Beiersdorf Aktiengesellschaft

10-Year Study

BEI.XETRA · Consumer Defensive · DE · Common Stock

Executive Summary: Beiersdorf Aktiengesellschaft has compounded at 0.0% annually over the last 10 years, with a maximum drawdown of 46.6% and an annualized volatility of 46.9%.

1Y CAGR
-39.3%
3Y CAGR
-13.7%
5Y CAGR
-4.1%
10Y CAGR
+0.0%

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 →
46.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +27.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -23.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.27.2-28.9-0.3————————-18.5%
20254.02.6-9.74.7-2.7-11.62.3-9.9-9.43.11.01.1-23.8%
20240.1-2.41.84.92.7-5.4-1.7-2.63.4-8.3-1.11.1-7.9%
20234.11.36.26.2-5.91.8-2.82.51.11.63.75.427.3%
2022-2.52.75.31.40.71.03.3-0.00.3-3.77.03.119.5%
2021-4.3-9.310.05.03.15.1-1.62.6-9.0-1.7-4.02.4-3.5%
2020-4.0-7.3-2.54.0-1.47.30.0-4.30.2-7.34.30.7-10.8%
2019-4.2-6.613.75.95.82.4-0.59.0-5.5-1.9-0.30.817.9%
2018-2.5-5.62.12.84.6-1.02.40.7-3.1-5.93.4-3.6-6.2%
20171.75.13.03.74.7-3.70.7-3.31.55.83.8-2.122.4%
2016———-0.44.23.9-1.1-0.70.6-4.5-3.94.62.5%

