Chapters Group AG

10-Year Study

CHG.XETRA · Technology · DE · Common Stock

Executive Summary: Chapters Group AG has compounded at 27.8% annually over the last 10 years, with a maximum drawdown of 99.2% and an annualized volatility of 532.2%.

1Y CAGR
-31.1%
3Y CAGR
-60.5%
5Y CAGR
+45.5%
10Y CAGR
+27.8%

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 →
99.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
521083.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
35218958.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6585.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +3696.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -91.4%
% 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.
2026-8.7-28.221.3-6.5————————-25.7%
202515.13.7-14.8-5.0-90.71237.8-13.33.019.228.1-1.2-94.7-91.4%
2024-3.830.6-95.01119.519.2-14.125.3-2.29.8-1.719.02.126.2%
2023-17.0-22.1-17.83.323.5-3.7-2.0-5.2-21.3-14.218.515.3-44.0%
2022-18.414.75.8-2.4-1.7-6.216.7-8.2-28.925.718.2-15.6-14.9%
2021-9.410.74.2-99.22.116819.316.4-0.6-1.7-0.5-3.0-11.647.3%
2020-97.7-4.9-22.48861.25.2-2.213.6-98.58354.8-19.024.126.7177.5%
201910.11.5-0.81.5-0.74.55.0-2.1-3.52942.47.30.23696.0%
20183.5-0.76.0-1.38.337.67.52.03.91.96.53.5105.3%
20175.6-3.00.1—0.912.2-6.51.82.32.2-10.0-0.23.8%
2016———2.710.0-5.00.8-1.7-2.1-1.3-1.9-0.10.6%

