2G Energy AG

10-Year Study

2GB.XETRA · Industrials · DE · Common Stock

Executive Summary: 2G Energy AG has compounded at 26.9% annually over the last 10 years, with a maximum drawdown of 36.9% and an annualized volatility of 98.9%.

1Y CAGR
+58.9%
3Y CAGR
+20.9%
5Y CAGR
+16.0%
10Y CAGR
+26.9%

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 →
36.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.83
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +107.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.07.4-1.023.4————————32.5%
202512.4-14.39.516.98.51.517.21.0-11.6-10.813.67.154.3%
20242.6-0.6-9.321.2-1.0-11.8-2.50.0-6.39.20.53.81.9%
20230.4-4.20.47.312.32.6-8.2-1.2-4.3-11.87.0-0.7-2.8%
20229.1-4.113.7-15.13.1-15.49.4-4.2-18.620.50.00.9-8.7%
20214.5-7.13.32.00.74.9-13.06.516.015.8-11.1-3.415.4%
20203.8-4.1-19.723.416.331.4-0.611.4-8.2-14.350.02.2101.2%
201912.315.96.38.311.319.2-10.2-14.011.1-2.712.211.1107.0%
20188.2-3.93.06.16.0-3.815.1-8.6-1.93.8-2.33.825.9%
201719.79.3-3.5-9.34.40.40.7-2.5-0.5-0.9-7.6-8.6-2.0%
2016———-1.55.8-9.3-1.26.6-4.4-0.63.23.40.8%

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 98.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.6% of variance. Idiosyncratic stock-specific factors contribute 5.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019848.828420256992
2016-05-0110415.485638699925
2016-06-019443.972033257749
2016-07-019326.577853363568
2016-08-019942.12962962963
2016-09-019507.983749055176
2016-10-019452.947845804987
2016-11-019752.456538170823
2016-12-0110079.601284958426
2017-01-0112063.728269085412
2017-02-0113190.192743764173
2017-03-0112723.214285714286
2017-04-0111538.643235071806
2017-05-0112047.193877551019
2017-06-0112091.128117913831
2017-07-0112171.438019652305
2017-08-0111864.37074829932
2017-09-0111802.957294028722
2017-10-0111699.735449735448
2017-11-0110814.673091458806
2017-12-019882.36961451247
2018-01-0110691.846182917612
2018-02-0110273.28987150416
2018-03-0110580.357142857145
2018-04-0111222.36394557823
2018-05-0111892.243008314435
2018-06-0111445.578231292517
2018-07-0113176.020408163266
2018-08-0112040.107709750568
2018-09-0111812.877928949358
2018-10-0112267.337490551778
2018-11-0111983.18216175359
2018-12-0112437.64172335601
2019-01-0113971.088435374148
2019-02-0116185.98828420257
2019-03-0117208.286092214665
2019-04-0118628.1179138322
2019-05-0120729.402872260016
2019-06-0124716.317082388512
2019-07-0122193.168934240362
2019-08-0119096.513605442175
2019-09-0121218.34845049131
2019-10-0120644.84126984127
2019-11-0123167.989417989418
2019-12-0125748.77173091459
2020-01-0126723.592214663644
2020-02-0125633.97581254724
2020-03-0120587.443310657596
2020-04-0125404.6201814059
2020-05-0129533.493953136807
2020-06-0138821.09788359789
2020-07-0138590.325018896445
2020-08-0142974.30083144369
2020-09-0139455.54610733182
2020-10-0133802.43764172336
2020-11-0150703.892668178385
2020-12-0151799.88662131519
2021-01-0154107.142857142855
2021-02-0150242.34693877552
2021-03-0151915.15495086923
2021-04-0152953.51473922902
2021-05-0153299.5559334845
2021-06-0155910.33635676493
2021-07-0148668.03665910808
2021-08-0151854.68631897203
2021-09-0160139.83371126228
2021-10-0169641.67611489039
2021-11-0161878.07067271353
2021-12-0159792.13907785336
2022-01-0165238.33144368858
2022-02-0162573.223733938015
2022-03-0171148.19538926682
2022-04-0160371.55139833711
2022-05-0162225.52910052911
2022-06-0152642.904383975816
2022-07-0157587.15986394558
2022-08-0155144.08541194255
2022-09-0144906.462585034016
2022-10-0154097.222222222226
2022-11-0154097.222222222226
2022-12-0154562.54724111867
2023-01-0154795.20975056689
2023-02-0152468.34845049131
2023-03-0152701.01095993953
2023-04-0156540.29667422525
2023-05-0163520.4081632653
2023-06-0165180.46107331822
2023-07-0159807.25623582766
2023-08-0159106.43424036281
2023-09-0156536.51738473167
2023-10-0149878.354119425545
2023-11-0153382.70030234316
2023-12-0153032.17120181405
2024-01-0154434.05139833711
2024-02-0154083.52229780801
2024-03-0149060.61035525321
2024-04-0159456.72713529856
2024-05-0158872.82690854119
2024-06-0151926.729024943306
2024-07-0150634.44822373393
2024-08-0150634.44822373393
2024-09-0147462.443310657596
2024-10-0151809.33484504913
2024-11-0152044.359410430836
2024-12-0154041.47770219199
2025-01-0160737.90627362055
2025-02-0152044.359410430836
2025-03-0156978.45804988661
2025-04-0166611.86696900983
2025-05-0172251.03930461073
2025-06-0173341.83673469388
2025-07-0185978.83597883598
2025-08-0186805.55555555555
2025-09-0176766.81783824641
2025-10-0168499.62207105065
2025-11-0177829.74300831444
2025-12-0183380.57445200303
2026-01-0184207.2940287226
2026-02-0190466.74225245653
2026-03-0189521.91987906273
2026-04-01110496.97656840514
Annual Return Matrix
YearAnnual Return
2017-0.01956740796288048
20180.25856876523734407
20191.0702294135521115
20201.011742042014494
20210.15429092567259461
2022-0.08746286581126361
2023-0.028048104729086254
20240.01903196639898108
20250.5428996022553432
20260.32521246458923536
Total Factor Risk
0.9890815344436021
VTI.US Exposure
-0.012292452760720258
VEA.US Exposure
0.04511682092978239
VWO.US Exposure
-0.0008762122314260623
QQQ.US Exposure
0.0026556804785194013
VTV.US Exposure
-0.014375770444750082
IJR.US Exposure
0.016404916584512305
QUAL.US Exposure
0.015695116131946022
SHV.US Exposure
0.8257561784308094
TLT.US Exposure
-0.004681405560685599
LQD.US Exposure
-0.000006893403349533782
HYG.US Exposure
0.03925287334427159
GLD.US Exposure
0.0017006669046741865
USO.US Exposure
0.00007071610818284595
VNQ.US Exposure
-0.005826141729500042
BTC-USD.CC Exposure
-0.000343886671260059
CPER.US Exposure
0.0007472570741895299
VIX.INDX Exposure
0.00408747241161874
UUP.US Exposure
-0.0015224704918778886
TIP.US Exposure
0.030259228863569392
Idiosyncratic Exposure
0.05817830603149396
Value Score
38.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
98.9%

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 →29.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.52%
Market Cap$717.6M
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 →
+25.4%
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 →
+35.8%
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 →
0.0% 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 →
0.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is 2G Energy AG a high-risk investment?

2G Energy AG (2GB.XETRA) has an annualized volatility of 98.9% and experienced a maximum drawdown of 36.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 2GB.XETRA has generated a Compound Annual Growth Rate (CAGR) of 26.9%. It has had a positive return in 70% 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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