Stellantis NV

10-Year Study

8TI.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Stellantis NV has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 73.0% and an annualized volatility of 52.5%.

1Y CAGR
-24.0%
3Y CAGR
-17.2%
5Y CAGR
-10.0%
10Y CAGR
+9.5%

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 →
73.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +74.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -36.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-12.3-16.3-12.415.0————————-26.1%
20252.0-4.3-17.0-12.710.1-5.2-8.65.4-4.111.35.02.8-18.3%
2024-3.517.99.1-15.2-3.3-8.6-16.7-1.9-17.81.4-0.81.5-36.2%
20237.814.91.1-2.1-5.313.215.8-7.96.2-3.413.26.673.7%
20221.6-3.4-9.8-5.07.6-15.718.2-3.8-8.311.39.0-10.3-13.4%
2021-2.07.418.9-6.618.01.6-2.24.8-0.52.4-13.211.441.5%
2020-11.7-4.3-41.836.3-1.112.8-3.87.213.50.624.212.923.3%
201917.8-12.3-0.611.1-7.17.2-2.2-1.30.217.5-3.7-0.823.2%
201829.4-9.3-6.512.64.2-15.5-10.6-0.44.7-11.98.9-13.6-15.9%
201715.73.1-1.01.4-9.9-1.310.624.119.1-1.5-2.84.474.2%
2016———-2.1-7.2-14.84.49.1-10.118.09.918.722.1%

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 52.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 40.3% of variance. Idiosyncratic stock-specific factors contribute 19.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019792.749418104135
2016-05-019084.27127506935
2016-06-017740.012116187865
2016-07-018083.091540987788
2016-08-018817.077447948219
2016-09-017928.450722188567
2016-10-019357.204349073749
2016-11-0110283.773873672799
2016-12-0112206.10273251921
2017-01-0114118.547332844435
2017-02-0114561.425884003445
2017-03-0114420.814335363328
2017-04-0114617.861811688932
2017-05-0113176.35430284093
2017-06-0113008.959602078885
2017-07-0114389.248477505342
2017-08-0117862.76823008003
2017-09-0121273.15626693875
2017-10-0120948.251123935846
2017-11-0120362.21024774416
2017-12-0121259.12699677965
2018-01-0127512.993017249628
2018-02-0124954.564295507447
2018-03-0123327.806651149443
2018-04-0126267.576443580016
2018-05-0127357.71450435226
2018-06-0123105.88910499633
2018-07-0120658.738003379778
2018-08-0120585.403182093552
2018-09-0121551.19089372828
2018-10-0118989.892548544463
2018-11-0120675.955744029594
2018-12-0117871.377100404938
2019-01-0121054.108344227272
2019-02-0118464.43261167618
2019-03-0118357.30000318847
2019-04-0120394.094952651212
2019-05-0118938.558173644105
2019-06-0120301.629308420754
2019-07-0119845.04033415171
2019-08-0119587.093071453623
2019-09-0119623.441635047668
2019-10-0123054.554730095977
2019-11-0122190.798074163824
2019-12-0122009.055256193606
2020-01-0119424.79992347671
2020-02-0118591.014890157192
2020-03-0110824.2196218474
2020-04-0114753.05296049485
2020-05-0114596.499059401205
2020-06-0116462.07314351306
2020-07-0115831.074833402416
2020-08-0116969.99649268246
2020-09-0119254.8544463221
2020-10-0119372.509007429137
2020-11-0124052.8648407359
2020-12-0127147.594299014767
2021-01-0126592.162739533847
2021-02-0128560.405573446416
2021-03-0133961.993431750794
2021-04-0131726.237923668017
2021-05-0137450.498995631795
2021-06-0138043.873353952105
2021-07-0137202.4359914549
2021-08-0138972.674807894655
2021-09-0138779.4534961579
2021-10-0139708.25495010044
2021-11-0134484.90259222651
2021-12-0138411.50400153047
2022-01-0139027.83534738386
2022-02-0137712.5912699678
2022-03-0134025.12514746676
2022-04-0132333.322705098366
2022-05-0134785.57535950005
2022-06-0129307.78305646782
2022-07-0134651.02190479227
2022-08-0133350.12594458438
2022-09-0130573.605841277942
2022-10-0134022.89321812327
2022-11-0137073.30293658132
2022-12-0133245.225265440175
2023-01-0135852.11873864108
2023-02-0141205.24184548672
2023-03-0141673.947007620445
2023-04-0140800.624940216185
2023-05-0138641.07387686127
2023-06-0143759.52555559098
2023-07-0150678.50652042216
2023-08-0146669.642572458
2023-09-0149546.918343270736
2023-10-0147871.69594745401
2023-11-0154175.93980167713
2023-12-0157752.128304052545
2024-01-0155753.2761534292
2024-02-0165720.753754424
2024-03-0171676.81663106209
2024-04-0160746.42094187419
2024-05-0158755.858814526684
2024-06-0153722.858144947866
2024-07-0144772.821477537225
2024-08-0143930.427573892805
2024-09-0136102.09482511239
2024-10-0136613.52549182157
2024-11-0136322.73698306922
2024-12-0136863.182731243825
2025-01-0137595.574402958904
2025-02-0135962.43981761949
2025-03-0129837.06915792494
2025-04-0126043.426968083408
2025-05-0128661.16124095272
2025-06-0127159.391639830374
2025-07-0124819.05429965246
2025-08-0126148.646494276698
2025-09-0125077.320409399614
2025-10-0127921.436087109014
2025-11-0129324.36310301948
2025-12-0130134.23460765871
2026-01-0126413.289545005264
2026-02-0122099.288971080572
2026-03-0119363.581290055165
2026-04-0122271.466377578676
Annual Return Matrix
YearAnnual Return
20170.7416801630008882
2018-0.1593550806149231
20190.23152542372881357
20200.23347385805554355
20210.4149137333662192
2022-0.13449821532331707
20230.7371555717532872
2024-0.3617000132502981
2025-0.18253844690089438
2026-0.26092476986562274
Total Factor Risk
0.5249173652847009
VTI.US Exposure
0.27577595178597275
VEA.US Exposure
0.40343641004822894
VWO.US Exposure
-0.060653204795755616
QQQ.US Exposure
-0.10022256527332851
VTV.US Exposure
-0.09400832618615963
IJR.US Exposure
0.049564647964281686
QUAL.US Exposure
0.021323282711170784
SHV.US Exposure
0.22973804174781978
TLT.US Exposure
-0.00012811843952567297
LQD.US Exposure
0.0015253462481022834
HYG.US Exposure
-0.014207660509770086
GLD.US Exposure
0.0016512251906374436
USO.US Exposure
0.001295862636665963
VNQ.US Exposure
-0.023446642366246603
BTC-USD.CC Exposure
0.006019946685850985
CPER.US Exposure
0.032761250434555446
VIX.INDX Exposure
0.061089582132898924
UUP.US Exposure
0.01723773747096476
TIP.US Exposure
0.0007735643908174099
Idiosyncratic Exposure
0.19047366812281882
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.5%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$19.1B
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
$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 →
+9.2%
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 →
-14.0%
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 →
33.0% 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 →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Stellantis NV a high-risk investment?

Stellantis NV (8TI.XETRA) has an annualized volatility of 52.5% and experienced a maximum drawdown of 73.0% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 8TI.XETRA?

Over the past 10 years, 8TI.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.5%. It has had a positive return in 50% 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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