Douglas AG

10-Year Study

DOU.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Douglas AG has compounded at -23.2% annually over the last 10 years, with a maximum drawdown of 94.5% and an annualized volatility of 352.4%.

1Y CAGR
-81.9%
3Y CAGR
-55.4%
5Y CAGR
-43.6%
10Y CAGR
-23.2%

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 →
94.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
6.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
320.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +33.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -75.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-75.511.1-15.38.4————————-75.0%
2025-77.2253.7-10.0-84.0397.1-79.8410.015.2-17.1-20.728.3-16.9-52.0%
2024-10.0-3.80.9-21.8-78.1350.725.5-6.611.5-14.79.1-18.2-33.1%
2023—4.96.61.8-0.215.92.4-8.9-16.4-8.725.413.833.8%
2022-19.3-8.6-12.4-9.210.0-11.723.8—-25.65.78.68.7-34.6%
202152.5-3.939.410.99.1-11.50.7-1.6-5.3-3.1-0.25.9110.0%
2019—————4.4—————2.26.6%

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 352.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.3% of variance. Idiosyncratic stock-specific factors contribute 33.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-06-0110435.564314210527
2019-12-0110664.308669747075
2021-01-0116264.750111287549
2021-02-0115634.565552170017
2021-03-0121798.884270830316
2021-04-0124166.081775501953
2021-05-0126362.270095022744
2021-06-0123319.770076423927
2021-07-0123482.77566306449
2021-08-0123110.193051281993
2021-09-0121876.748358224104
2021-10-0121197.806027993272
2021-11-0121151.2345894919
2021-12-0122389.773692922314
2022-01-0118062.889319048998
2022-02-0116515.80638531264
2022-03-0114472.433721310214
2022-04-0113140.748409745602
2022-05-0114449.875299093967
2022-06-0112755.796196491898
2022-07-0115789.564209168851
2022-09-0111744.298130047151
2022-10-0112413.051639532934
2022-11-0113476.943962263165
2022-12-0114646.353204975954
2023-02-0115364.58956185517
2023-03-0116381.909335706874
2023-04-0116680.279890547903
2023-05-0116652.61262305616
2023-06-0119293.424823969133
2023-07-0119759.15031275438
2023-08-0118002.49035387609
2023-09-0115053.135433034318
2023-10-0113738.915243690588
2023-11-0117227.493737750458
2023-12-0119599.784542417463
2024-01-0117632.092964328356
2024-02-0116959.70074891608
2024-03-0117112.5175148116
2024-04-0113388.164867467049
2024-05-012925.3410162549226
2024-06-0113185.894123984046
2024-07-0116553.64581789215
2024-08-0115465.157530872093
2024-09-0117249.323752555116
2024-10-0114705.296465702837
2024-11-0116036.593145264313
2024-12-0113121.828693455847
2025-01-012998.110693276189
2025-02-0110605.453128815185
2025-03-019540.105101638928
2025-04-011522.3416432848999
2025-05-017568.0464102117385
2025-06-011531.0740045274517
2025-07-017808.186566457349
2025-08-018991.42111508737
2025-09-017457.436745422387
2025-10-015910.120077295574
2025-11-017579.90801413599
2025-12-016296.032211597024
2026-01-011542.7171528508543
2026-02-011714.453590621044
2026-03-011452.4827533444836
2026-04-011574.7358107402117
Annual Return Matrix
YearAnnual Return
2022-0.3458463043953923
20230.3382023680651527
2024-0.33051158470350284
2025-0.5201863735092811
2026-0.74988441008297
Total Factor Risk
3.5235797984501755
VTI.US Exposure
-0.005037012967742125
VEA.US Exposure
0.00276135284210225
VWO.US Exposure
0.0000743282347416012
QQQ.US Exposure
0.05873358501372953
VTV.US Exposure
0.011227514283493752
IJR.US Exposure
0.0033184584604830374
QUAL.US Exposure
0.006244422407835249
SHV.US Exposure
0.5133802865750672
TLT.US Exposure
0.011265887279681093
LQD.US Exposure
-0.0011987107726081005
HYG.US Exposure
0.004581006365887577
GLD.US Exposure
0.00009144372008365562
USO.US Exposure
0.000854325287292293
VNQ.US Exposure
0.01156034461994581
BTC-USD.CC Exposure
0.0016899775252498827
CPER.US Exposure
0.013412441819142723
VIX.INDX Exposure
0.017100337002896208
UUP.US Exposure
0.01559947543950369
TIP.US Exposure
-0.00035512100737168753
Idiosyncratic Exposure
0.3346956578705864
Value Score
47.2
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
352.4%

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 →7.0x
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$1.1B
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 →
-68.3%
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 →
84.1% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Douglas AG a high-risk investment?

Douglas AG (DOU.XETRA) has an annualized volatility of 352.4% and experienced a maximum drawdown of 94.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DOU.XETRA has generated a Compound Annual Growth Rate (CAGR) of -23.2%. It has had a positive return in 20% 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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