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 46.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.2% of variance. Idiosyncratic stock-specific factors contribute 7.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019964.390302954462
2016-05-0110386.565160440863
2016-06-0110794.757295023212
2016-07-0110680.311156390226
2016-08-0110606.561814380715
2016-09-0110675.224056812294
2016-10-0110198.369679798365
2016-11-019801.616718331104
2016-12-0110249.227073707176
2017-01-0110419.631307697435
2017-02-0110951.165204238889
2017-03-0111283.050845152226
2017-04-0111705.212100768096
2017-05-0112251.13677632948
2017-06-0111794.916436908405
2017-07-0111879.506469729717
2017-08-0111492.492447561388
2017-09-0111665.49463882273
2017-10-0112340.841112469787
2017-11-0112813.710141418649
2017-12-0112545.875708827478
2018-01-0112238.323814290941
2018-02-0111548.872200905067
2018-03-0111792.359285248907
2018-04-0112127.781412499848
2018-05-0112688.205682045394
2018-06-0112556.485167840281
2018-07-0112861.235077047797
2018-08-0112951.619506714562
2018-09-0112548.745703509145
2018-10-0111802.370261958424
2018-11-0112207.842022434925
2018-12-0111771.385200892828
2019-01-0111272.944655349002
2019-02-0110531.751526469921
2019-03-0111975.413258831353
2019-04-0112678.072288501115
2019-05-0113407.989466711462
2019-06-0113733.278200418123
2019-07-0113661.718759563815
2019-08-0114897.775142037533
2019-09-0114078.072016463706
2019-10-0113811.339335385403
2019-11-0113772.301966966497
2019-12-0113876.397082126732
2020-01-0113323.426637631206
2020-02-0112347.587640252286
2020-03-0112043.123370325888
2020-04-0112528.261286492118
2020-05-0112355.245493360248
2020-06-0113251.799187424254
2020-07-0113258.355289019346
2020-08-0112688.178478304337
2020-09-0112714.389282814174
2020-10-0111783.749301203903
2020-11-0112287.072918267719
2020-12-0112378.831136857942
2021-01-0111841.421232247858
2021-02-0110735.140296493575
2021-03-0111809.960105713737
2021-04-0112405.449997483653
2021-05-0112793.865012316493
2021-06-0113442.53821785572
2021-07-0113231.151547960875
2021-08-0113574.653186306181
2021-09-0112347.315602841702
2021-10-0112141.220060582731
2021-11-0111655.048402256278
2021-12-0111940.402044089102
2022-01-0111636.549858336517
2022-02-0111945.693171724974
2022-03-0112577.200816656306
2022-04-0112754.732430803884
2022-05-0112847.918845799673
2022-06-0112975.708419421839
2022-07-0113397.665646979773
2022-08-0113391.014332290975
2022-09-0113437.600738853605
2022-10-0112935.773327548006
2022-11-0113836.93805572142
2022-12-0114269.545547903746
2023-01-0114855.242092892613
2023-02-0115041.587719143137
2023-03-0115966.718943189067
2023-04-0116949.277264609427
2023-05-0115951.865700571141
2023-06-0116233.016364410432
2023-07-0115771.124044978666
2023-08-0116172.773679836451
2023-09-0116353.515335428927
2023-10-0116607.883916196155
2023-11-0117230.42792844872
2023-12-0118167.596807913025
2024-01-0118187.673168814174
2024-02-0117745.870812154084
2024-03-0118067.17419779568
2024-04-0118956.7093266666
2024-05-0119469.241410078714
2024-06-0118417.204733995015
2024-07-0118100.25394692278
2024-08-0117634.933956117646
2024-09-0118228.383567308178
2024-10-0116724.519955984346
2024-11-0116542.445317080004
2024-12-0116724.519955984346
2025-01-0117392.154169041325
2025-02-0117837.248178369493
2025-03-0116104.097835534341
2025-04-0116866.319456251626
2025-05-0116410.656793522245
2025-06-0114499.5939841647
2025-07-0114826.038876866345
2025-08-0113362.47760792064
2025-09-0112105.66477101931
2025-10-0112475.635649414507
2025-11-0112603.493232389317
2025-12-0112742.232311787518
2026-01-0113663.078946616737
2026-02-0114642.413624721674
2026-03-0110416.3124512883
2026-04-0110389.108710229832
Annual Return Matrix
YearAnnual Return
20170.22408017878850606
2018-0.06173267820513384
20190.17882448372127424
2020-0.10792181402748324
2021-0.03541764871995201
20220.19506407700632233
20230.27317276832140713
2024-0.07943135612191354
2025-0.23811072931704036
2026-0.18467122117848
Total Factor Risk
0.4691315248157101
VTI.US Exposure
-0.007666678901227256
VEA.US Exposure
0.09615430768764466
VWO.US Exposure
0.011831904816724555
QQQ.US Exposure
-0.01288142020703317
VTV.US Exposure
-0.008991649756837609
IJR.US Exposure
-0.003485003273915974
QUAL.US Exposure
0.04459907253727021
SHV.US Exposure
0.7423418162211451
TLT.US Exposure
-0.007135979922338319
LQD.US Exposure
0.017693926710152096
HYG.US Exposure
-0.001474993758540305
GLD.US Exposure
0.010121985447154801
USO.US Exposure
0.04025963942106722
VNQ.US Exposure
-0.0016898583432887304
BTC-USD.CC Exposure
0.00014442107509231934
CPER.US Exposure
-0.001977895379240849
VIX.INDX Exposure
-0.0030291666245281274
UUP.US Exposure
0.007515387300289711
TIP.US Exposure
-0.00006964395514168394
Idiosyncratic Exposure
0.07773982890555126
Value Score
42.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.9%

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 →17.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.31%
Market Cap$16.5B
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 →
-19.2%
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 →
39.8% 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 →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Beiersdorf Aktiengesellschaft a high-risk investment?

Beiersdorf Aktiengesellschaft (BEI.XETRA) has an annualized volatility of 46.9% and experienced a maximum drawdown of 46.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BEI.XETRA has generated a Compound Annual Growth Rate (CAGR) of 0.0%. It has had a positive return in 40% 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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