AlzChem Group AG

10-Year Study

ACT.XETRA · Basic Materials · DE · Common Stock

Executive Summary: AlzChem Group AG has compounded at 23.9% annually over the last 10 years, with a maximum drawdown of 60.5% and an annualized volatility of 54.9%.

1Y CAGR
+48.9%
3Y CAGR
+120.4%
5Y CAGR
+53.9%
10Y CAGR
+23.9%

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 →
60.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +175.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -24.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.3-3.614.15.9————————16.2%
202513.320.719.521.212.27.211.2-2.80.114.9-22.720.3175.8%
2024-9.29.742.523.6-5.315.25.4-5.3-2.310.68.80.4125.3%
202313.66.2-5.9-1.03.63.20.35.9-3.711.910.96.162.0%
2022-2.1-1.32.7-5.60.8-5.2-4.5-5.8-9.21.519.0-14.4-24.4%
20219.84.72.80.80.40.40.00.0-4.8-7.68.2-1.312.8%
2020-6.5-4.0-26.614.534.6-4.8-9.036.3-12.1-18.310.48.93.5%
20190.90.0-3.66.5-0.3-4.5-2.6-6.14.25.06.7-4.50.5%
20181.5-8.22.2-4.414.82.5-3.46.74.1-25.91.2-6.7-19.5%
2017——————————-14.5-13.3-25.9%

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 54.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.2% of variance. Idiosyncratic stock-specific factors contribute 24.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-10-0110000
2017-11-018546.104655160558
2017-12-017413.291617960531
2018-01-017526.335694148388
2018-02-016909.853537784502
2018-03-017063.948291274152
2018-04-016755.72440349309
2018-05-017757.512205184626
2018-06-017950.18221824933
2018-07-017680.4648284398
2018-08-018194.182768342158
2018-09-018528.123495839924
2018-10-016319.019459533797
2018-11-016397.304545141993
2018-12-015967.235095922438
2019-01-016020.972289073781
2019-02-016020.972289073781
2019-03-015805.954754864883
2019-04-016182.2526301313355
2019-05-016163.308808361412
2019-06-015883.17403561851
2019-07-015729.07928212886
2019-08-015378.910816200234
2019-09-015603.004882073851
2019-10-015883.17403561851
2019-11-016275.39022209998
2019-12-015995.221068555319
2020-01-015603.004882073851
2020-02-015378.910816200234
2020-03-013950.113456645809
2020-04-014524.444750051572
2020-05-016089.837034999657
2020-06-015799.834972151551
2020-07-015277.865639826721
2020-08-017191.810493020697
2020-09-016321.8386852781405
2020-10-015161.864814687479
2020-11-015698.342845355154
2020-12-016205.837860138899
2021-01-016814.82500171904
2021-02-017133.810080451078
2021-03-017336.794334043871
2021-04-017394.794746613492
2021-05-017422.265007219969
2021-06-017452.176304751427
2021-07-017452.176304751427
2021-08-017452.176304751427
2021-09-017093.034449563364
2021-10-016554.321666781269
2021-11-017093.034449563364
2021-12-017003.266176167229
2022-01-016853.6065461046555
2022-02-016763.83827270852
2022-03-016943.409200302551
2022-04-016554.321666781269
2022-05-016609.98418483119
2022-06-016265.3854087877335
2022-07-015983.462834353298
2022-08-015638.86405830984
2022-09-015121.948703843774
2022-10-015200.268170253731
2022-11-016187.100323179537
2022-12-015294.265282266383
2023-01-016014.783744756927
2023-02-016390.703431204017
2023-03-016014.783744756927
2023-04-015952.141923949666
2023-05-016168.018978202572
2023-06-016365.914873134841
2023-07-016382.417657979784
2023-08-016761.741043801143
2023-09-016514.371175135805
2023-10-017289.486350821702
2023-11-018081.104311352542
2023-12-018575.878429484976
2024-01-017784.260468954138
2024-02-018542.87285979509
2024-03-0112171.14763116276
2024-04-0115040.741250085954
2024-05-0114238.121432991817
2024-06-0116407.756308877124
2024-07-0117289.17692360586
2024-08-0116373.856838341471
2024-09-0116000.96266244929
2024-10-0117695.970570033693
2024-11-0119255.380595475486
2024-12-0119323.17953654679
2025-01-0121899.608058859936
2025-02-0126442.240253042703
2025-03-0131595.09729766898
2025-04-0138307.36436773706
2025-05-0142976.00220037132
2025-06-0146070.274358798044
2025-07-0151227.39462284261
2025-08-0149783.40094891014
2025-09-0149852.162552430724
2025-10-0157278.41573265489
2025-11-0144282.472667262606
2025-12-0153290.24272846043
2026-01-0153152.71952141923
2026-02-0151227.39462284261
2026-03-0158447.36299250499
2026-04-0161919.82397029499
Annual Return Matrix
YearAnnual Return
2018-0.1950626788422385
20190.004689939676082888
20200.035130779862023065
20210.12849647928289287
2022-0.24402912168564106
20230.6198429757969726
20241.2532011962892584
20251.7578402730083944
20260.16193548387096768
Total Factor Risk
0.5488210728767796
VTI.US Exposure
0.00004630498844068484
VEA.US Exposure
0.003402930704979218
VWO.US Exposure
0.017507897705901682
QQQ.US Exposure
-0.002451928233649055
VTV.US Exposure
-0.0015634420798581602
IJR.US Exposure
0.0009847166408698412
QUAL.US Exposure
0.019323949099123678
SHV.US Exposure
0.6122913011234771
TLT.US Exposure
0.002097954126099056
LQD.US Exposure
0.061990111305305844
HYG.US Exposure
-0.0003936569828955554
GLD.US Exposure
-0.0004395386038383435
USO.US Exposure
0.00030449040371451254
VNQ.US Exposure
0.005851610014483292
BTC-USD.CC Exposure
0.00872560423198376
CPER.US Exposure
0.00039224648877506476
VIX.INDX Exposure
0.00002938904379904197
UUP.US Exposure
0.021008055558083206
TIP.US Exposure
0.0019110249190194368
Idiosyncratic Exposure
0.2489809795461856
Value Score
38.3
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
54.9%

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 →29.2x
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$1.9B
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 →
+10.9%
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 →
+18.9%
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 →
4.3% 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 →
0.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AlzChem Group AG a high-risk investment?

AlzChem Group AG (ACT.XETRA) has an annualized volatility of 54.9% and experienced a maximum drawdown of 60.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACT.XETRA has generated a Compound Annual Growth Rate (CAGR) of 23.9%. It has had a positive return in 78% 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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