AUTO1 Group SE

10-Year Study

AG1.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: AUTO1 Group SE has compounded at -14.7% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 1190.2%.

1Y CAGR
+3002.7%
3Y CAGR
-86.0%
5Y CAGR
-14.6%
10Y CAGR
-14.7%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
7.128343024431274e+39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.464122988209118e+45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15459981.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +1774.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -99.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262483.3-38.4-12.935.1————————1774.1%
2025-4.3-28.717.328.1-27.816.53.048.12.6-8.2-8.3-18.8-7.7%
2024-21.1-11.0-22.2-78.9-51.5-65.4-14.60.0-61.4-33.6-21.46.4-99.6%
2023-15.0-26.0-74.1-73.8-40.0-37.5-61.5-27.2-59.6-25.4-0.7-0.4-99.9%
2022-21.3-48.2-51.8-24.082.6-53.4-9.1-2.5-6.0-49.1-19.8-34.5-97.2%
2021——5.1-2.8-6.6-15.611.4-10.7-14.37.7-27.135141029.018945552.2%

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 1190.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.4% of variance. Idiosyncratic stock-specific factors contribute 14.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-02-0110000
2021-03-0110510.869565217392
2021-04-0110217.391304347828
2021-05-019545.652173913042
2021-06-018054.347826086956
2021-07-018969.565217391304
2021-08-018010.869565217391
2021-09-016863.04347826087
2021-10-017391.304347826086
2021-11-015391.304347826087
2021-12-011894565217.3913043
2022-01-011491913043.4782608
2022-02-01772434782.6086956
2022-03-01372521739.1304348
2022-04-01283043478.26086956
2022-05-01516782608.6956522
2022-06-01241043478.26086956
2022-07-01219130434.7826087
2022-08-01213652173.91304347
2022-09-01200869565.2173913
2022-10-01102260869.5652174
2022-11-0181991304.34782608
2022-12-0153686956.52173913
2023-01-0145652173.91304348
2023-02-0133782608.69565217
2023-03-018765217.391304348
2023-04-012295652.1739130435
2023-05-011377391.304347826
2023-06-01860869.5652173912
2023-07-01331304.347826087
2023-08-01241304.34782608695
2023-09-0197434.7852623981
2023-10-0172652.17656674593
2023-11-0172130.43212890625
2023-12-0171869.56654424252
2024-01-0156739.13043478261
2024-02-0150478.26020613961
2024-03-0139260.87089206861
2024-04-018282.608363939367
2024-05-014017.3912048339844
2024-06-011389.1304057577383
2024-07-011186.9565300319505
2024-08-011186.9565300319505
2024-09-01458.6956293686577
2024-10-01304.34782090394395
2024-11-01239.1304399656213
2024-12-01254.34781675753388
2025-01-01243.47826190616772
2025-02-01173.69565756424615
2025-03-01203.6956470945607
2025-04-01260.86957558341646
2025-05-01188.47825734511665
2025-06-01219.56521531809932
2025-07-01226.086948228919
2025-08-01334.78260040283203
2025-09-01343.4782701989879
2025-10-01315.217401670373
2025-11-01289.13044411203134
2025-12-01234.78261802507484
2026-01-016065.217391304347
2026-02-013739.130434782609
2026-03-013256.5217391304345
2026-04-014399.999999999999
Annual Return Matrix
YearAnnual Return
2022-0.9716626506024096
2023-0.9986613216468112
2024-0.9964609802314452
2025-0.07692300638503313
202617.74073999605064
Total Factor Risk
11.90177046111239
VTI.US Exposure
0.11287837181972095
VEA.US Exposure
0.0018955217814261324
VWO.US Exposure
0.004625043911572167
QQQ.US Exposure
0.0505297297051187
VTV.US Exposure
0.14056763640079062
IJR.US Exposure
0.002779787207457351
QUAL.US Exposure
0.03883506493980285
SHV.US Exposure
0.4939633697186833
TLT.US Exposure
0.00504014130956077
LQD.US Exposure
0.0009064737740792417
HYG.US Exposure
0.0003252376285412092
GLD.US Exposure
0.00013913269626093615
USO.US Exposure
0.0021277475736920025
VNQ.US Exposure
-0.00008410266729565046
BTC-USD.CC Exposure
-0.0006121866065979882
CPER.US Exposure
-0.0011777560562579899
VIX.INDX Exposure
0.00022663357811300504
UUP.US Exposure
0.00402796855150483
TIP.US Exposure
0.000041358023717662924
Idiosyncratic Exposure
0.1429648267101098
Value Score
32.8
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
1190.2%

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 →42.9x
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$3.4B
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 →
+13.0%
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 →
+95.0%
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 →
33.9% 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 →
1.72
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AUTO1 Group SE a high-risk investment?

AUTO1 Group SE (AG1.XETRA) has an annualized volatility of 1190.2% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AG1.XETRA?

Over the past 10 years, AG1.XETRA has generated a Compound Annual Growth Rate (CAGR) of -14.7%. It has had a positive return in 20% 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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