Ferrari NV

10-Year Study

2FE.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Ferrari NV has compounded at 24.1% annually over the last 10 years, with a maximum drawdown of 37.1% and an annualized volatility of 31.1%.

1Y CAGR
-29.9%
3Y CAGR
+5.1%
5Y CAGR
+12.6%
10Y CAGR
+24.1%

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 →
37.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.91
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +74.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -21.8%
% 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.
2026-12.414.2-9.65.0————————-5.0%
20251.07.8-12.73.14.9-1.2-7.45.51.3-15.9-2.6-5.1-21.8%
20245.420.33.8-3.7-2.51.00.117.3-6.14.8-6.50.435.2%
202313.27.21.81.85.812.2-2.70.8-4.62.015.8-7.153.3%
2022-10.4-5.33.42.6-10.7-3.618.0-6.4-0.84.26.2-4.8-10.5%
2021-9.5-6.210.40.4-2.0-0.55.8-0.1-1.212.713.3-2.120.0%
20202.8-7.60.02.15.90.1-0.47.9-3.7-2.715.77.528.7%
201925.94.35.52.15.711.92.0-1.6-1.31.47.0-3.074.3%
20188.76.8-5.05.49.44.4-2.3-1.05.3-12.7-6.8-10.8-1.8%
20173.37.212.60.710.9-1.918.07.9-2.77.8-9.8-2.959.9%
2016———8.2-2.4-4.29.48.47.04.07.08.254.6%

