Carl Zeiss Meditec AG

10-Year Study

AFX.XETRA · Healthcare · DE · Common Stock

Executive Summary: Carl Zeiss Meditec AG has compounded at -1.5% annually over the last 10 years, with a maximum drawdown of 94.9% and an annualized volatility of 257.7%.

1Y CAGR
-90.9%
3Y CAGR
-46.3%
5Y CAGR
-28.7%
10Y CAGR
-1.5%

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 →
94.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +102.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -86.8%
% 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.
2026-30.0-3.1-10.814.6————————-30.6%
20255.9-6.0-10.1-3.5-4.84.010.34.25.115.37.9-89.8-86.8%
20245.68.213.021.821.66.1-10.9-4.2-6.3-20.5-5.97.830.8%
202311.922.31.52.44.41.68.6-4.72.020.3-1.16.8102.6%
2022-23.4-0.5-6.9-1.4-3.3-10.327.5-14.2-7.89.35.1-8.7-35.8%
202142.1-19.725.6-6.13.97.415.3-0.4-11.3-8.02.717.770.3%
2020-2.8-14.3-6.01.82.4-5.82.17.314.42.70.8-2.6-2.7%
201915.9-5.2-0.017.6-3.83.014.65.5-0.3-6.513.62.467.6%
20181.9-3.72.19.75.1-1.213.714.8-5.0-0.1-15.812.033.4%
2017-1.318.2-2.14.411.4-1.3-0.3-7.55.43.68.64.149.3%
2016———6.422.04.8-8.3-2.44.3-3.7-1.48.430.7%

