Bayer AG NA

10-Year Study

BAYN.XETRA · Healthcare · DE · Common Stock

Executive Summary: Bayer AG NA has compounded at -4.6% annually over the last 10 years, with a maximum drawdown of 79.0% and an annualized volatility of 68.2%.

1Y CAGR
+72.1%
3Y CAGR
-7.9%
5Y CAGR
-3.0%
10Y CAGR
-4.6%

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 →
79.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +92.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -42.3%
% 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.
202620.4-5.7-6.23.3————————9.9%
202512.04.9-2.84.97.43.27.12.60.6-4.513.121.492.5%
2024-14.1-2.81.2-3.43.3-6.64.21.38.8-18.2-21.8-0.4-42.3%
202318.0-1.24.31.8-8.9-2.84.9-4.9-10.1-10.5-22.97.2-27.4%
202214.6-4.320.61.39.3-14.80.5-7.7-9.912.24.1-12.76.2%
20213.70.47.73.6-4.3-0.5-1.8-6.3-0.33.5-8.55.61.3%
20200.3-10.7-19.019.11.08.3-14.5-1.2-4.0-24.319.6-0.2-30.8%
20199.36.2-18.07.9-11.015.4-3.614.6-3.97.6-1.36.026.0%
20181.4-8.7-4.68.25.5-5.91.0-15.6-4.8-11.4-4.7-6.2-39.2%
20173.21.54.15.26.6-4.1-5.30.37.3-3.1-4.1-2.97.6%
2016———-2.5-12.85.16.9-0.3-6.81.0-1.911.9-1.6%

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 68.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.2% of variance. Idiosyncratic stock-specific factors contribute 9.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019753.145245999172
2016-05-018500.36460897333
2016-06-018934.170310562602
2016-07-019551.623102256362
2016-08-019526.811264179605
2016-09-018877.596687191826
2016-10-018962.957307843173
2016-11-018794.210483363564
2016-12-019840.493446252425
2017-01-0110155.175999515608
2017-02-0110304.086516312631
2017-03-0110725.966740290476
2017-04-0111280.251356424358
2017-05-0112019.604642775346
2017-06-0111520.906441600699
2017-07-0110905.16481115361
2017-08-0110940.783290642054
2017-09-0111734.630481310169
2017-10-0111368.244532839817
2017-11-0110905.16481115361
2017-12-0110584.572170199996
2018-01-0110729.099481649771
2018-02-019793.791906997069
2018-03-019341.900547308343
2018-04-0110104.196557143572
2018-05-0110657.217546510677
2018-06-0110031.024669680064
2018-07-0110127.771094011197
2018-08-018545.77619590427
2018-09-018134.32089275231
2018-10-017206.1738697779965
2018-11-016865.955525602922
2018-12-016438.5600972992615
2019-01-017038.19048646998
2019-02-017471.969862501613
2019-03-016123.864381257255
2019-04-016609.584082514828
2019-05-015883.354086647941
2019-06-016787.8081077452425
2019-07-016543.875490642581
2019-08-017500.664720330437
2019-09-017205.5025680581475
2019-10-017750.165192874198
2019-11-017652.15514177629
2019-12-018109.943426376629
2020-01-018136.677030161191
2020-02-017263.418794868622
2020-03-015886.697432468363
2020-04-017010.153767582181
2020-05-017077.770962383411
2020-06-017668.75340586902
2020-07-016555.564038235239
2020-08-016473.967972326574
2020-09-016214.0294161781085
2020-10-014704.521941036016
2020-11-015626.548271858768
2020-12-015613.135400240615
2021-01-015818.2904709379
2021-02-015842.194077276042
2021-03-016289.794371069265
2021-04-016513.469471567081
2021-05-016230.272285242683
2021-06-016197.6022682100465
2021-07-016086.258322166908
2021-08-015705.643409791528
2021-09-015688.702913449464
2021-10-015890.198731634633
2021-11-015387.959742957256
2021-12-015688.097425623719
2022-01-016515.891422870065
2022-02-016233.905212197157
2022-03-017515.538660397674
2022-04-017612.36406140173
2022-05-018322.351188204044
2022-06-017089.867556119507
2022-07-017124.867385003383
2022-08-016574.886997543825
2022-09-015926.764931198155
2022-10-016652.376276460475
2022-11-016922.371195627851
2022-12-016040.517665765455
2023-01-017124.867385003383
2023-02-017036.123930195152
2023-03-017339.868214258449
2023-04-017469.863817890322
2023-05-016802.813675600683
2023-06-016611.018825406269
2023-07-016933.283139270097
2023-08-016594.065166285384
2023-09-015929.950323672731
2023-10-015304.99474805125
2023-11-014091.61030803535
2023-12-014387.772831498003
2024-01-013770.6491092747574
2024-02-013664.965158124462
2024-03-013709.3237227497566
2024-04-013582.7899299476912
2024-05-013699.3858247402327
2024-06-013455.729625992802
2024-07-013601.7838197857623
2024-08-013650.2623341818935
2024-09-013972.5134852669016
2024-10-013248.099952877252
2024-11-012539.7844989851496
2024-12-012530.0966937732155
2025-01-012834.8018606904143
2025-02-012974.959129571762
2025-03-012891.1253912636002
2025-04-013031.387962375513
2025-05-013255.813341266101
2025-06-013361.1155718306
2025-07-013600.020007423808
2025-08-013693.4757370498
2025-09-013715.852461044756
2025-10-013547.3688921415574
2025-11-014012.6731234484373
2025-12-014871.544441490131
2026-01-015865.33424244259
2026-02-015529.68338251825
2026-03-015184.160438478488
2026-04-015355.934702086826
Annual Return Matrix
YearAnnual Return
20170.07561396468699821
2018-0.39170332123328466
20190.2595896137986584
2020-0.3078699683669114
20210.013354750961448447
20220.061957490136184346
2023-0.27360980063585594
2024-0.42337564159869445
20250.9254380488616973
20260.09943258578762504
Total Factor Risk
0.6818643590665354
VTI.US Exposure
0.06653870087996788
VEA.US Exposure
0.027012647837481224
VWO.US Exposure
0.013497811603625922
QQQ.US Exposure
0.0511208153545453
VTV.US Exposure
0.06232213467621113
IJR.US Exposure
-0.0005544395638804277
QUAL.US Exposure
0.007146772936732136
SHV.US Exposure
0.5815187122009844
TLT.US Exposure
-0.0005834792940960464
LQD.US Exposure
0.009586498072906898
HYG.US Exposure
0.06455773674109663
GLD.US Exposure
-0.0010505589757654752
USO.US Exposure
0.00047667261640342985
VNQ.US Exposure
-0.000986753363042131
BTC-USD.CC Exposure
0.00050984559864621
CPER.US Exposure
-0.001490365290270008
VIX.INDX Exposure
-0.0004888958585342886
UUP.US Exposure
0.0014842812750453455
TIP.US Exposure
0.02450320702332651
Idiosyncratic Exposure
0.0948786555286154
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
68.2%

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 →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 →0.27%
Market Cap$39.0B
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 →
-1.4%
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 →
+21.6%
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 →
17.5% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bayer AG NA a high-risk investment?

Bayer AG NA (BAYN.XETRA) has an annualized volatility of 68.2% and experienced a maximum drawdown of 79.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BAYN.XETRA has generated a Compound Annual Growth Rate (CAGR) of -4.6%. 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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