DBT SA

10-Year Study

ALDBT.PA · Industrials · FR · Common Stock

Executive Summary: DBT SA has compounded at -75.2% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 165.0%.

1Y CAGR
-91.3%
3Y CAGR
-85.8%
5Y CAGR
-86.4%
10Y CAGR
-75.2%

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 →
-0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
116.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +89.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -97.4%
% 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.
2026116.6-9.7-35.19.8————————39.5%
20251.417.318.2-5.8-9.8-71.5-28.44.8-23.6-38.8-9.3-15.7-90.9%
2024-40.055.6-41.1-19.3-11.3-16.3-23.1-11.8-3.0-23.2-3.9-22.9-87.7%
2023-7.0-14.2-36.3-31.0-65.0-50.0-28.620.00.0-50.00.00.0-97.4%
20229.9-12.9-1.1-19.8-25.7-8.5-0.50.0-22.27.0-8.9-26.0-71.1%
2021-0.311.3-25.1-25.8-6.9-21.5-16.2-9.529.6-10.4-24.3-12.6-73.8%
20200.0-70.7-51.35.823.7175.5-16.7-7.8-12.7-0.727.1-17.8-64.2%
201926.7-15.7-0.8-9.6-19.7-2.40.1-11.3-19.3-37.830.60.0-56.4%
20180.6-6.9-18.40.80.8-6.5-0.7-4.7-13.73.1-24.2-32.7-68.7%
2017-8.0-6.0172.3-18.2-7.63.1-2.0-11.9-13.20.080.8-24.089.0%
2016———-4.4-3.4-17.3-0.50.8-29.9-12.5-37.77.2-68.7%

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 165.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.3% of variance. Idiosyncratic stock-specific factors contribute 19.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019557.692307692309
2016-05-019230.76923076923
2016-06-017634.615384615384
2016-07-017596.153846153846
2016-08-017653.846153846153
2016-09-015365.384615384615
2016-10-014692.307692307692
2016-11-012923.0769230769233
2016-12-013134.6153846153848
2017-01-012884.6153846153843
2017-02-012711.5384615384614
2017-03-017384.615384615385
2017-04-016038.461538461538
2017-05-015576.923076923077
2017-06-015750
2017-07-015634.615384615385
2017-08-014961.538461538462
2017-09-014307.692307692308
2017-10-014307.692307692308
2017-11-017788.461538461538
2017-12-015923.076923076923
2018-01-015961.538461538462
2018-02-015548.076923076924
2018-03-014528.846153846154
2018-04-014567.307692307692
2018-05-014605.7692307692305
2018-06-014307.692307692308
2018-07-014278.846153846153
2018-08-014076.9230769230767
2018-09-013519.2307692307695
2018-10-013626.923076923077
2018-11-012750
2018-12-011851.923076923077
2019-01-012346.153846153846
2019-02-011976.923076923077
2019-03-011961.5384615384614
2019-04-011773.076923076923
2019-05-011423.076923076923
2019-06-011388.4615384615383
2019-07-011390.3846153846152
2019-08-011232.6923076923076
2019-09-01994.2307692307692
2019-10-01618.2692307692308
2019-11-01807.6923076923077
2019-12-01807.6923076923077
2020-01-01807.6923076923077
2020-02-01236.53846153846155
2020-03-01115.1923076923077
2020-04-01121.92307692307692
2020-05-01150.76923076923077
2020-06-01415.38461538461536
2020-07-01346.1538461538462
2020-08-01319.2307692307692
2020-09-01278.84615384615387
2020-10-01276.9230769230769
2020-11-01351.9230769230769
2020-12-01289.4230769230769
2021-01-01288.46153846153845
2021-02-01321.15384615384613
2021-03-01240.3846153846154
2021-04-01178.46153846153845
2021-05-01166.15384615384616
2021-06-01130.3846153846154
2021-07-01109.23076923076923
2021-08-0198.84615384615384
2021-09-01128.0769230769231
2021-10-01114.8076923076923
2021-11-0186.92307692307692
2021-12-0175.96153846153847
2022-01-0183.46153846153847
2022-02-0172.6923076923077
2022-03-0171.92307692307692
2022-04-0157.69230769230769
2022-05-0142.88461538461539
2022-06-0139.23076923076923
2022-07-0139.03846153846154
2022-08-0139.03846153846154
2022-09-0130.384615384615383
2022-10-0132.5
2022-11-0129.615384615384617
2022-12-0121.923076923076923
2023-01-0120.384615384615383
2023-02-0117.5
2023-03-0111.153846153846153
2023-04-017.6923076923076925
2023-05-012.692307692307692
2023-06-011.346153846153846
2023-07-010.9615384615384616
2023-08-011.1538461538461537
2023-09-011.1538461538461537
2023-10-010.5769230769230769
2023-11-010.5769230769230769
2023-12-010.5769230769230769
2024-01-010.3461538369839008
2024-02-010.5384615292915931
2024-03-010.3170769260479854
2024-04-010.25576923902218157
2024-05-010.22692306683613706
2024-06-010.18999999532332784
2024-07-010.1461538443198571
2024-08-010.12884615705563474
2024-09-010.12499999541502733
2024-10-010.09603845958526318
2024-11-010.0922884620152987
2024-12-010.07115384707084069
2025-01-010.07211538461538461
2025-02-010.08459615592773144
2025-03-010.09999999633202186
2025-04-010.0942307710647583
2025-05-010.08500000032094808
2025-06-010.02419230743096425
2025-07-010.017326922657398075
2025-08-010.018153846837007083
2025-09-010.013865384344871228
2025-10-010.008480769510452563
2025-11-010.007692307692307693
2025-12-010.006480769230769231
2026-01-010.014038461538461538
2026-02-010.012673076923076922
2026-03-010.00823076923076923
2026-04-010.009038461538461539
Annual Return Matrix
YearAnnual Return
20170.8895705521472392
2018-0.6873376623376624
2019-0.5638629283489096
2020-0.6416666666666666
2021-0.7375415282392026
2022-0.7113924050632912
2023-0.9736842105263158
2024-0.8766666650772095
2025-0.9089189200927255
20260.3946587537091988
Total Factor Risk
1.650288995091283
VTI.US Exposure
0.12002195800924266
VEA.US Exposure
-0.000004332644175764638
VWO.US Exposure
0.003211976702119281
QQQ.US Exposure
0.004147543715649526
VTV.US Exposure
0.04568033261135535
IJR.US Exposure
0.011296382656639974
QUAL.US Exposure
0.000055997315117039836
SHV.US Exposure
0.42281592840747484
TLT.US Exposure
0.03930846525900003
LQD.US Exposure
0.09056332670522496
HYG.US Exposure
0.0563820123818479
GLD.US Exposure
-0.00012682686192704452
USO.US Exposure
0.0021680360390854084
VNQ.US Exposure
-0.0024838192963266576
BTC-USD.CC Exposure
0.0030123135015567583
CPER.US Exposure
-0.000011865753166492414
VIX.INDX Exposure
0.00025283352978745815
UUP.US Exposure
0.003460510577073766
TIP.US Exposure
0.005955890455120089
Idiosyncratic Exposure
0.19429333668930066
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
165.0%

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 →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$969882
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 →
-35.1%
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 →
-28.9%
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 →
90.6% 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 →
1.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is DBT SA a high-risk investment?

DBT SA (ALDBT.PA) has an annualized volatility of 165.0% 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 ALDBT.PA?

Over the past 10 years, ALDBT.PA has generated a Compound Annual Growth Rate (CAGR) of -75.2%. 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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