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 257.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.0% of variance. Idiosyncratic stock-specific factors contribute 30.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110635.50662002892
2016-05-0112974.691213416161
2016-06-0113603.856500068665
2016-07-0112470.656186637154
2016-08-0112177.54117827629
2016-09-0112705.8913814413
2016-10-0112229.806690308667
2016-11-0112059.923580874216
2016-12-0113068.034025090677
2017-01-0112901.907246891938
2017-02-0115248.564112092155
2017-03-0114927.45837742647
2017-04-0115577.101727912368
2017-05-0117350.89788433731
2017-06-0117122.89261739545
2017-07-0117070.142417461688
2017-08-0115788.950731474826
2017-09-0116642.445735150373
2017-10-0117243.499123522713
2017-11-0118728.178946773194
2017-12-0119504.44701149518
2018-01-0119877.49513292566
2018-02-0119142.70827443029
2018-03-0119538.375164591933
2018-04-0121441.138693442983
2018-05-0122526.51646727145
2018-06-0122259.93812151126
2018-07-0125306.64587894112
2018-08-0129057.887891688413
2018-09-0127610.690599478152
2018-10-0127591.666599348904
2018-11-0123231.09111324733
2018-12-0126011.180134258553
2019-01-0130143.265665516883
2019-02-0128562.77920042653
2019-03-0128551.75255067008
2019-04-0133575.62342981315
2019-05-0132310.06292864586
2019-06-0133268.81598823824
2019-07-0138139.28314659386
2019-08-0140229.378549329114
2019-09-0140114.34595406775
2019-10-0137487.33752857639
2019-11-0142568.72470535015
2019-12-0143604.17962533626
2020-01-0142376.99024969506
2020-02-0136336.85001332892
2020-03-0134161.89383719333
2020-04-0134780.557552649225
2020-05-0135611.91847549499
2020-06-0133562.57724713428
2020-07-0134277.89580825747
2020-08-0136763.53692917903
2020-09-0142059.96397153266
2020-10-0143189.367563070016
2020-11-0143539.877697086216
2020-12-0142410.47410554887
2021-01-0160264.09379763258
2021-02-0148407.92141593493
2021-03-0160805.38877294632
2021-04-0157073.050544869984
2021-05-0159277.93619891592
2021-06-0163673.97468313529
2021-07-0173384.29288074253
2021-08-0173110.76734172921
2021-09-0164885.330920664666
2021-10-0159722.798822318844
2021-11-0161346.68374826005
2021-12-0172231.5838792804
2022-01-0155311.77549256409
2022-02-0155038.249953550745
2022-03-0151242.52012042507
2022-04-0150520.79348667342
2022-05-0148845.31185627388
2022-06-0143808.20083350068
2022-07-0155862.54251116802
2022-08-0147926.921992243355
2022-09-0144181.75710708346
2022-10-0148298.213317251335
2022-11-0150771.62313900042
2022-12-0146349.00760152193
2023-01-0151872.34936303932
2023-02-0163465.72649296812
2023-03-0164401.800464088665
2023-04-0165921.39298245759
2023-05-0168851.21335944063
2023-06-0169942.48715371953
2023-07-0175968.02691649257
2023-08-0172413.0560803624
2023-09-0173881.41453750046
2023-10-0188874.0860094932
2023-11-0187908.05924905688
2023-12-0193891.30148239082
2024-01-0199107.48729485016
2024-02-01107223.88582999776
2024-03-01121167.24206525517
2024-04-01147608.2578906307
2024-05-01179482.89459164668
2024-06-01190503.78305849177
2024-07-01169688.92414542835
2024-08-01162557.9785418947
2024-09-01152324.3060790213
2024-10-01121032.87360585963
2024-11-01113948.02818012064
2024-12-01122804.09420698245
2025-01-01130085.74055215166
2025-02-01122312.07958215612
2025-03-01110011.9974652653
2025-04-01106117.92530795354
2025-05-01101057.42620555701
2025-06-01105136.87901098173
2025-07-01116001.9759946326
2025-08-01120929.62892960086
2025-09-01127069.01394427528
2025-10-01146456.52999956202
2025-11-01157954.45669657554
2025-12-0116156.263379405611
2026-01-0111309.384365583928
2026-02-0110953.946571237006
2026-03-019774.539344540395
2026-04-0111204.368653617792
Annual Return Matrix
YearAnnual Return
20170.49253108570474824
20180.33360254299588954
20190.6763629870029038
2020-0.02737594262853149
20210.703154359923315
2022-0.35832768558717554
20231.0257456705353016
20240.3079389918779023
2025-0.8684387236131172
2026-0.3065
Total Factor Risk
2.576907415788924
VTI.US Exposure
0.08924464569612534
VEA.US Exposure
0.00038548850090115976
VWO.US Exposure
0.020634188583250487
QQQ.US Exposure
-0.053173752511852225
VTV.US Exposure
-0.009960667172922828
IJR.US Exposure
0.011645694486777526
QUAL.US Exposure
0.06757955781370258
SHV.US Exposure
0.2696177329954715
TLT.US Exposure
-0.0022937713972265815
LQD.US Exposure
0.04562431741810107
HYG.US Exposure
0.025289961694664582
GLD.US Exposure
0.03721246210578564
USO.US Exposure
0.005035649384375474
VNQ.US Exposure
-0.009369050404781558
BTC-USD.CC Exposure
0.011058738990352908
CPER.US Exposure
-0.00003212856015943611
VIX.INDX Exposure
0.009584374920899245
UUP.US Exposure
0.05604922624607728
TIP.US Exposure
0.1213738143874855
Idiosyncratic Exposure
0.3044935168229724
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
257.7%

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 →15.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.21%
Market Cap$2.2B
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
$222
Avg Yield on Cost
2.22%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$222.152.22%Solid

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 →
+8.3%
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 →
-85.5%
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 →
93.0% 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 →
1.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Carl Zeiss Meditec AG a high-risk investment?

Carl Zeiss Meditec AG (AFX.XETRA) has an annualized volatility of 257.7% and experienced a maximum drawdown of 94.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AFX.XETRA has generated a Compound Annual Growth Rate (CAGR) of -1.5%. 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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