Adtran Networks SE

10-Year Study

ADV.XETRA · Technology · DE · Common Stock

Executive Summary: Adtran Networks SE has compounded at 10.1% annually over the last 10 years, with a maximum drawdown of 97.9% and an annualized volatility of 378.7%.

1Y CAGR
-54.7%
3Y CAGR
-0.6%
5Y CAGR
+86.5%
10Y CAGR
+10.1%

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 →
97.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
75.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
6094.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3601.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +2567.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -58.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-42.91.41.30.4————————-41.1%
20256.66.9-10.04.74.4-4.8-5.30.3-2.1-1.3-0.1-5.9-7.8%
20245.17.1-1.7-1.111.94.9-3.58.3-0.6-1.411.3-6.137.5%
202311.9-5.02.41.02.05.13.8-1.92.8-2.37.313.847.4%
2022-41.0-10.9-20.720.0-2.6-43.411433.9-3.0-10.46.47.0-15.22567.5%
2021-12.212.2-13.20.9-5.30.90.00.0-20.4-7.0-11.39.9-40.5%
2020-16.9-30.3-39.597.85.7-14.0-6.3-17.3-20.21.0-16.056.0-48.4%
201919.213.35.7-14.7-10.6-5.6-21.7-25.5-40.476.1-58.960.8-58.4%
201812.6-7.7-14.87.07.5-0.517.6-4.2-2.17.03.1-16.03.6%
20170.228.56.1-4.3-0.6-10.0-28.7-26.220.3-6.814.5-1.1-21.8%
2016———-11.1-3.0-14.94.3-4.216.8-19.1-1.98.5-26.2%

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 378.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 68.4% of variance. Idiosyncratic stock-specific factors contribute 14.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018892.974457027995
2016-05-018622.346423493653
2016-06-017340.393195077708
2016-07-017657.79281266853
2016-08-017332.745011521302
2016-09-018565.965583173998
2016-10-016927.391283031819
2016-11-016798.2546452909755
2016-12-017378.634112859735
2017-01-017393.930479972546
2017-02-019500.024513408835
2017-03-0110081.286463695642
2017-04-019646.320537333922
2017-05-019588.959160660881
2017-06-018631.955679756828
2017-07-016153.944207481492
2017-08-014544.001568858166
2017-09-015465.60768740501
2017-10-015095.651321272736
2017-11-015833.701034465852
2017-12-015771.535029661226
2018-01-016496.151394812963
2018-02-015994.312889150365
2018-03-015109.967152032162
2018-04-015468.4512428298285
2018-05-015879.590135804285
2018-06-015850.860420650096
2018-07-016878.5605726332315
2018-08-016591.753689268029
2018-09-016453.203902534687
2018-10-016907.290287787421
2018-11-017122.4199637201555
2018-12-015979.899004755603
2019-01-017127.126538216405
2019-02-018078.442908270824
2019-03-018542.040496151396
2019-04-017284.8948374761
2019-05-016510.565279207727
2019-06-016147.276560278473
2019-07-014814.433345503858
2019-08-013588.7631375503147
2019-09-012137.5693158378213
2019-10-013765.259512839449
2019-11-011549.247480428832
2019-12-012490.562300194173
2020-01-012068.93160278063
2020-02-011441.3884675297638
2020-03-01872.6773404862336
2020-04-011725.743972607008
2020-05-011823.7976313233464
2020-06-011568.8581887942912
2020-07-011470.8045300779527
2020-08-011215.8650875488977
2020-09-01970.7309992025721
2020-10-01980.5363533853019
2020-11-01823.6505111280643
2020-12-011284.5025668280052
2021-01-011127.6167830152888
2021-02-011264.891858462546
2021-03-011098.2007204670997
2021-04-011108.0060746498293
2021-05-011049.1739495534514
2021-06-011058.979303736181
2021-07-011058.979303736181
2021-08-011058.979303736181
2021-09-01843.2612779380447
2021-10-01784.4290943971456
2021-11-01696.1807898635368
2021-12-01764.8183275871653
2022-01-01451.0467307394718
2022-02-01402.0199013813025
2022-03-01318.67430316131885
2022-04-01382.40916379358265
2022-05-01372.60380961085303
2022-06-01210.81531948451118
2022-07-0124315.2267367032
2022-08-0123583.51629516883
2022-09-0121135.10792399292
2022-10-0122488.09952101661
2022-11-0124057.47424248779
2022-12-0120401.862028001975
2023-01-0122835.804211331822
2023-02-0121689.747363707364
2023-03-0122216.92816477205
2023-04-0122433.447815620675
2023-05-0122876.103812586756
2023-06-0124045.854536594117
2023-07-0124970.330905404673
2023-08-0124488.115916154184
2023-09-0125178.05488961593
2023-10-0124610.982196275036
2023-11-0126416.22778328691
2023-12-0130062.477653059428
2024-01-0131602.398206154703
2024-02-0133831.31326925184
2024-03-0133239.65647258367
2024-04-0132865.31978292419
2024-05-0136790.12091550113
2024-06-0138597.08336876287
2024-07-0137231.482716993465
2024-08-0140325.18966891003
2024-09-0140101.4322485767
2024-10-0139537.16676247005
2024-11-0144012.45356576259
2024-12-0141323.773690390284
2025-01-0144070.905567694164
2025-02-0147132.545647366576
2025-03-0142441.71919095409
2025-04-0144440.92951925758
2025-05-0146382.809980433325
2025-06-0144166.19725523553
2025-07-0141822.644900578984
2025-08-0141948.78781432702
2025-09-0141049.18356344339
2025-10-0140500.19033201689
2025-11-0140461.02408691382
2025-12-0138091.333472226695
2026-01-0121767.9070451537
2026-02-0122062.06795116929
2026-03-0122356.22885718488
2026-04-0122454.28249252341
Annual Return Matrix
YearAnnual Return
2017-0.21780441455927502
20180.03610200302407374
2019-0.5835109759857955
2020-0.4842519832859187
2021-0.4045801485038415
202225.675435580061727
20230.4735163688391806
20240.37459640443790265
2025-0.07822229020955285
2026-0.4105146644736035
Total Factor Risk
3.7872385323767825
VTI.US Exposure
0.0836470206193067
VEA.US Exposure
0.00011027603423320576
VWO.US Exposure
-0.0018144533310434803
QQQ.US Exposure
-0.006687442516236857
VTV.US Exposure
0.005108001165150205
IJR.US Exposure
0.010183082168451409
QUAL.US Exposure
-0.005914315931634827
SHV.US Exposure
0.6839421532254041
TLT.US Exposure
-0.000534565394089602
LQD.US Exposure
-0.00043229448326333934
HYG.US Exposure
0.08479094050574405
GLD.US Exposure
0.0002308848121857994
USO.US Exposure
0.003190616583704913
VNQ.US Exposure
-0.004537771042781712
BTC-USD.CC Exposure
-0.0022628502455160158
CPER.US Exposure
0.0028520785872018224
VIX.INDX Exposure
-0.005411599756880726
UUP.US Exposure
0.0023723688786364086
TIP.US Exposure
0.009925123051838076
Idiosyncratic Exposure
0.14124274706958995
Value Score
50
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
378.7%

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 →N/A
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$1.2B
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 →
+1.7%
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 →
-31.9%
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 →
52.4% 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 →
0.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Adtran Networks SE a high-risk investment?

Adtran Networks SE (ADV.XETRA) has an annualized volatility of 378.7% and experienced a maximum drawdown of 97.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ADV.XETRA has generated a Compound Annual Growth Rate (CAGR) of 10.1%. It has had a positive return in 40% 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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