Deutz AG

10-Year Study

DEZ.XETRA · Industrials · DE · Common Stock

Executive Summary: Deutz AG has compounded at 11.1% annually over the last 10 years, with a maximum drawdown of 99.9% and an annualized volatility of 472.7%.

1Y CAGR
+206034.5%
3Y CAGR
+510.6%
5Y CAGR
+112.0%
10Y CAGR
+11.1%

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 →
99.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
72036697855.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
67732719622770.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47337.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +139900.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -97.7%
% 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.
2026150316.715.4-32.519.4————————139900.0%
20254.0-7.83.21.0-7.1-6.5-4.7-4.90.0-5.1-5.42.9-27.3%
2024-25.2-18.7-7.4-4.8-23.5-6.635.37.811.35.8-27.4-6.6-55.4%
202312.96.4-14.12.8-21.87.23.3-5.1-0.9-33.7-63.873.4-64.1%
2022-0.9-11.119.8-12.918.8-3.2-4.7-6.5-7.1-5.7-18.8-29.4-52.7%
2021-12.374.2-7.4-12.2-9.4-19.8-7.3-1.33.4-17.8-3.8-13.2-41.3%
2020-12.4-11.9-10.6192.2-11.6-7.519.6-3.01.5-6.123.5-1.5121.6%
201920.62.617.2-98.3-0.23.7-13.7-8.763.4-20.23.4-16.3-97.7%
2018-1.42.9-3.110.0-13.4-5.017.5-3.21.9-14.2-1.5-20.6-30.8%
201714.8-7.213.610.52.02.3-15.01.87.06.5-3.88.343.2%
2016———8.8-2.2-15.111.4-2.812.20.214.53.730.5%

