Traton SE

10-Year Study

8TRA.XETRA · Industrials · DE · Common Stock

Executive Summary: Traton SE has compounded at 7.6% annually over the last 10 years, with a maximum drawdown of 67.0% and an annualized volatility of 43.8%.

1Y CAGR
+0.8%
3Y CAGR
+25.0%
5Y CAGR
+6.6%
10Y CAGR
+7.6%

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 →
67.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
57.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +81.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -61.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-11.19.4-14.51.7————————-15.4%
202538.521.4-14.3-7.113.7-11.69.54.8-13.72.15.526.281.2%
20246.67.736.20.0-1.8-2.1-4.42.4-1.70.0-2.4-24.86.2%
202312.1-2.316.516.0-10.28.31.4-4.45.0-6.76.37.856.7%
2022-44.7-13.3-8.1-5.67.7-16.18.7-7.1-13.23.220.4-7.1-61.9%
2021-0.12.1-0.23.215.4-2.4-0.1-5.5-11.20.5-6.783.970.8%
2020-3.9-16.8-33.48.010.014.9-7.56.55.1-1.831.73.00.3%
2019———————————-3.8-3.8%

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 43.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 47.4% of variance. Idiosyncratic stock-specific factors contribute 29.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2019-12-019619.862576311018
2020-01-019245.753403662928
2020-02-017693.478760632455
2020-03-015124.677514112749
2020-04-015536.5909729495015
2020-05-016089.299854402411
2020-06-016994.354900508315
2020-07-016473.064446090577
2020-08-016894.582237094178
2020-09-017247.847965465274
2020-10-017113.796010115199
2020-11-019367.135814452477
2020-12-019648.879920304476
2021-01-019640.297325602187
2021-02-019838.8209149659
2021-03-019817.466601956627
2021-04-0110133.336739124881
2021-05-0111695.5733224348
2021-06-0111413.880303456026
2021-07-0111400.955324529363
2021-08-0110771.871567600703
2021-09-019565.40396945005
2021-10-019608.521290454417
2021-11-018962.170170374722
2021-12-0116478.94067439562
2022-01-019117.321004367926
2022-02-017906.562108866126
2022-03-017268.84467036195
2022-04-016863.8279394109695
2022-05-017389.511864926307
2022-06-016197.706199392067
2022-07-016734.9357582569155
2022-08-016259.878924110449
2022-09-015434.110705254285
2022-10-015607.244118623718
2022-11-016752.662903267005
2022-12-016273.212598022938
2023-01-017032.363534189889
2023-02-016868.119236762114
2023-03-018004.64890546374
2023-04-019287.695726583053
2023-05-018342.07770313418
2023-06-019037.114613400086
2023-07-019161.56223658331
2023-08-018755.830289407137
2023-09-019189.251321872844
2023-10-018571.40667705433
2023-11-019115.481876931723
2023-12-019830.136146517152
2024-01-0110475.669876625203
2024-02-0111287.133770977549
2024-03-0115372.295588648494
2024-04-0115376.89340723901
2024-05-0115100.2579887098
2024-06-0114776.36721244476
2024-07-0114123.374798845436
2024-08-0114461.978594600116
2024-09-0114220.133336739125
2024-10-0114220.133336739125
2024-11-0113881.529540984444
2024-12-0110441.821965377369
2025-01-0114461.978594600116
2025-02-0117557.48550409972
2025-03-0115042.376561342564
2025-04-0113978.288078878131
2025-05-0115898.234948529975
2025-06-0114059.107512324706
2025-07-0115397.58359089632
2025-08-0116143.451940024011
2025-09-0113936.49901657769
2025-10-0114222.585506654064
2025-11-0114999.10597971851
2025-12-0118922.578311337376
2026-01-0116828.01604127819
2026-02-0118411.70911134384
2026-03-0115744.974328846201
2026-04-0116010.62606963141
Annual Return Matrix
YearAnnual Return
20200.003016399014359683
20210.7078604781595845
2022-0.619319425806901
20230.5670019137587035
20240.062225569386130886
20250.8121912415362189
2026-0.15388770989845946
Total Factor Risk
0.43802564037968733
VTI.US Exposure
0.22661628920034513
VEA.US Exposure
0.4739916895169273
VWO.US Exposure
-0.04695252358360452
QQQ.US Exposure
-0.0714817019871829
VTV.US Exposure
-0.029720881345102042
IJR.US Exposure
-0.025530791154442036
QUAL.US Exposure
-0.015161510173176181
SHV.US Exposure
0.2013400838647907
TLT.US Exposure
-0.011759556550375309
LQD.US Exposure
0.0663865630196498
HYG.US Exposure
-0.024260873326457936
GLD.US Exposure
-0.013868332912059288
USO.US Exposure
0.00978758503170169
VNQ.US Exposure
-0.05229795354580635
BTC-USD.CC Exposure
-0.001928688022814357
CPER.US Exposure
0.020839588604303978
VIX.INDX Exposure
-0.009459953560262512
UUP.US Exposure
-0.018406362064722126
TIP.US Exposure
0.02257054773018401
Idiosyncratic Exposure
0.29929678125810283
Value Score
45.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.8%

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 →10.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.93%
Market Cap$15.8B
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 →
-5.4%
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 →
+2.1%
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 →
17.5% 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 →
1.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Traton SE a high-risk investment?

Traton SE (8TRA.XETRA) has an annualized volatility of 43.8% and experienced a maximum drawdown of 67.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, 8TRA.XETRA has generated a Compound Annual Growth Rate (CAGR) of 7.6%. It has had a positive return in 71% 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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