Adesso SE

10-Year Study

ADN1.XETRA · Technology · DE · Common Stock

Executive Summary: Adesso SE has compounded at 9.1% annually over the last 10 years, with a maximum drawdown of 71.6% and an annualized volatility of 106.9%.

1Y CAGR
-32.2%
3Y CAGR
-18.6%
5Y CAGR
-13.8%
10Y CAGR
+9.1%

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 →
71.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
43.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +116.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -36.7%
% 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.
2026-8.3-23.2-7.45.5————————-31.2%
20258.7-12.616.10.7-10.10.7-7.67.313.2-4.92.5-7.61.7%
2024-13.323.1-4.70.2-10.1-14.29.2-27.83.0-1.529.21.5-17.5%
202310.04.6-3.0-7.8-16.29.6-14.28.9-11.2-13.29.89.8-18.0%
2022-13.011.4-8.30.8-5.2-17.115.4-28.5-14.4-3.135.3-2.8-36.7%
202119.1-2.2-4.012.46.78.89.918.3-4.59.9-2.811.6116.3%
20206.9-2.1-23.513.912.70.83.329.6-0.8-12.346.93.282.8%
201911.74.8-3.4-0.2-5.63.3-6.25.8-0.2-7.04.28.614.6%
2018-0.513.6-3.2-7.21.8-0.62.512.8-1.2-7.2-11.3-10.1-13.2%
201718.4-4.62.81.017.1-13.7-5.9-10.010.02.05.80.419.6%
2016———-2.317.7-2.91.016.81.832.4-12.925.393.8%

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 106.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.3% of variance. Idiosyncratic stock-specific factors contribute 7.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019768.743489903483
2016-05-0111500.015646583903
2016-06-0111160.887116602815
2016-07-0111272.51431662427
2016-08-0113168.120308818863
2016-09-0113399.823864169772
2016-10-0117747.070735970603
2016-11-0115459.71898735309
2016-12-0119377.310665158635
2017-01-0122945.2682495049
2017-02-0121900.56819451833
2017-03-0122515.56835098417
2017-04-0122730.41830024453
2017-05-0126616.31446951375
2017-06-0122971.420396886777
2017-07-0121615.174504115053
2017-08-0119457.868219999913
2017-09-0121403.23034900823
2017-10-0121827.073954696436
2017-11-0123085.81927748546
2017-12-0123170.579057718012
2018-01-0123056.180177119328
2018-02-0126192.470863825547
2018-03-0125344.828356974576
2018-04-0123522.358968398374
2018-05-0123946.202574086576
2018-06-0123813.474838057857
2018-07-0124410.950820551567
2018-08-0127526.319789352277
2018-09-0127184.91132857379
2018-10-0125221.801502966147
2018-11-0122362.455351355216
2018-12-0120100.629886763436
2019-01-0122447.84099494392
2019-02-0123514.71449454828
2019-03-0122703.8638121337
2019-04-0122661.21569486479
2019-05-0121386.28733386681
2019-06-0122096.999879297782
2019-07-0120718.625246433694
2019-08-0121924.70863825545
2019-09-0121881.613475732152
2019-10-0120352.495183087383
2019-11-0121213.99609282448
2019-12-0123044.64640955604
2020-01-0124638.362741460318
2020-02-0124121.489018333326
2020-03-0118457.246827096307
2020-04-0121020.157270520493
2020-05-0123690.7609157275
2020-06-0123884.286806353408
2020-07-0124665.945433656252
2020-08-0131961.50046269184
2020-09-0131700.962488432706
2020-10-0127792.62464739306
2020-11-0140820.41745085856
2020-12-0142123.196731205106
2021-01-0150157.002293342164
2021-02-0149071.352893053365
2021-03-0147117.18397253354
2021-04-0152979.69073409302
2021-05-0156506.073109780904
2021-06-0161476.54577072838
2021-07-0167580.59108323535
2021-08-0179963.07406198731
2021-09-0176387.8743445199
2021-10-0183974.32172058776
2021-11-0181619.9131838116
2021-12-0191124.81056457345
2022-01-0179265.50464703541
2022-02-0188290.76717436106
2022-03-0180922.29906433428
2022-04-0181532.6946546799
2022-05-0177259.88081773517
2022-06-0164047.81596040967
2022-07-0173934.98173820136
2022-08-0152848.21472477659
2022-09-0145235.97283753034
2022-10-0143836.00591887917
2022-11-0159322.99466675011
2022-12-0157660.52277472049
2023-01-0163435.36396189386
2023-02-0166322.73985095511
2023-03-0164310.320933788134
2023-04-0159322.99466675011
2023-05-0149698.289157811436
2023-06-0154492.35776137618
2023-07-0146745.465843507336
2023-08-0150883.00378647331
2023-09-0145160.86923479263
2023-10-0139218.65430437523
2023-11-0143048.08865801485
2023-12-0147273.64981157042
2024-01-0140979.297334269155
2024-02-0150442.84302899983
2024-03-0148065.94811592777
2024-04-0148153.971326517385
2024-05-0143312.15828978368
2024-06-0137145.2584145093
2024-07-0140558.404227259925
2024-08-0129299.569495420023
2024-09-0130186.060234877576
2024-10-0129742.814865148797
2024-11-0138430.73704351092
2024-12-0139006.978376421044
2025-01-0142420.07948464623
2025-02-0137056.60934056355
2025-03-0143040.623002266526
2025-04-0143350.91711333939
2025-05-0138962.63148718545
2025-06-0139250.57333553876
2025-07-0136255.37013111837
2025-08-0138892.93713202587
2025-09-0144033.95755752354
2025-10-0141888.14033644627
2025-11-0142916.3444215458
2025-12-0139652.91406449075
2026-01-0136344.77918199659
2026-02-0127895.623874004767
2026-03-0125839.215703805698
2026-04-0127269.760517857223
Annual Return Matrix
YearAnnual Return
20170.19575824829912358
2018-0.13249341603881892
20190.14646389388679215
20200.8278951207399592
20211.1632928560967377
2022-0.36723574603361486
2023-0.18013837654111375
2024-0.17486848314229542
20250.016559490505426044
2026-0.3122886133032695
Total Factor Risk
1.0692241178990787
VTI.US Exposure
0.0655635640269909
VEA.US Exposure
0.012862460724540486
VWO.US Exposure
-0.0018299945310750773
QQQ.US Exposure
-0.013984876168350454
VTV.US Exposure
-0.008959746557449522
IJR.US Exposure
0.006081081012720735
QUAL.US Exposure
-0.0011097260633457582
SHV.US Exposure
0.823421887622318
TLT.US Exposure
-0.004336770151407682
LQD.US Exposure
0.03735415797864199
HYG.US Exposure
-0.0025451798769977312
GLD.US Exposure
0.0005950193457076557
USO.US Exposure
0.00040556034060040927
VNQ.US Exposure
-0.00424647635549953
BTC-USD.CC Exposure
0.007959454170414264
CPER.US Exposure
0.0009586244584667025
VIX.INDX Exposure
-0.00029351888970981954
UUP.US Exposure
-0.0008032585074138118
TIP.US Exposure
0.005397206834760695
Idiosyncratic Exposure
0.07751053058608753
Value Score
38.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
106.9%

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 →28.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.32%
Market Cap$381.5M
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 →
-0.8%
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 →
-26.2%
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 →
42.9% 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 →
1.13
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Adesso SE a high-risk investment?

Adesso SE (ADN1.XETRA) has an annualized volatility of 106.9% and experienced a maximum drawdown of 71.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ADN1.XETRA?

Over the past 10 years, ADN1.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.1%. 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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