Allianz SE VNA O.N.

10-Year Study

ALV.XETRA · Financial Services · DE · Common Stock

Executive Summary: Allianz SE VNA O.N. has compounded at 15.2% annually over the last 10 years, with a maximum drawdown of 28.4% and an annualized volatility of 24.3%.

1Y CAGR
+11.7%
3Y CAGR
+29.4%
5Y CAGR
+17.2%
10Y CAGR
+15.2%

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 →
28.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +37.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -4.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.82.8-6.07.4————————-1.2%
20256.35.16.63.4-0.1-1.30.94.0-1.1-2.66.94.937.7%
20242.42.49.4-4.06.0-3.30.57.75.0-1.91.01.328.8%
20239.11.3-4.26.9-7.36.62.03.20.6-2.14.44.927.0%
20229.5-10.66.5-0.2-5.0-6.6-2.6-4.9-4.012.612.2-1.71.9%
2021-7.17.18.6-0.34.1-2.4-0.1-5.2-2.13.2-4.37.98.2%
2020-1.2-9.8-19.57.62.511.6-3.03.0-9.9-7.730.81.5-2.3%
20195.65.81.48.3-3.36.6-0.8-4.76.72.4-0.80.530.3%
20186.3-5.6-4.57.1-6.50.46.8-2.94.6-3.91.1-6.1-4.7%
2017-0.14.75.80.72.20.94.4-0.15.74.9-0.6-3.427.5%
2016———3.74.0-12.90.44.1-1.17.55.54.815.5%

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 24.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.6% of variance. Idiosyncratic stock-specific factors contribute 15.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110370.754045832535
2016-05-0110788.039562529288
2016-06-019398.17709190221
2016-07-019434.939336623025
2016-08-019821.022330794392
2016-09-019714.38912836037
2016-10-0110442.417730294474
2016-11-0111016.010865285662
2016-12-0111545.489306611871
2017-01-0111530.784408723544
2017-02-0112074.956401566254
2017-03-0112769.89898325162
2017-04-0112854.463492481327
2017-05-0113133.675010410298
2017-06-0113248.954148176808
2017-07-0113833.008637992873
2017-08-0113813.799230489063
2017-09-0114597.67467455769
2017-10-0115320.064129693568
2017-11-0115227.840819480358
2017-12-0114716.788886001868
2018-01-0115638.987949018483
2018-02-0114756.750807578013
2018-03-0114094.304234806355
2018-04-0115097.970247543795
2018-05-0114123.929611647733
2018-06-0114175.181173192155
2018-07-0115145.70443382172
2018-08-0114705.28366496887
2018-09-0115374.719602786216
2018-10-0114769.345280306445
2018-11-0114934.298833933368
2018-12-0114024.637511786044
2019-01-0114807.786788057718
2019-02-0115662.996871805286
2019-03-0115877.60214854897
2019-04-0117200.475639907007
2019-05-0116640.63430757064
2019-06-0117740.18850862154
2019-07-0117606.301321058072
2019-08-0116777.868674823196
2019-09-0117894.998405834758
2019-10-0118325.956300583544
2019-11-0118187.88230181576
2019-12-0118275.748605247245
2020-01-0118062.357390289093
2020-02-0116300.889895942426
2020-03-0113127.740857944558
2020-04-0114131.906111042403
2020-05-0114486.33272781529
2020-06-0116171.4504861353
2020-07-0115678.55274758067
2020-08-0116150.09661435611
2020-09-0114557.508518288649
2020-10-0113440.027049750439
2020-11-0117586.104779205278
2020-12-0117856.579590827143
2021-01-0116594.95381459348
2021-02-0117776.49689846926
2021-03-0119311.26388370423
2021-04-0119253.431426499905
2021-05-0120037.34090968402
2021-06-0119558.376515733446
2021-07-0119530.47578740984
2021-08-0118505.592059355142
2021-09-0118120.56427776372
2021-10-0118707.40997504933
2021-11-0117897.35845117486
2021-12-0119311.921973270215
2022-01-0121144.06601772984
2022-02-0118907.36708576382
2022-03-0120139.63979807997
2022-04-0120107.087057307122
2022-05-0119103.432390941514
2022-06-0117839.798306894394
2022-07-0117369.60465836642
2022-08-0116513.464172129
2022-09-0115849.326989955058
2022-10-0117847.63864982714
2022-11-0120017.359948895944
2022-12-0119679.419610388286
2023-01-0121472.010202657548
2023-02-0121760.99094672992
2023-03-0120845.10046644935
2023-04-0122280.155536065013
2023-05-0120655.003352852877
2023-06-0122020.42573856371
2023-07-0122454.231572641176
2023-08-0123172.059786302434
2023-09-0123311.495349689507
2023-10-0122815.726979062543
2023-11-0123817.600265051246
2023-12-0124989.884709515864
2024-01-0125594.101702069238
2024-02-0126218.980437720333
2024-03-0128692.659691673693
2024-04-0127535.863044753496
2024-05-0129183.424312324772
2024-06-0128226.233038592414
2024-07-0128367.631524305627
2024-08-0130553.94121898611
2024-09-0132087.630298897475
2024-10-0131478.50032734283
2024-11-0131783.059639934232
2024-12-0132185.51544865256
2025-01-0134197.79449224419
2025-02-0135927.26521803756
2025-03-0138298.48673438938
2025-04-0139603.73931029945
2025-05-0139564.79856218776
2025-06-0139042.865458126784
2025-07-0139394.602984776575
2025-08-0140983.09504061434
2025-09-0140551.932911172655
2025-10-0139508.066703050696
2025-11-0142242.54231345715
2025-12-0144307.581986046236
2026-01-0142185.810454320075
2026-02-0143365.83312437098
2026-03-0140767.5139758935
2026-04-0143785.64888198525
Annual Return Matrix
YearAnnual Return
20170.2746786641233001
2018-0.047031412869839806
20190.3031173597099137
2020-0.022935805447649615
20210.0815017442192949
20220.01902957342240308
20230.2698486644557503
20240.2879417341368
20250.37663111397835825
2026-0.011779769526248485
Total Factor Risk
0.24337854372524606
VTI.US Exposure
-0.07518676078790412
VEA.US Exposure
0.27681716848516613
VWO.US Exposure
-0.019485477171438392
QQQ.US Exposure
-0.005685751825956476
VTV.US Exposure
0.08220144304453778
IJR.US Exposure
-0.028057046528498636
QUAL.US Exposure
0.009998995192589961
SHV.US Exposure
0.48592905151809357
TLT.US Exposure
-0.012941523392742455
LQD.US Exposure
0.045240396297361034
HYG.US Exposure
0.022685294343720887
GLD.US Exposure
-0.01105341282587197
USO.US Exposure
0.005596291600025477
VNQ.US Exposure
0.043090147064015594
BTC-USD.CC Exposure
-0.002478252018845397
CPER.US Exposure
0.03228570250535384
VIX.INDX Exposure
0.017361350596536238
UUP.US Exposure
-0.019207168603108987
TIP.US Exposure
-0.001286679953397014
Idiosyncratic Exposure
0.154176232460363
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
55.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.3%

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 →13.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.65%
Market Cap$139.9B
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 →
+5.1%
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 →
+6.1%
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 →
1.7% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allianz SE VNA O.N. a high-risk investment?

Allianz SE VNA O.N. (ALV.XETRA) has an annualized volatility of 24.3% and experienced a maximum drawdown of 28.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALV.XETRA has generated a Compound Annual Growth Rate (CAGR) of 15.2%. It has had a positive return in 70% 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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