →
1.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Siemens AG Class N a high-risk investment?

Siemens AG Class N (0P6M.LSE) has an annualized volatility of 29.1% and experienced a maximum drawdown of 34.8% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 0P6M.LSE?

Over the past 10 years, 0P6M.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.0%. It has had a positive return in 80% 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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