CEWE Stiftung & Co. KGaA

10-Year Study

CWC.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: CEWE Stiftung & Co. KGaA has compounded at 7.9% annually over the last 10 years, with a maximum drawdown of 42.2% and an annualized volatility of 24.8%.

1Y CAGR
+1.3%
3Y CAGR
+6.0%
5Y CAGR
-3.5%
10Y CAGR
+7.9%

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 →
42.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +74.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -28.9%
% 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.
2026-2.7-0.8-6.75.0————————-5.4%
2025-1.2-4.65.6-1.0-2.11.12.5-4.43.8-0.53.80.63.3%
2024-0.21.00.8-2.97.40.9-6.32.84.1-6.8-2.06.84.6%
20232.64.00.4-1.7-4.04.53.1-3.6-2.8-2.714.43.317.3%
2022-15.1-6.6-10.1-5.03.5-7.84.1-6.0-5.66.620.9-7.5-28.9%
202119.6-1.610.712.0-1.50.1-3.20.0-8.44.35.11.141.3%
2020-2.6-6.7-16.818.5-2.79.1-2.63.8-6.0-10.610.92.0-8.7%
201923.87.3-6.49.1-2.07.9-3.8-1.9-6.111.912.29.374.4%
2018-0.4-4.2-4.96.3-0.4-4.3-1.11.1-9.5-3.5-1.0-9.3-27.9%
2017-11.06.12.91.7-6.1-3.71.3-3.611.54.2-5.210.96.6%
2016———-4.89.611.77.85.37.59.0-4.31.350.2%

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 24.8%. The dominant macroeconomic risk driver is QUAL.US, accounting for 29.7% of variance. Idiosyncratic stock-specific factors contribute 29.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019522.49161484449
2016-05-0110437.719779042414
2016-06-0111655.828557121687
2016-07-0112561.876470362677
2016-08-0113226.283035933804
2016-09-0114212.269055787505
2016-10-0115491.36898518754
2016-11-0114825.180503583004
2016-12-0115024.146090047663
2017-01-0113366.64839638835
2017-02-0114176.743514615095
2017-03-0114594.2306521136
2017-04-0114846.49582828645
2017-05-0113945.79366314569
2017-06-0113423.962936146505
2017-07-0113600.327511655762
2017-08-0113109.398366501784
2017-09-0114620.350383337505
2017-10-0115227.645412242891
2017-11-0114440.354308063961
2017-12-0116009.477988825809
2018-01-0115945.84779730367
2018-02-0115273.09554904442
2018-03-0114527.623081902728
2018-04-0115436.738597429081
2018-05-0115382.198433267244
2018-06-0114720.746690485697
2018-07-0114553.449586437588
2018-08-0114720.746690485697
2018-09-0113326.724454880308
2018-10-0112862.050376345178
2018-11-0112731.947950007105
2018-12-0111542.394940260703
2019-01-0114293.244733761443
2019-02-0115334.109256264337
2019-03-0114349.00291647776
2019-04-0115650.072291656797
2019-05-0115334.109256264337
2019-06-0116552.488705133495
2019-07-0115924.645252096008
2019-08-0115620.230837071973
2019-09-0114668.935790121868
2019-10-0116419.296120610903
2019-11-0118417.026997155703
2019-12-0120129.35808166589
2020-01-0119596.63285537383
2020-02-0118283.83441263311
2020-03-0115220.675639403351
2020-04-0118036.50897837566
2020-05-0117541.835553961606
2020-06-0119135.83839149372
2020-07-0118630.721585769934
2020-08-0119330.1123509337
2020-09-0118164.46859429381
2020-10-0116247.781063420422
2020-11-0118015.577103957887
2020-12-0118373.110661496856
2021-01-0121968.2954281448
2021-02-0121610.76187060583
2021-03-0123914.846969502167
2021-04-0126775.09287391478
2021-05-0126377.838377960183
2021-06-0126412.50679496462
2021-07-0125563.096744507075
2021-08-0125563.096744507075
2021-09-0123419.361532718463
2021-10-0124430.542491930628
2021-11-0125684.447481972198
2021-12-0125967.56912819194
2022-01-0122044.128361110925
2022-02-0120588.009735126077
2022-03-0118504.927336170866
2022-04-0117574.631831336006
2022-05-0118181.34040686331
2022-06-0116754.679785177614
2022-07-0117441.506914510886
2022-08-0116400.84539510041
2022-09-0115485.075889322714
2022-10-0116504.918313811202
2022-11-0119959.91816719786
2022-12-0118461.371894898533
2023-01-0118940.07574270937
2023-02-0119689.337600909457
2023-03-0119772.591424698257
2023-04-0119439.57612954304
2023-05-0118669.495176420965
2023-06-0119513.49181108081
2023-07-0120112.576492693013
2023-08-0119385.103633078677
2023-09-0118850.190484568382
2023-10-0118336.68288435816
2023-11-0120968.43753030949
2023-12-0121653.12184922284
2024-01-0121610.333308521844
2024-02-0121824.298567925965
2024-03-0121995.452730729932
2024-04-0121353.579508416733
2024-05-0122936.89084974839
2024-06-0123141.54052280063
2024-07-0121695.1886011508
2024-08-0122308.799281820175
2024-09-0123229.192746925066
2024-10-0121651.362489088584
2024-11-0121213.078812567248
2024-12-0122659.430734217076
2025-01-0122396.45150594461
2025-02-0121366.481482734584
2025-03-0122571.778510092638
2025-04-0122352.62539388239
2025-05-0121892.41738338036
2025-06-0122127.33707310141
2025-07-0122691.234552028563
2025-08-0121698.774989116777
2025-09-0122533.343257928966
2025-10-0122420.563762143534
2025-11-0123277.687930112806
2025-12-0123413.023325055317
2026-01-0122781.458148656908
2026-02-0122601.010955400223
2026-03-0121089.765711875454
2026-04-0122149.8929722585
Annual Return Matrix
YearAnnual Return
20170.0655832213606371
2018-0.2790274018730037
20190.7439498635983457
2020-0.08724805893182697
20210.41334636287856363
2022-0.2890604506042975
20230.17288801571709245
20240.0464740785186295
20250.03325734876914965
2026-0.053949903660886256
Total Factor Risk
0.24802756151529243
VTI.US Exposure
0.2622076947001485
VEA.US Exposure
-0.03732798521948223
VWO.US Exposure
-0.0013945976675158117
QQQ.US Exposure
-0.12010436658645376
VTV.US Exposure
-0.052317122713123256
IJR.US Exposure
0.03456986778251
QUAL.US Exposure
0.2968798951489473
SHV.US Exposure
0.0936386078524699
TLT.US Exposure
-0.03493920320966652
LQD.US Exposure
0.25572449624592714
HYG.US Exposure
-0.01120133356634359
GLD.US Exposure
-0.0015752146400194868
USO.US Exposure
-0.0006433787299843865
VNQ.US Exposure
-0.010786388901730322
BTC-USD.CC Exposure
0.0026296995000060493
CPER.US Exposure
0.027087386381471384
VIX.INDX Exposure
-0.011263209762254651
UUP.US Exposure
0.0012077378841294938
TIP.US Exposure
0.012292387158617411
Idiosyncratic Exposure
0.295315028342347
Value Score
45.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.8%

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 →11.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.29%
Market Cap$620.7M
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 →
-0.1%
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 →
-1.5%
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 →
7.2% 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 →
0.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CEWE Stiftung & Co. KGaA a high-risk investment?

CEWE Stiftung & Co. KGaA (CWC.XETRA) has an annualized volatility of 24.8% and experienced a maximum drawdown of 42.2% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, CWC.XETRA has generated a Compound Annual Growth Rate (CAGR) of 7.9%. 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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