UniCredit SpA

10-Year Study

CRIN.XETRA · Financial Services · DE · Common Stock

Executive Summary: UniCredit SpA has compounded at 21.8% annually over the last 10 years, with a maximum drawdown of 59.9% and an annualized volatility of 41.4%.

1Y CAGR
+27.2%
3Y CAGR
+65.9%
5Y CAGR
+54.0%
10Y CAGR
+21.8%

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 →
59.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +94.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -36.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.4-1.4-16.013.3————————-3.0%
202515.313.81.82.110.90.613.62.2-2.4-0.62.311.094.5%
202410.613.613.93.25.4-4.89.6-1.55.33.3-9.26.869.0%
202334.18.4-10.28.5-0.119.67.4-1.80.74.15.8-1.694.3%
20223.3-18.6-13.7-3.822.1-16.85.61.78.220.43.02.04.3%
2021-1.913.05.9-3.622.3-5.01.64.58.5-0.3-6.727.078.8%
2020-7.5-4.5-37.87.89.07.1-5.76.9-14.7-9.135.1-11.2-35.1%
20192.319.0-4.710.3-17.26.2-1.4-5.87.75.210.33.935.6%
201813.3-1.4-2.77.6-21.71.66.4-18.64.4-12.91.1-13.7-36.1%
2017-8.40.115.44.53.14.62.02.65.7-7.61.7-7.514.4%
2016———10.2-14.6-31.711.35.6-10.88.2-9.435.4-10.5%

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 41.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 42.7% of variance. Idiosyncratic stock-specific factors contribute 22.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111023.612921918007
2016-05-019410.98073301463
2016-06-016431.020329325414
2016-07-017157.178038533971
2016-08-017559.515186633831
2016-09-016741.706504418369
2016-10-017294.606209860448
2016-11-016607.658505963591
2016-12-018949.732000579457
2017-01-018194.118499203245
2017-02-018199.526775797962
2017-03-019459.462069631561
2017-04-019880.535033077407
2017-05-0110187.358153459849
2017-06-0110650.924718721328
2017-07-0110863.102998696218
2017-08-0111147.037519918877
2017-09-0111780.288763339613
2017-10-0110885.895021488242
2017-11-0111068.714085663238
2017-12-0110239.60596841953
2018-01-0111600.849872036313
2018-02-0111435.02824858757
2018-03-0111124.14892075909
2018-04-0111971.027089671157
2018-05-019375.44062967792
2018-06-019523.105895987252
2018-07-0110128.060263653484
2018-08-018239.992273890579
2018-09-018601.574194794533
2018-10-017495.2919020715635
2018-11-017579.120189289681
2018-12-016539.958472161862
2019-01-016693.514896904728
2019-02-017964.749625766575
2019-03-017587.039451446231
2019-04-018366.89362113091
2019-05-016924.622144961128
2019-06-017351.489690472741
2019-07-017250.857115263896
2019-08-016826.790284417403
2019-09-017355.54589791878
2019-10-017741.658216234488
2019-11-018540.92423583949
2019-12-018871.215413588296
2020-01-018203.776135979526
2020-02-017838.138007629533
2020-03-014871.988024530397
2020-04-015254.140711767831
2020-05-015729.296441160848
2020-06-016137.0418658554245
2020-07-015785.40731083104
2020-08-016185.716355207881
2020-09-015277.319040030904
2020-10-014797.720797720798
2020-11-016479.791395045633
2020-12-015756.241247766671
2021-01-015645.468153942731
2021-02-016379.545125307837
2021-03-016753.585397653194
2021-04-016507.991694432372
2021-05-017958.375585494231
2021-06-017562.2193249311895
2021-07-017683.61581920904
2021-08-018032.739388671593
2021-09-018712.733594089526
2021-10-018683.953836496208
2021-11-018104.109324448309
2021-12-0110291.370901540393
2022-01-0110631.416292433243
2022-02-018656.622724419334
2022-03-017470.375199188759
2022-04-017187.599594379256
2022-05-018778.791829639287
2022-06-017301.9460138104205
2022-07-017709.691438504998
2022-08-017843.353131488724
2022-09-018485.48940074364
2022-10-0110216.137911053167
2022-11-0110525.568593365204
2022-12-0110736.58795692694
2023-01-0114394.417885943309
2023-02-0115598.145733738953
2023-03-0114014.196726061133
2023-04-0115206.528562460766
2023-05-0115186.150948862813
2023-06-0118155.39137573036
2023-07-0119496.064513013665
2023-08-0119143.947076150467
2023-09-0119271.234728861848
2023-10-0120056.207446037955
2023-11-0121210.19846443575
2023-12-0120862.33038775412
2024-01-0123072.86686947704
2024-02-0126221.06330580907
2024-03-0129870.00820899126
2024-04-0130840.40755227196
2024-05-0132503.838910618575
2024-06-0130943.261383939353
2024-07-0133925.7327731904
2024-08-0133424.984306340244
2024-09-0135191.269496354245
2024-10-0136367.279926601965
2024-11-0133034.91235694626
2024-12-0135267.75797962239
2025-01-0140671.39890868704
2025-02-0146303.829252981806
2025-03-0147145.6854507702
2025-04-0148123.61775073639
2025-05-0153390.0236612101
2025-06-0153692.0179632044
2025-07-0160978.028876333956
2025-08-0162318.21913177845
2025-09-0160798.686561398434
2025-10-0160411.80163214062
2025-11-0161789.56009464484
2025-12-0168588.53638514655
2026-01-0170925.68448500651
2026-02-0169959.92080737844
2026-03-0158766.719783668945
2026-04-0166560.43266212758
Annual Return Matrix
YearAnnual Return
20170.14412431207510545
2018-0.3613076037952956
20190.3564635695088456
2020-0.3511327389311648
20210.7878630270288407
20220.04326120005255163
20230.9431061778145575
20240.6904994468079197
20250.9447943479927705
2026-0.029569135454801332
Total Factor Risk
0.41375538891157887
VTI.US Exposure
0.3417509526702456
VEA.US Exposure
0.42673132519922724
VWO.US Exposure
0.025697475453500363
QQQ.US Exposure
-0.04429284369272801
VTV.US Exposure
0.005736344904309633
IJR.US Exposure
-0.056276483833297655
QUAL.US Exposure
-0.07469808318661769
SHV.US Exposure
0.006383341000066128
TLT.US Exposure
0.00224709377912939
LQD.US Exposure
0.0014466048444879524
HYG.US Exposure
0.1001554571077472
GLD.US Exposure
-0.005534917490489967
USO.US Exposure
0.015336175667155946
VNQ.US Exposure
-0.021512516046068558
BTC-USD.CC Exposure
-0.0009427215520561363
CPER.US Exposure
-0.005801448880406045
VIX.INDX Exposure
-0.022861473540501425
UUP.US Exposure
-0.00013555662748132385
TIP.US Exposure
0.08372506083397725
Idiosyncratic Exposure
0.22284621338980007
Value Score
46.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.4%

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 →9.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.90%
Market Cap$93.9B
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 →
+1.0%
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 →
+5.2%
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 →
12.3% 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 →
1.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is UniCredit SpA a high-risk investment?

UniCredit SpA (CRIN.XETRA) has an annualized volatility of 41.4% and experienced a maximum drawdown of 59.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, CRIN.XETRA has generated a Compound Annual Growth Rate (CAGR) of 21.8%. It has had a positive return in 70% 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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