Airbus SE

10-Year Study

AIR.XETRA · Industrials · DE · Common Stock

Executive Summary: Airbus SE has compounded at 13.5% annually over the last 10 years, with a maximum drawdown of 56.1% and an annualized volatility of 30.0%.

1Y CAGR
+6.5%
3Y CAGR
+13.3%
5Y CAGR
+11.4%
10Y CAGR
+13.5%

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 →
56.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +60.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -28.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.4-4.7-12.86.8————————-13.3%
20258.4-1.0-1.7-8.310.19.4-0.71.710.28.1-4.1-3.230.2%
20245.53.511.6-8.40.8-17.79.2-0.9-5.56.85.44.611.5%
20233.17.9-0.54.6-3.68.01.21.0-6.2-0.67.92.827.6%
20220.42.6-4.3-2.93.1-15.013.6-6.8-9.223.2-0.31.91.2%
2021-8.915.20.63.66.71.76.8-0.1-0.6-3.8-10.713.122.3%
20200.8-18.9-44.90.3-1.912.0-2.311.1-10.00.740.44.0-28.6%
201920.013.33.84.9-5.98.82.7-2.2-4.97.83.8-1.060.5%
201810.66.2-4.75.60.12.76.00.21.9-9.7-3.3-11.71.5%
20170.210.13.16.0-1.6-1.4-1.8-0.013.75.52.9-4.136.1%
2016———-6.65.7-8.21.9-0.83.30.411.14.19.9%

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 30.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 26.2% of variance. Idiosyncratic stock-specific factors contribute 33.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019344.519766967174
2016-05-019875.741298975001
2016-06-019067.526831553949
2016-07-019241.094860126008
2016-08-019169.20218231983
2016-09-019467.250120156294
2016-10-019502.301571181795
2016-11-0110561.245523046882
2016-12-0110994.270706599447
2017-01-0111015.325709022682
2017-02-0112132.105560571845
2017-03-0112503.775622449819
2017-04-0113258.859892734112
2017-05-0113049.677337618068
2017-06-0112865.531533234527
2017-07-0112636.681554651506
2017-08-0112633.102003141157
2017-09-0114365.564714470438
2017-10-0115161.15020240554
2017-11-0115595.603184594253
2017-12-0114959.126750310194
2018-01-0116544.968618594765
2018-02-0117576.58329797353
2018-03-0116750.57162220046
2018-04-0117689.640818148728
2018-05-0117698.730465804223
2018-06-0118184.041233215823
2018-07-0119278.277954185764
2018-08-0119318.276425837925
2018-09-0119685.441883568048
2018-10-0117767.787656178043
2018-11-0117184.32075999107
2018-12-0115179.430046916257
2019-01-0118213.120061777427
2019-02-0120637.90423292021
2019-03-0121419.513382092995
2019-04-0122477.31107308117
2019-05-0121146.441865469194
2019-06-0123000.810426549815
2019-07-0123627.53358846017
2019-08-0123096.653923731425
2019-09-0121972.23233300286
2019-10-0123690.19584973123
2019-11-0124600.78951231627
2019-12-0124357.480558812236
2020-01-0124545.50756230531
2020-02-0119911.41615503882
2020-03-0110976.895804886288
2020-04-0111014.119118625933
2020-05-0110806.625790065336
2020-06-0112102.966402490403
2020-07-0111819.337219895066
2020-08-0113134.701740908846
2020-09-0111825.048414439669
2020-10-0111904.98502822416
2020-11-0116713.428747820595
2020-12-0117383.488614814116
2021-01-0115839.696421856179
2021-02-0118247.729096324125
2021-03-0118354.33135787672
2021-04-0119012.968835781034
2021-05-0120288.354994982597
2021-06-0120634.807317568557
2021-07-0122028.238237251866
2021-08-0121997.771829734007
2021-09-0121875.94641934245
2021-10-0121045.99321494
2021-11-0118801.654637630738
2021-12-0121266.79925754471
2022-01-0121358.178370258353
2022-02-0121921.63597569927
2022-03-0120985.06039990428
2022-04-0120375.973567626374
2022-05-0121001.751567059273
2022-06-0117853.61645306665
2022-07-0120275.545026937132
2022-08-0118902.34460623928
2022-09-0117169.902004749943
2022-10-0121160.116556632325
2022-11-0121106.041197018116
2022-12-0121511.636558884627
2023-01-0122176.025451013436
2023-02-0123937.4262220247
2023-03-0123825.414413526683
2023-04-0124910.460937641397
2023-05-0124005.417590881396
2023-06-0125933.046298884507
2023-07-0126254.321101858346
2023-08-0126524.657680249522
2023-09-0124875.20838821644
2023-10-0124734.157970836714
2023-11-0126685.295081736444
2023-12-0127441.46528337781
2024-01-0128953.805686660537
2024-02-0129976.39104790365
2024-03-0133451.6328184544
2024-04-0130630.644580699784
2024-05-0130880.227804266906
2024-06-0125405.364098707138
2024-07-0127734.747189147125
2024-08-0127497.068990827902
2024-09-0125979.78156691851
2024-10-0127746.63210455508
2024-11-0129236.188059179232
2024-12-0130594.989834475906
2025-01-0133162.071233075054
2025-02-0132817.408686244264
2025-03-0132250.914494971534
2025-04-0129581.57456024807
2025-05-0132581.96268015903
2025-06-0135638.65835191818
2025-07-0135405.38420854708
2025-08-0136024.767278877225
2025-09-0139688.78011699905
2025-10-0142914.39844430278
2025-11-0141154.78744904669
2025-12-0139841.614900587
2026-01-0138904.49635911348
2026-02-0137058.41305209052
2026-03-0132332.60066483131
2026-04-0134524.57321892175
Annual Return Matrix
YearAnnual Return
20170.36062929042949565
20180.014727015840112045
20190.6046373601333288
2020-0.28631828021617844
20210.2233907548005789
20220.011512653990612076
20230.27565679200005233
20240.1149182275265852
20250.3022267736036819
2026-0.13345447203714922
Total Factor Risk
0.29954955340622064
VTI.US Exposure
-0.017329426513084664
VEA.US Exposure
0.2619142369676308
VWO.US Exposure
0.0041195453407912525
QQQ.US Exposure
-0.001867366039786912
VTV.US Exposure
0.07864511426420225
IJR.US Exposure
-0.004549357536603888
QUAL.US Exposure
-0.08159436845814814
SHV.US Exposure
0.1517356987873221
TLT.US Exposure
-0.016855233675480644
LQD.US Exposure
0.06510012251017967
HYG.US Exposure
0.09525072210483532
GLD.US Exposure
-0.0007096170598146903
USO.US Exposure
0.0014471208545479058
VNQ.US Exposure
-0.024344276820572837
BTC-USD.CC Exposure
0.029980011692277243
CPER.US Exposure
0.02240709815095875
VIX.INDX Exposure
0.049317339053023455
UUP.US Exposure
0.05340961818994531
TIP.US Exposure
-0.0008754437427896942
Idiosyncratic Exposure
0.33479846193056745
Value Score
40
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.0%

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 →25.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.91%
Market Cap$130.0B
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 →
-3.0%
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 →
-9.9%
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 →
22.1% 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 →
0.88
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Airbus SE a high-risk investment?

Airbus SE (AIR.XETRA) has an annualized volatility of 30.0% and experienced a maximum drawdown of 56.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AIR.XETRA has generated a Compound Annual Growth Rate (CAGR) of 13.5%. It has had a positive return in 80% 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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