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 472.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 38.7% of variance. Idiosyncratic stock-specific factors contribute 28.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110875.820519737434
2016-05-0110636.633396277313
2016-06-019025.866978389233
2016-07-0110050.954650361178
2016-08-019765.30887510116
2016-09-0110961.244492401762
2016-10-0110983.125018733326
2016-11-0112579.50424122531
2016-12-0113045.589425411383
2017-01-0114978.569073524564
2017-02-0113899.829152054672
2017-03-0115789.04774750472
2017-04-0117451.068548991396
2017-05-0117793.06417288613
2017-06-0118194.706711027186
2017-07-0115471.3305158409
2017-08-0115747.384827503522
2017-09-0116844.108743218534
2017-10-0117940.83265893355
2017-11-0117250.846746395706
2017-12-0118677.576956508707
2018-01-0118409.015975781553
2018-02-0118951.233402271977
2018-03-0118359.859724844886
2018-04-0120192.4287384228
2018-05-0117479.842939783593
2018-06-0116613.613883643557
2018-07-0119526.721218115876
2018-08-0118911.368881695293
2018-09-0119262.955969187424
2018-10-0116525.49231184246
2018-11-0116274.315858885591
2018-12-0112921.499865120042
2019-01-0115583.730479872913
2019-02-0115985.672751251388
2019-03-0118735.725204567934
2019-04-01327.3086975480007
2019-05-01326.70922092556316
2019-06-01338.6985523875153
2019-07-01292.23989576393404
2019-08-01266.76258594766887
2019-09-01435.8121349961409
2019-10-01347.69054540101274
2019-11-01359.67987686296493
2019-12-01300.9321727980792
2020-01-01263.76524749921424
2020-02-01232.29326078603975
2020-03-01207.71514357156443
2020-04-01606.9598075594115
2020-05-01536.5225103437923
2020-06-01496.3582465964728
2020-07-01593.471806873232
2020-08-01575.487820846237
2020-09-01583.8803595691634
2020-10-01548.5118194738781
2020-11-01677.3971047750306
2020-12-01666.9064425373057
2021-01-01585.0792681503056
2021-02-011019.0930179428668
2021-03-01944.1596907226995
2021-04-01828.7623614439935
2021-05-01750.8317404391044
2021-06-01602.463822218596
2021-07-01558.7027434003841
2021-08-01551.5091579223327
2021-09-01570.0926205717652
2021-10-01468.78276860167625
2021-11-01450.79878257468135
2021-12-01391.4516242192245
2022-01-01387.85480914833244
2022-02-01344.6932292844246
2022-03-01413.0323806533788
2022-04-01359.67987686296493
2022-05-01427.41959627321455
2022-06-01413.6318572758163
2022-07-01394.1492243564605
2022-08-01368.6718922083288
2022-09-01342.59508343775974
2022-10-01323.1124281865374
2022-11-01262.2665782749869
2022-12-01185.23513870595423
2023-01-01209.21379046392528
2023-02-01222.70179115010478
2023-03-01191.22980443693032
2023-04-01196.62500471140208
2023-05-01153.76315199277977
2023-06-01164.85327968700886
2023-07-01170.24847996148065
2023-08-01161.5562140932687
2023-09-01160.05754486904138
2023-10-01106.10556445618997
2023-11-0138.36585342039026
2023-12-0166.54077733130784
2024-01-0149.75571663435481
2024-02-0140.46398810112186
2024-03-0137.46665523563383
2024-04-0135.66825607463767
2024-05-0127.275725726161152
2024-06-0125.477326565164994
2024-07-0134.4693223701458
2024-08-0137.166922507381685
2024-09-0141.36318628587829
2024-10-0143.76105369486205
2024-11-0131.7717222329099
2024-12-0129.673590343661598
2025-01-0130.872524048153476
2025-02-0128.474656639169726
2025-03-0129.373857615409456
2025-04-0129.673590343661598
2025-05-0127.575458454413294
2025-06-0125.77705929341714
2025-07-0124.57812558892526
2025-08-0123.379191884433386
2025-09-0123.379191884433386
2025-10-0122.180259575683166
2025-11-0120.98132726693294
2025-12-0121.580792723437224
2026-01-0132461.10961244492
2026-02-0137466.65467733717
2026-03-0125297.48523813805
2026-04-0130213.11033180469
Annual Return Matrix
YearAnnual Return
20170.43171583494164123
2018-0.308181147093751
2019-0.976710739779489
20201.2161354046540898
2021-0.41303367421386494
2022-0.5267994121229727
2023-0.6407767025405696
2024-0.5540540472511133
2025-0.2727272812793625
20261399.000024048819
Total Factor Risk
4.72666445240863
VTI.US Exposure
0.386572286442472
VEA.US Exposure
0.03518565773263028
VWO.US Exposure
0.006011019231017855
QQQ.US Exposure
0.035942892927948465
VTV.US Exposure
0.049033695190644655
IJR.US Exposure
0.03434639846480732
QUAL.US Exposure
0.0030307298795443144
SHV.US Exposure
0.0550118797121865
TLT.US Exposure
0.000030203089305263148
LQD.US Exposure
0.004957980785893588
HYG.US Exposure
0.00979214139869958
GLD.US Exposure
-0.00004816354841370298
USO.US Exposure
0.0012431324456827124
VNQ.US Exposure
0.017793412268211434
BTC-USD.CC Exposure
0.0038347659123413686
CPER.US Exposure
0.0003559678810917933
VIX.INDX Exposure
0.008675181255678847
UUP.US Exposure
0.053821146995715434
TIP.US Exposure
0.01266509179946385
Idiosyncratic Exposure
0.28174458013507836
Value Score
37.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
472.7%

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 →31.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.88%
Market Cap$1.3B
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 →
-3.0%
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 →
+134.1%
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 →
19.4% 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 →
1.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Deutz AG a high-risk investment?

Deutz AG (DEZ.XETRA) has an annualized volatility of 472.7% and experienced a maximum drawdown of 99.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, DEZ.XETRA has generated a Compound Annual Growth Rate (CAGR) of 11.1%. 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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