Brenntag SE

10-Year Study

BNR.XETRA · Basic Materials · DE · Common Stock

Executive Summary: Brenntag SE has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 38.9% and an annualized volatility of 39.2%.

1Y CAGR
+1.3%
3Y CAGR
-3.4%
5Y CAGR
-2.2%
10Y CAGR
+5.0%

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 →
38.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +43.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -28.2%
% 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.
20263.71.89.55.4————————21.8%
20255.05.0-6.6-1.75.5-5.8-3.0-3.0-3.7-5.42.70.2-11.2%
2024-1.22.6-7.5-4.1-9.0-4.64.52.1-0.4-10.71.9-5.1-28.2%
202314.54.4-3.16.6-0.50.0-1.36.0-1.7-4.613.15.043.3%
2022-4.9-1.0-2.10.8-2.7-11.910.1-4.3-4.6-1.5-2.4-0.4-23.4%
20212.2-0.713.32.63.33.57.41.5-5.72.1-8.05.127.9%
2020-3.3-13.8-16.321.815.11.211.40.73.51.116.7-1.134.0%
20199.45.75.34.7-13.57.12.5-1.31.31.47.60.132.2%
2018-1.0-1.4-6.2-1.63.8-1.17.51.32.3-13.1-11.6-7.7-26.9%
20171.80.7-2.93.6-5.40.4-5.4-7.25.83.27.60.92.0%
2016———2.0-6.1-7.62.39.9-0.40.22.06.37.6%

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 39.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 60.5% of variance. Idiosyncratic stock-specific factors contribute 11.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110201.198311586671
2016-05-019583.670117906675
2016-06-018853.03362713778
2016-07-019052.794991211525
2016-08-019945.652592278973
2016-09-019907.932720064662
2016-10-019926.279460631486
2016-11-0110124.013702320926
2016-12-0110763.0704489178
2017-01-0110954.697663677303
2017-02-0111032.138870713214
2017-03-0110712.110131762955
2017-04-0111097.391683666268
2017-05-0110498.081931668014
2017-06-0110543.730674980434
2017-07-019974.72511963871
2017-08-019261.152380585812
2017-09-019802.060480094427
2017-10-0110114.13468816956
2017-11-0110880.771846092659
2017-12-0110978.561256302684
2018-01-0110864.118650808925
2018-02-0110710.185648486715
2018-03-0110048.599617669322
2018-04-019886.327187816738
2018-05-0110264.962857472769
2018-06-0110151.982859268954
2018-07-0110909.356837689082
2018-08-0111049.74147774656
2018-09-0111309.290122268838
2018-10-019822.229064829427
2018-11-018686.193756976252
2018-12-018020.322543397098
2019-01-018775.566760324853
2019-02-019275.496195938058
2019-03-019764.802483866417
2019-04-0110224.317770678572
2019-05-018845.771910242102
2019-06-019473.897591829927
2019-07-019710.147158821192
2019-08-019587.64738334424
2019-09-019712.328239867596
2019-10-019843.577999307186
2019-11-0110589.50771717794
2019-12-0110604.800944279794
2020-01-0110254.827245551236
2020-02-018839.536584427082
2020-03-017400.177052461414
2020-04-019010.14844181004
2020-05-0110370.758118111955
2020-06-0110494.489562885698
2020-07-0111694.9565708274
2020-08-0111771.243087897565
2020-09-0112184.108900093657
2020-10-0112314.255289121536
2020-11-0114374.093889124104
2020-12-0114212.539933027982
2021-01-0114526.692583041455
2021-02-0114418.97283912603
2021-03-0116335.21932694405
2021-04-0116757.066061095928
2021-05-0117309.05918427569
2021-06-0117912.03828438731
2021-07-0119232.25947166519
2021-08-0119515.492090373737
2021-09-0118405.39881708428
2021-10-0118784.573342057658
2021-11-0117290.763763262898
2021-12-0118177.001141860077
2022-01-0117281.62888264501
2022-02-0117103.473050819186
2022-03-0116751.703167699474
2022-04-0116888.7520367448
2022-05-0116436.49846682832
2022-06-0114481.454396161298
2022-07-0115941.264770409147
2022-08-0115255.661188304275
2022-09-0114546.73286889137
2022-10-0114327.547053616103
2022-11-0113987.067472383666
2022-12-0113926.433419293588
2023-01-0115941.264770409147
2023-02-0116650.167430045032
2023-03-0116137.151508153393
2023-04-0117205.162747135728
2023-05-0117111.889457680612
2023-06-0117120.254544988005
2023-07-0116899.65744197683
2023-08-0117921.121845451165
2023-09-0117618.97797108143
2023-10-0116813.337952093196
2023-11-0119009.71222560076
2023-12-0119954.42823601863
2024-01-0119724.260036180287
2024-02-0120232.5802188779
2024-03-0118721.963486137305
2024-04-0117949.886455486703
2024-05-0116330.369629087923
2024-06-0115582.900324596181
2024-07-0116290.75093337439
2024-08-0116637.260562205716
2024-09-0116577.85817841243
2024-10-0114810.669335283477
2024-11-0115097.776580321515
2024-12-0114325.571250785832
2025-01-0115043.326533492425
2025-02-0115795.748174948361
2025-03-0114751.292611267208
2025-04-0114498.826065201494
2025-05-0115303.4910126631
2025-06-0114420.794683294202
2025-07-0113994.842384819676
2025-08-0113568.89008634515
2025-09-0113060.826501417701
2025-10-0112355.182633462915
2025-11-0112688.759734677906
2025-12-0112716.985489396098
2026-01-0113189.125386500391
2026-02-0113420.06337964923
2026-03-0114697.92027507281
2026-04-0115488.241407182173
Annual Return Matrix
YearAnnual Return
20170.02002131347254621
2018-0.2694559554611302
20190.3222412050012158
20200.3401986522617564
20210.27894107791523126
2022-0.2338431784975683
20230.4328455560182336
2024-0.2820856061950431
2025-0.11228772195045922
20260.21791767554479402
Total Factor Risk
0.39208596875491125
VTI.US Exposure
-0.06642910424757693
VEA.US Exposure
0.21261856143021154
VWO.US Exposure
0.005395575781422606
QQQ.US Exposure
0.024823696762554248
VTV.US Exposure
-0.027162898159683726
IJR.US Exposure
0.04826413447679861
QUAL.US Exposure
0.027741134087776308
SHV.US Exposure
0.6053723582688655
TLT.US Exposure
-0.006389499811025771
LQD.US Exposure
0.02691158202529446
HYG.US Exposure
0.028953196648987694
GLD.US Exposure
-0.001998666728305
USO.US Exposure
0.00058615199293499
VNQ.US Exposure
0.015298399916822745
BTC-USD.CC Exposure
-0.0009580197775180411
CPER.US Exposure
0.016158402459791107
VIX.INDX Exposure
-0.02542897963057875
UUP.US Exposure
0.003498844038463302
TIP.US Exposure
-0.000451195583872819
Idiosyncratic Exposure
0.1131963260486379
Value Score
37.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.2%

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 →31.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.30%
Market Cap$8.2B
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 →
+12.4%
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 →
+16.2%
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 →
2.6% 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 →
0.50
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brenntag SE a high-risk investment?

Brenntag SE (BNR.XETRA) has an annualized volatility of 39.2% and experienced a maximum drawdown of 38.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BNR.XETRA has generated a Compound Annual Growth Rate (CAGR) of 5.0%. 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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