Commerzbank AG

10-Year Study

CBK.XETRA · Financial Services · DE · Common Stock

Executive Summary: Commerzbank AG has compounded at 18.4% annually over the last 10 years, with a maximum drawdown of 74.3% and an annualized volatility of 219.3%.

1Y CAGR
-22.8%
3Y CAGR
-9.2%
5Y CAGR
-6.8%
10Y CAGR
+18.4%

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 →
74.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.91
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
287.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +900.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -53.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-19.7-0.1-11.112.8————————-19.6%
20250.0-0.90.5-0.52.8-2.30.50.00.5-0.50.00.0-0.0%
20240.0-6.3-4.90.90.50.0-0.5-0.5-0.51.40.00.0-9.6%
20230.0-1.2-2.5-4.72.70.9-0.4-0.9-1.7-12.418.82.1-2.0%
20220.0-1.69.91.9-2.8-7.413.20.0-1.8-4.6-2.9-2.4-0.4%
20214.1-0.9-3.7908.00.00.00.00.00.00.0-0.00.0900.6%
2020-5.70.2-36.52.010.713.39.611.8-13.8-3.528.81.11.8%
20198.315.9-4.916.1-19.10.3-2.5-16.33.20.8-1.94.9-1.8%
20186.0-3.9-17.21.6-18.4-6.112.5-11.810.2-7.1-8.8-24.0-53.8%
201710.6-10.117.76.14.411.16.2-5.810.22.23.32.972.6%
2016———9.4-5.6-24.41.27.0-9.07.86.210.2-2.8%

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 219.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 78.6% of variance. Idiosyncratic stock-specific factors contribute 13.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110943.790353209266
2016-05-0110326.940119002405
2016-06-017810.798835295607
2016-07-017907.488289656919
2016-08-018457.241422964931
2016-09-017695.594379035321
2016-10-018297.72756045069
2016-11-018815.356374224584
2016-12-019718.002278769463
2017-01-0110746.613495379162
2017-02-019657.55158880871
2017-03-0111370.268388403594
2017-04-0112063.71059627801
2017-05-0112590.67603494113
2017-06-0113988.163058615013
2017-07-0114859.950626661603
2017-08-0114001.614128370678
2017-09-0115436.605899480946
2017-10-0115778.579567033801
2017-11-0116301.74705658944
2017-12-0116771.11026712242
2018-01-0117781.048233953665
2018-02-0117083.64982909229
2018-03-0114141.030510191162
2018-04-0114363.685276617292
2018-05-0111725.693125712116
2018-06-0111012.153437143941
2018-07-0112386.852766172931
2018-08-0110923.692872515507
2018-09-0112036.80845676668
2018-10-0111183.852386378021
2018-11-0110200.816559058108
2018-12-017755.8868211165955
2019-01-018396.948980883655
2019-02-019730.029117609824
2019-03-019254.019496138751
2019-04-0110745.347512343333
2019-05-018696.670464615774
2019-06-018720.091150778579
2019-07-018504.874034687933
2019-08-017119.413849854412
2019-09-017344.284086593239
2019-10-017400.936827446511
2019-11-017260.096214710722
2019-12-017613.305481706545
2020-01-017175.908342828206
2020-02-017191.100139258133
2020-03-014565.609570831751
2020-04-014656.127357893403
2020-05-015152.076212178757
2020-06-015837.922521838207
2020-07-016400.018989745537
2020-08-017156.443853652361
2020-09-016170.559564501835
2020-10-015952.652234460057
2020-11-017667.109760729205
2020-12-017749.55690593746
2021-01-018064.4701860995065
2021-02-017990.884922142043
2021-03-017693.695404481578
2021-04-0177549.37502866697
2021-05-0177549.37502866697
2021-06-0177549.37502866697
2021-07-0177549.37502866697
2021-08-0177549.37502866697
2021-09-0177549.37502866697
2021-10-0177549.37502866697
2021-11-0177541.46094442335
2021-12-0177541.46094442335
2022-01-0177541.46094442335
2022-02-0176315.03746379461
2022-03-0183871.37612355994
2022-04-0185453.85491834409
2022-05-0183080.13672616787
2022-06-0176908.46701183867
2022-07-0187036.33371312825
2022-08-0187036.33371312825
2022-09-0185453.85491834409
2022-10-0181497.65793138371
2022-11-0179123.93973920749
2022-12-0177224.963978131
2023-01-0177224.963978131
2023-02-0176275.47911593152
2023-03-0174376.50335485504
2023-04-0170895.04879899441
2023-05-0172794.02456007089
2023-06-0173427.01849265557
2023-07-0173110.52152636323
2023-08-0172477.52759377855
2023-09-0171211.54576528675
2023-10-0162349.66692916651
2023-11-0174060.0063885627
2023-12-0175642.48518334686
2024-01-0175642.48518334686
2024-02-0170895.04879899441
2024-03-0167413.59424313376
2024-04-0168046.58817571844
2024-05-0168363.08514201078
2024-06-0168363.08514201078
2024-07-0168046.58817571844
2024-08-0167730.0912094261
2024-09-0167413.59424313376
2024-10-0168363.08514201078
2024-11-0168363.08514201078
2024-12-0168363.08514201078
2025-01-0168363.08514201078
2025-02-0167730.0912094261
2025-03-0168046.58817571844
2025-04-0167730.0912094261
2025-05-0169629.0669705026
2025-06-0168046.58817571844
2025-07-0168363.08514201078
2025-08-0168363.08514201078
2025-09-0168679.58210830312
2025-10-0168363.08514201078
2025-11-0168363.08514201078
2025-12-0168363.08514201078
2026-01-0154896.18939106215
2026-02-0154832.89023927079
2026-03-0148724.522091403975
2026-04-0154943.663754905676
Annual Return Matrix
YearAnnual Return
20170.7257775606578734
2018-0.5375448197773165
2019-0.018383628165105748
20200.01789648721679482
20219.005921872128402
2022-0.004081648223254186
2023-0.020491803599057445
2024-0.09623427923728078
20250
2026-0.19629631049021423
Total Factor Risk
2.1934380127957325
VTI.US Exposure
0.044143066305350004
VEA.US Exposure
0.0023459241293957976
VWO.US Exposure
0.000982132115732586
QQQ.US Exposure
0.004881823359162016
VTV.US Exposure
0.0016505742678762944
IJR.US Exposure
-0.0008096636100473013
QUAL.US Exposure
0.00364753421818546
SHV.US Exposure
0.7856548673379754
TLT.US Exposure
-0.00042651133914578385
LQD.US Exposure
0.0022304642328656336
HYG.US Exposure
0.000308094886760527
GLD.US Exposure
-0.00010566318392395656
USO.US Exposure
-0.00007215221303434507
VNQ.US Exposure
0.007235023102505124
BTC-USD.CC Exposure
0.00033195019981896906
CPER.US Exposure
0.00750574064206452
VIX.INDX Exposure
0.00009839252025630837
UUP.US Exposure
0.004405322036840693
TIP.US Exposure
0.0006885644708179904
Idiosyncratic Exposure
0.13530451652054407
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
219.3%

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 →13.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.41%
Market Cap$34.5B
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 →
+5.5%
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 →
-11.6%
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 →
21.1% 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 →
0.69
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Commerzbank AG a high-risk investment?

Commerzbank AG (CBK.XETRA) has an annualized volatility of 219.3% and experienced a maximum drawdown of 74.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CBK.XETRA has generated a Compound Annual Growth Rate (CAGR) of 18.4%. It has had a positive return in 30% 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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