SCHOTT Pharma AG & Co. KGaA

10-Year Study

1SXP.XETRA · Healthcare · DE · Common Stock

Executive Summary: SCHOTT Pharma AG & Co. KGaA has compounded at 8.9% annually over the last 10 years, with a maximum drawdown of 90.8% and an annualized volatility of 294.0%.

1Y CAGR
-49.9%
3Y CAGR
+124.4%
5Y CAGR
+8.9%
10Y CAGR
+8.9%

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 →
90.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
12.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
437.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +2612.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -89.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026269.34.2-8.510.4————————288.5%
2025267.14.4-3.75.115.2-0.2-16.3-4.2-7.5-8.0-1.5-79.7-39.0%
20247.112.8-2.1-0.7-25.54.44.612.5-14.8-3.1-7.1-76.7-80.8%
202350.4-14.3-10.92.9-1.4108.511.6-3.4875.1-13.44.417.52612.9%
2022-56.216.0-2.3-23.8-25.8-39.633.0-15.73.3-6.8-38.8-4.0-89.3%
2021—————1.00.2-0.60.81.230.5-14.215.0%

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 294.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 66.2% of variance. Idiosyncratic stock-specific factors contribute 12.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-05-0110000
2021-06-0110102.14543601571
2021-07-0110122.57393874021
2021-08-0110061.28745643564
2021-09-0110143.00341559578
2021-10-0110265.577354335988
2021-11-0113401.429965966783
2021-12-0111501.532454296937
2022-01-015035.750610366176
2022-02-015842.6964376708565
2022-03-015709.908247568398
2022-04-014351.379208867243
2022-05-013227.783552751487
2022-06-011950.970351444086
2022-07-012594.4841386621033
2022-08-012185.9040993286385
2022-09-012257.4055635937602
2022-10-012104.1878966357312
2022-11-011287.027574436034
2022-12-011235.955099960947
2023-01-011859.0398973889294
2023-02-011593.4626648193246
2023-03-011419.8161298376444
2023-04-011460.6741094177141
2023-05-011440.2451196276795
2023-06-013003.064421528336
2023-07-013350.357491491696
2023-08-013237.9980476465043
2023-09-0131574.055281353896
2023-10-0127342.901025847692
2023-11-0128540.4495494108
2023-12-0133530.03077416436
2024-01-0135925.02567624423
2024-02-0140515.424059810095
2024-03-0139668.539480412124
2024-04-0139388.04918309855
2024-05-0129350.766202210714
2024-06-0130653.013398296185
2024-07-0132055.36273981768
2024-08-0136062.308618556475
2024-09-0130713.074685557796
2024-10-0129771.399503134704
2024-11-0127647.80398924209
2024-12-016435.138115712938
2025-01-0123620.837681416084
2025-02-0124653.01337491704
2025-03-0123745.250347886562
2025-04-0124965.78150688141
2025-05-0128748.416863806444
2025-06-0128698.059355949346
2025-07-0124007.4566819011
2025-08-0122998.7743490637
2025-09-0121283.963310716932
2025-10-0119589.274846503733
2025-11-0119286.72121917569
2025-12-013922.3696926782072
2026-01-0114485.189024776926
2026-02-0115097.03785249298
2026-03-0113810.010268315636
2026-04-0115240.040917401577
Annual Return Matrix
YearAnnual Return
2022-0.8925399632725292
202326.12884211993124
2024-0.8080783713246289
2025-0.3904762225536703
20262.885416753512499
Total Factor Risk
2.9402158076822635
VTI.US Exposure
0.04569481633496388
VEA.US Exposure
0.020632612376554785
VWO.US Exposure
0.00008865118824222324
QQQ.US Exposure
0.04562488642004504
VTV.US Exposure
0.0027947995048231925
IJR.US Exposure
0.006471618160020048
QUAL.US Exposure
0.0016945761271938192
SHV.US Exposure
0.6619144557437874
TLT.US Exposure
0.01777218862764253
LQD.US Exposure
0.009703961264630748
HYG.US Exposure
0.0006836352011761421
GLD.US Exposure
0.012257123571228405
USO.US Exposure
-0.000007829389002685536
VNQ.US Exposure
0.009352824230226027
BTC-USD.CC Exposure
0.007955792548059795
CPER.US Exposure
0.00047527413780851246
VIX.INDX Exposure
0.0026710925982070563
UUP.US Exposure
0.017376831620235532
TIP.US Exposure
0.013697656111009022
Idiosyncratic Exposure
0.12314503362314874
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
294.0%

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 →13.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.32%
Market Cap$2.1B
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
$184
Avg Yield on Cost
1.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$183.861.84%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 →
+5.6%
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 →
-17.5%
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 →
49.6% 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 →
0.79
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SCHOTT Pharma AG & Co. KGaA a high-risk investment?

SCHOTT Pharma AG & Co. KGaA (1SXP.XETRA) has an annualized volatility of 294.0% and experienced a maximum drawdown of 90.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 1SXP.XETRA?

Over the past 10 years, 1SXP.XETRA has generated a Compound Annual Growth Rate (CAGR) of 8.9%. It has had a positive return in 40% 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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