Aumann AG

10-Year Study

AAG.XETRA · Industrials · DE · Common Stock

Executive Summary: Aumann AG has compounded at -12.8% annually over the last 10 years, with a maximum drawdown of 91.2% and an annualized volatility of 51.3%.

1Y CAGR
+23.8%
3Y CAGR
+3.8%
5Y CAGR
-4.4%
10Y CAGR
-12.8%

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 →
91.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
52.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +62.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -53.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
44%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.02.0-12.21.09.15.1——————18.1%
20254.3-7.216.011.6-5.1-1.3-2.4-6.513.4-0.8-0.8-1.317.8%
2024-13.92.18.7-0.34.0-21.50.8-14.0-4.5-15.43.42.5-42.2%
202319.7-2.512.710.2-14.3-1.7-4.015.5-2.8-16.139.75.662.8%
20222.214.3-1.5-8.65.8-16.610.99.4-28.211.34.7-10.5-15.6%
202132.0-6.83.6-17.325.913.29.9-7.8-12.15.9-13.6-2.119.8%
2020-8.2-12.8-39.836.19.76.1-0.85.3-8.6-19.448.0-15.0-26.1%
201922.8-29.811.117.6-36.6-9.7-20.9-3.5-8.1-9.615.612.4-46.9%
20184.2-7.8-16.1-2.720.6-12.012.67.4-7.0-26.8-9.7-25.4-53.9%
2017———11.45.0-6.2-5.616.230.9-6.8-13.2-7.517.9%

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 51.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.7% of variance. Idiosyncratic stock-specific factors contribute 27.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-03-0110000
2017-04-0111140.20821985784
2017-05-0111697.412467992643
2017-06-0110977.85022979393
2017-07-0110359.761735385164
2017-08-0112040.581744030302
2017-09-0115756.439754447108
2017-10-0114686.342428818156
2017-11-0112743.532139167313
2017-12-0111793.342469523956
2018-01-0112287.821018536644
2018-02-0111328.404700938367
2018-03-019501.838545291017
2018-04-019243.531169981605
2018-05-0111143.910509268324
2018-06-019808.547054935383
2018-07-0111048.503868020167
2018-08-0111862.794317470349
2018-09-0111029.992420967752
2018-10-018068.91685743472
2018-11-017282.383886706068
2018-12-015431.723774319293
2019-01-016671.661203689884
2019-02-014682.194313981279
2019-03-015200.379145449576
2019-04-016116.472861830947
2019-05-013877.1498962002106
2019-06-013502.0944103183388
2019-07-012770.301048465101
2019-08-012673.246791510708
2019-09-012456.6919365687336
2019-10-012221.470564860815
2019-11-012568.691037164395
2019-12-012886.060589613818
2020-01-012650.8392179058997
2020-02-012311.081475565859
2020-03-011390.762109490848
2020-04-011892.9166093231786
2020-05-012075.860103857941
2020-06-012202.8040480948716
2020-07-012184.137531328928
2020-08-012299.877688763455
2020-09-012102.008734301615
2020-10-011695.0476548613385
2020-11-012508.9698137418904
2020-12-012131.8790378699628
2021-01-012815.116195674718
2021-02-012624.709971176417
2021-03-012718.042555006135
2021-04-012247.619195304489
2021-05-012830.0416556017967
2021-06-013203.41075834905
2021-07-013520.7609270842822
2021-08-013244.4654650056113
2021-09-012852.449229206605
2021-10-013020.4672638142883
2021-11-012609.7651275351473
2021-12-012553.7655772373164
2022-01-012609.7651275351473
2022-02-012983.11484656821
2022-03-012938.319083072784
2022-04-012684.431194598922
2022-05-012841.2454424042007
2022-06-012369.6009087085213
2022-07-012628.7224000139563
2022-08-012876.5819533744134
2022-09-012065.4316656231767
2022-10-012298.2494567714098
2022-11-012407.1665468107008
2022-12-012155.5465528971868
2023-01-012579.9142076809903
2023-02-012516.0642531358003
2023-03-012835.27525843337
2023-04-013124.4221230206804
2023-05-012677.549976061113
2023-06-012633.277572848844
2023-07-012527.500644508497
2023-08-012920.4085311602894
2023-09-012837.2911647092346
2023-10-012380.145649228431
2023-11-013324.655890613825
2023-12-013509.78974485217
2024-01-013022.4250189475806
2024-02-013086.6432640624
2024-03-013354.8751010376104
2024-04-013343.55501195006
2024-05-013475.7713264469457
2024-06-012729.614632378168
2024-07-012752.5261825519437
2024-08-012366.9453398643527
2024-09-012260.044156100927
2024-10-011912.629846655437
2024-11-011977.5459054811329
2024-12-012027.168213810121
2025-01-012114.9764390954006
2025-02-011962.271538698616
2025-03-012275.3185228834436
2025-04-012538.7238150250923
2025-05-012408.9304648020825
2025-06-012376.443359817948
2025-07-012318.2922172449153
2025-08-012167.0992465550294
2025-09-012457.854959420194
2025-10-012438.4712452291833
2025-11-012419.0875310381725
2025-12-012388.073588332555
2026-01-012721.4734724179434
2026-02-012775.7478721527746
2026-03-012438.4712452291833
2026-04-012461.7317022583966
2026-05-012684.644415455023
2026-06-012820.3304147921
Annual Return Matrix
YearAnnual Return
2018-0.5394245704001381
2019-0.46866580306258276
2020-0.2613186827947961
20210.19789422001582047
2022-0.15593405592494758
20230.6282597748282435
2024-0.4224246005666348
20250.1780342509633681
20260.18100649350649345
Total Factor Risk
0.5126226678722737
VTI.US Exposure
-0.00732732813538199
VEA.US Exposure
0.057844273019772297
VWO.US Exposure
0.013194766958774725
QQQ.US Exposure
0.040541971863805946
VTV.US Exposure
0.027021325740609062
IJR.US Exposure
0.02013256096144884
QUAL.US Exposure
-0.013153113785788975
SHV.US Exposure
0.4368728692396811
TLT.US Exposure
-0.024784227552608163
LQD.US Exposure
0.07300263401196339
HYG.US Exposure
-0.005575915306905788
GLD.US Exposure
-0.0034892461021141224
USO.US Exposure
0.00349108152934228
VNQ.US Exposure
-0.0113599086713633
BTC-USD.CC Exposure
0.00828551464182684
CPER.US Exposure
-0.0009070354226550361
VIX.INDX Exposure
0.0027887513386088522
UUP.US Exposure
0.02027051216936802
TIP.US Exposure
0.08662176040355933
Idiosyncratic Exposure
0.27652875309805663
Value Score
45
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
51.3%

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 →12.5x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.51%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$168.1M
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+7.9%
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 →
+12.9%
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 →
5.3% 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 →
1.48
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
59
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+6.9%
50.0% retracement+11.3%
61.8% retracement+16.1%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Aumann AG a high-risk investment?

Aumann AG (AAG.XETRA) has an annualized volatility of 51.3% and experienced a maximum drawdown of 91.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AAG.XETRA?

Over the past 10 years, AAG.XETRA has generated a Compound Annual Growth Rate (CAGR) of -12.8%. It has had a positive return in 44% 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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