adidas AG

10-Year Study

ADS.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: adidas AG has compounded at 3.0% annually over the last 10 years, with a maximum drawdown of 67.9% and an annualized volatility of 46.5%.

1Y CAGR
-37.9%
3Y CAGR
-1.8%
5Y CAGR
-13.4%
10Y CAGR
+3.0%

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 →
67.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +61.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -48.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-11.86.1-13.63.8————————-16.1%
20257.6-3.4-12.0-6.99.8-9.8-15.1-1.07.8-8.7-2.15.4-28.0%
2024-4.46.210.69.42.6-3.73.70.32.5-7.81.76.129.0%
202315.6-3.914.9-2.1-4.617.33.50.2-9.70.314.9-4.245.1%
2022-4.3-12.5-0.1-8.6-3.0-8.5-0.6-11.6-19.8-16.723.54.3-48.7%
2021-12.110.3-7.9-3.517.45.2-2.5-1.8-9.54.2-9.8-0.9-14.1%
2020-1.4-12.3-17.81.613.4-1.50.18.88.4-7.64.811.42.8%
201913.92.81.45.813.36.06.6-6.95.9-3.12.12.561.0%
201812.1-2.57.73.7-3.7-3.41.213.6-1.9-1.4-6.3-6.410.6%
2017-3.08.812.63.1-6.4-1.515.1-2.31.5-0.2-8.3-4.612.6%
2016———9.33.711.614.21.53.7-3.3-7.08.047.9%

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 46.5%. The dominant macroeconomic risk driver is QUAL.US, accounting for 31.1% of variance. Idiosyncratic stock-specific factors contribute 19.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110932.035216644908
2016-05-0111339.60116217927
2016-06-0112649.344640984918
2016-07-0114451.472161565622
2016-08-0114668.122425069314
2016-09-0115214.663678042501
2016-10-0114712.43773848396
2016-11-0113688.280645088744
2016-12-0114786.289454604648
2017-01-0114343.147029813776
2017-02-0115598.722588065708
2017-03-0117558.416857382443
2017-04-0118109.88441392516
2017-05-0116955.116019803743
2017-06-0116706.144921141662
2017-07-0119220.77657821096
2017-08-0118777.602025353328
2017-09-0119061.43207644766
2017-10-0119026.583833370994
2017-11-0117448.08907613602
2017-12-0116646.38671697208
2018-01-0118653.11647602229
2018-02-0118185.053380782916
2018-03-0119584.284234864735
2018-04-0120306.308988469234
2018-05-0119547.52972649377
2018-06-0118876.095968677277
2018-07-0119098.218712885388
2018-08-0121698.17180590792
2018-09-0121294.289878695126
2018-10-0121001.48538761977
2018-11-0119668.695375593164
2018-12-0118416.68603275135
2019-01-0120971.188620667126
2019-02-0121566.90723449098
2019-03-0121869.81064788388
2019-04-0123131.918913043242
2019-05-0126219.725990427974
2019-06-0127785.54087064919
2019-07-0129632.797615669075
2019-08-0127601.329245215325
2019-09-0129233.67064233644
2019-10-0128333.06738433628
2019-11-0128936.882270983107
2019-12-0129658.3822661639
2020-01-0129249.0171488911
2020-02-0125641.506463631566
2020-03-0121071.98507544206
2020-04-0121409.70460384487
2020-05-0124275.249715398877
2020-06-0123906.82646453115
2020-07-0123937.530186996057
2020-08-0126055.979943518858
2020-09-0128256.313432851803
2020-10-0126096.92180992393
2020-11-0127355.71017485165
2020-12-0130487.339935294076
2021-01-0126813.30273313464
2021-02-0129566.27109876917
2021-03-0127243.133428932182
2021-04-0126286.252507327878
2021-05-0130856.448584919297
2021-06-0132464.68322261644
2021-07-0131657.979594393866
2021-08-0131073.634316202293
2021-09-0128110.54839397149
2021-10-0129299.9187159911
2021-11-0126429.907803157763
2021-12-0126186.869687490296
2022-01-0125054.376752987642
2022-02-0121930.982486990808
2022-03-0121915.464630746774
2022-04-0120035.223070522177
2022-05-0119432.84323752387
2022-06-0117778.847523407974
2022-07-0117677.719078609884
2022-08-0115621.287200285298
2022-09-0112524.002343207003
2022-10-0110427.538893702149
2022-11-0112880.077707084132
2022-12-0113427.904082727631
2023-01-0115526.466565927329
2023-02-0114923.872545817301
2023-03-0117148.858971709098
2023-04-0116796.992384577243
2023-05-0116027.642988638445
2023-06-0118807.877373594798
2023-07-0119465.913727573272
2023-08-0119510.346843899362
2023-09-0117627.224467022144
2023-10-0117688.58907452962
2023-11-0120327.063719594804
2023-12-0119482.834509399065
2024-01-0118632.265360696452
2024-02-0119795.98677608772
2024-03-0121899.154282189378
2024-04-0123951.538024102476
2024-05-0124565.74098566767
2024-06-0123663.766930152513
2024-07-0124544.52575225191
2024-08-0124618.805842596037
2024-09-0125244.88547950604
2024-10-0123281.742797690633
2024-11-0123674.379901538185
2024-12-0125128.15350361923
2025-01-0127048.84429989194
2025-02-0126125.64430160544
2025-03-0122995.235407699813
2025-04-0121403.503886960607
2025-05-0123507.035511152186
2025-06-0121199.16938238075
2025-07-0117997.072062182804
2025-08-0117815.013017221714
2025-09-0119212.58392118771
2025-10-0117541.924449780083
2025-11-0117177.806359857907
2025-12-0118104.16561804227
2026-01-0115973.003856438947
2026-02-0116942.200536967088
2026-03-0114634.334408195657
2026-04-0115191.220898664864
Annual Return Matrix
YearAnnual Return
20170.12579878596845484
20180.10634736209596363
20190.6104082033771361
20200.027950198419146366
2021-0.14105757527324592
2022-0.4872275975336502
20230.4509214833057913
20240.2897586073267062
2025-0.27952662278051155
2026-0.16089914226560198
Total Factor Risk
0.46538535144884197
VTI.US Exposure
0.16426842019548452
VEA.US Exposure
0.13227351734915097
VWO.US Exposure
-0.006800727591808393
QQQ.US Exposure
-0.1133936299925756
VTV.US Exposure
-0.07184860468221137
IJR.US Exposure
0.004293646809286007
QUAL.US Exposure
0.3112179989746879
SHV.US Exposure
0.28014966924608675
TLT.US Exposure
-0.01636016399107001
LQD.US Exposure
0.09488357851634782
HYG.US Exposure
-0.017257940766223997
GLD.US Exposure
0.01735286552812307
USO.US Exposure
-0.003167226199172212
VNQ.US Exposure
-0.012525090649775557
BTC-USD.CC Exposure
-0.004979838816283047
CPER.US Exposure
0.031226183213228034
VIX.INDX Exposure
0.02941537711140696
UUP.US Exposure
-0.008231843712589084
TIP.US Exposure
-0.0020837127368404347
Idiosyncratic Exposure
0.19156752219474749
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.5%

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 →18.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.05%
Market Cap$23.9B
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 →
-1.9%
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 →
-14.7%
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 →
36.0% 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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is adidas AG a high-risk investment?

adidas AG (ADS.XETRA) has an annualized volatility of 46.5% and experienced a maximum drawdown of 67.9% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, ADS.XETRA has generated a Compound Annual Growth Rate (CAGR) of 3.0%. It has had a positive return in 60% 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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