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 31.1%. The dominant macroeconomic risk driver is QUAL.US, accounting for 30.2% of variance. Idiosyncratic stock-specific factors contribute 26.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110815.327216727273
2016-05-0110560.87956045647
2016-06-0110114.767727752842
2016-07-0111066.549896889526
2016-08-0111997.53244947291
2016-09-0112842.624124596508
2016-10-0113355.217804235075
2016-11-0114283.448771698322
2016-12-0115458.25727025004
2017-01-0115965.318192711557
2017-02-0117109.65214638433
2017-03-0119265.32677292322
2017-04-0119400.953291102913
2017-05-0121521.508223689078
2017-06-0121118.65249255149
2017-07-0124914.922763301547
2017-08-0126889.998727761722
2017-09-0126173.817336169737
2017-10-0128213.215301180226
2017-11-0125457.63594457775
2017-12-0124719.086828783362
2018-01-0126878.785278723743
2018-02-0128702.790344007317
2018-03-0127281.641009861327
2018-04-0128753.827809945356
2018-05-0131444.641361945876
2018-06-0132825.28617964596
2018-07-0132064.51727433304
2018-08-0131740.510729702626
2018-09-0133416.995328222685
2018-10-0129176.447614849094
2018-11-0127201.31247651537
2018-12-0124276.61418930314
2019-01-0130571.175814454404
2019-02-0131881.374135691614
2019-03-0133628.30523067456
2019-04-0134323.1248539145
2019-05-0136283.61445854427
2019-06-0140588.217890037195
2019-07-0141383.78103299832
2019-08-0140716.09263078167
2019-09-0140176.21979543592
2019-10-0140758.697819738634
2019-11-0143614.22184876933
2019-12-0142321.42064635623
2020-01-0143500.57842461396
2020-02-0140204.65284167735
2020-03-0140218.85457132967
2020-04-0141056.81579469032
2020-05-0143476.11002790049
2020-06-0143504.75018269935
2020-07-0143318.64835038034
2020-08-0146754.37220958203
2020-09-0145007.88491865072
2020-10-0143791.062969877545
2020-11-0150662.481101344136
2020-12-0154456.088547784384
2021-01-0149302.51755245025
2021-02-0146224.7068674239
2021-03-0151034.68476598213
2021-04-0151257.29687828231
2021-05-0150250.27589818544
2021-06-0150005.71027879771
2021-07-0152911.680035030935
2021-08-0152882.89194554821
2021-09-0152249.90902016942
2021-10-0158896.22973664668
2021-11-0166750.99929878961
2021-12-0165341.18176142869
2022-01-0158522.22126886538
2022-02-0155443.61173654608
2022-03-0157313.77242319971
2022-04-0158826.16787036189
2022-05-0152511.96051919157
2022-06-0150643.78215730192
2022-07-0159753.00825179667
2022-08-0155944.222706790504
2022-09-0155524.2361392598
2022-10-0157870.33229088693
2022-11-0161432.924934982715
2022-12-0158478.580537121255
2023-01-0166212.01407154714
2023-02-0170991.10320811156
2023-03-0172236.5653116836
2023-04-0173516.20032723152
2023-05-0177804.61970430815
2023-06-0187285.90152875702
2023-07-0184952.05436895501
2023-08-0185593.85420149297
2023-09-0181684.65059307015
2023-10-0183289.17976135177
2023-11-0196475.3969827242
2023-12-0189648.92140821986
2024-01-0194491.65204578875
2024-02-01113629.19283877783
2024-03-01117946.81452245206
2024-04-01113530.1357744529
2024-05-01110682.33393592063
2024-06-01111827.31880220246
2024-07-01111886.04887170218
2024-08-01131233.42022030434
2024-09-01123247.87639761294
2024-10-01129207.69142008421
2024-11-01120781.74604348688
2024-12-01121222.11801045603
2025-01-01122425.83294623758
2025-02-01131996.76318911675
2025-03-01115262.30298798476
2025-04-01118850.7250278857
2025-05-01124679.35157269363
2025-06-01123170.41779713423
2025-07-01114057.64127022638
2025-08-01120300.48492989378
2025-09-01121839.00564222886
2025-10-01102518.7359277132
2025-11-0199855.91161790249
2025-12-0194766.9584924864
2026-01-0183050.53152931918
2026-02-0194855.71930281344
2026-03-0185713.35583912992
2026-04-0190033.04860837843
Annual Return Matrix
YearAnnual Return
20170.5990862615772421
2018-0.01790003985766153
20190.7432999641689761
20200.28672638385245053
20210.19988753331214393
2022-0.10502719784536363
20230.5330215026562106
20240.35218713294347825
2025-0.21823706722965952
2026-0.049953168904152356
Total Factor Risk
0.31057969281870684
VTI.US Exposure
0.22948945242554794
VEA.US Exposure
0.23916066096441224
VWO.US Exposure
-0.03215755875219614
QQQ.US Exposure
-0.1379091534012367
VTV.US Exposure
-0.0785397407470205
IJR.US Exposure
-0.027895369350323482
QUAL.US Exposure
0.30241007753998767
SHV.US Exposure
0.09154789309815553
TLT.US Exposure
0.032024915001232904
LQD.US Exposure
0.0048646583719745996
HYG.US Exposure
-0.0075753822697210505
GLD.US Exposure
-0.002597835649430863
USO.US Exposure
0.03977375708059415
VNQ.US Exposure
0.01863786820942698
BTC-USD.CC Exposure
0.011898839096775183
CPER.US Exposure
0.01428117349095853
VIX.INDX Exposure
0.022048203766937464
UUP.US Exposure
0.003228505950137654
TIP.US Exposure
0.008817676207868733
Idiosyncratic Exposure
0.2684913589659192
Value Score
36.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
14.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.1%

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 →33.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.22%
Market Cap$52.3B
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 →
+1.7%
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 →
-13.0%
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 →
31.8% 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 →
0.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ferrari NV a high-risk investment?

Ferrari NV (2FE.XETRA) has an annualized volatility of 31.1% and experienced a maximum drawdown of 37.1% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of 2FE.XETRA?

Over the past 10 years, 2FE.XETRA has generated a Compound Annual Growth Rate (CAGR) of 24.1%. 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.

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