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 532.2%. The dominant macroeconomic risk driver is QQQ.US, accounting for 8.5% of variance. Idiosyncratic stock-specific factors contribute 55.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110269.675060250976
2016-05-0111296.850328263941
2016-06-0110727.582481509184
2016-07-0110810.687276655864
2016-08-0110629.934347211834
2016-09-0110403.473780437129
2016-10-0110269.675060250976
2016-11-0110075.625363583478
2016-12-0110061.08202443281
2017-01-0110627.0256793817
2017-02-0110309.980885897114
2017-03-0110316.62926950885
2017-05-0110413.861879830467
2017-06-0111682.456577744535
2017-07-0110922.047702152413
2017-08-0111116.928446771377
2017-09-0111376.630931604752
2017-10-0111625.114269093327
2017-11-0110464.555804869942
2017-12-0110442.948558131804
2018-01-0110810.687276655864
2018-02-0110738.386104878251
2018-03-0111387.01903099809
2018-04-0111242.8322114186
2018-05-0112179.838776697416
2018-06-0116756.41984542508
2018-07-0118017.53511177595
2018-08-0118377.794398736805
2018-09-0119098.728496634256
2018-10-0119458.987783595112
2018-11-0120720.10304994598
2018-12-0121440.621623867697
2019-01-0123603.008393584307
2019-02-0123963.6832045209
2019-03-0123782.93027507687
2019-04-0124143.18956203773
2019-05-0123963.6832045209
2019-06-0125044.461065403473
2019-07-0126305.576331754342
2019-08-0125764.979639325185
2019-09-0124864.12365993518
2019-10-01756462.7419859059
2019-11-01811910.3003645898
2019-12-01813890.5318114443
2020-01-0118452.58871436882
2020-02-0117545.084351367073
2020-03-0113612.565445026177
2020-04-011219845.5234839218
2020-05-011283214.3246696582
2020-06-011255490.57718228
2020-07-011426250.2868900888
2020-08-0120986.038394415362
2020-09-011774320.9804629066
2020-10-011436959.5905774094
2020-11-011782784.1366336974
2020-12-012258557.693962047
2021-01-012047121.0681043793
2021-02-012265745.416738085
2021-03-012361145.247785387
2021-04-0119854.982132469042
2021-05-0120263.442200614973
2021-06-013428430.9051800254
2021-07-013990892.213567637
2021-08-013967042.192401884
2021-09-013899467.3015093906
2021-10-013881917.09452651
2021-11-013764101.9463727353
2021-12-013326786.8017898696
2022-01-012715571.1705732415
2022-02-013115726.795258352
2022-03-013296834.0258462406
2022-04-013218340.4714996
2022-05-013162718.4889178453
2022-06-012966604.816896763
2022-07-013460577.203380807
2022-08-013175342.464391543
2022-09-012258047.9263892784
2022-10-012837837.274399698
2022-11-013354743.114881342
2022-12-012832561.5604451043
2023-01-012351880.4123620978
2023-02-011831353.954035257
2023-03-011506252.6010826996
2023-04-011556674.9544222138
2023-05-011923001.5406849913
2023-06-011851902.65953199
2023-07-011814160.9647768766
2023-08-011719765.451932641
2023-09-011352922.250472983
2023-10-011160860.8502318494
2023-11-011375726.1068438746
2023-12-011586873.103563183
2024-01-011526895.144391335
2024-02-011993830.701532699
2024-03-0199725.75417601595
2024-04-011216147.2992321246
2024-05-011449513.3145000339
2024-06-011245432.4318248513
2024-07-011561061.111281541
2024-08-011527072.168155411
2024-09-011676055.165109101
2024-10-011647497.6559821817
2024-11-011960053.273906912
2024-12-012001988.1239676827
2025-01-012305098.458892992
2025-02-012389406.153341981
2025-03-012034902.1169161107
2025-04-011933732.9089388945
2025-05-01180337.40546829553
2025-06-012412539.4565173634
2025-07-012090943.8334943487
2025-08-012152932.8384215543
2025-09-012566246.806876792
2025-10-013286794.6480511925
2025-11-013246569.1678612977
2025-12-01172442.4499293609
2026-01-01157483.5868029585
2026-02-01113022.52139948476
2026-03-01137122.91199202192
2026-04-01128189.14651375385
Annual Return Matrix
YearAnnual Return
20170.03795481765993469
20181.0531195288874744
201936.96021151296385
20201.775014090574642
20210.4729695905858817
2022-0.14855933691899448
2023-0.43977453986425474
20240.2615930785343803
2025-0.9138643991615684
2026-0.2566265060240963
Total Factor Risk
5.322195432570954
VTI.US Exposure
0.08261089929647837
VEA.US Exposure
0.0020413015123409823
VWO.US Exposure
-0.0009493378009979176
QQQ.US Exposure
0.08467947476915187
VTV.US Exposure
0.056817561136993905
IJR.US Exposure
0.0032662599783951805
QUAL.US Exposure
0.004393593021924203
SHV.US Exposure
0.05672992619068542
TLT.US Exposure
0.00020991777087126475
LQD.US Exposure
0.00036693002863100177
HYG.US Exposure
0.04378308578770757
GLD.US Exposure
-0.0038644947718713537
USO.US Exposure
0.0008500316025946088
VNQ.US Exposure
0.00482460237345562
BTC-USD.CC Exposure
0.021209654994330113
CPER.US Exposure
0.024828049763516203
VIX.INDX Exposure
0.00017540476263854895
UUP.US Exposure
0.0510723993690369
TIP.US Exposure
0.017338957396960727
Idiosyncratic Exposure
0.5496157828171567
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
532.2%

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 →0.00%
Market Cap$785.8M
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 →
+0.7%
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 →
-91.7%
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 →
96.1% 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 →
0.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chapters Group AG a high-risk investment?

Chapters Group AG (CHG.XETRA) has an annualized volatility of 532.2% and experienced a maximum drawdown of 99.2% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, CHG.XETRA has generated a Compound Annual Growth Rate (CAGR) of 27.8%. 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.

Run a Full Backtest on Chapters Group AG

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest