Deutsche Rohstoff AG

10-Year Study

DR0.XETRA · Energy · DE · Common Stock

Executive Summary: Deutsche Rohstoff AG has compounded at 22.5% annually over the last 10 years, with a maximum drawdown of 73.2% and an annualized volatility of 37.0%.

1Y CAGR
+205.5%
3Y CAGR
+61.7%
5Y CAGR
+50.4%
10Y CAGR
+22.5%

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 →
73.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +138.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -42.8%
% 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.
20268.836.433.1-2.3————————93.1%
202511.25.3-4.0-4.63.014.24.10.117.10.3-2.86.259.5%
2024-2.0-2.410.028.3-12.34.82.1-5.3-7.0-5.51.5-3.63.1%
20233.12.6-7.313.3-8.55.43.2-0.28.912.04.0-7.230.1%
202214.39.916.1-7.48.40.6-4.4-3.2-23.925.1-2.32.830.2%
202117.622.0-1.65.815.717.3-5.5-4.026.221.5-16.21.0138.8%
20205.0-28.6-33.94.34.111.9-2.84.6-14.3-16.939.2-5.8-42.8%
201912.310.44.07.7-11.00.9-6.8-17.36.8-2.80.49.59.5%
201811.41.83.86.0-1.41.20.4-17.7-0.5-11.8-8.3-12.8-27.8%
2017-9.2-2.6-6.71.0-6.5-11.55.0-12.322.8-0.8-2.73.2-22.3%
2016———1.49.30.6-4.215.915.22.87.316.583.2%

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 37.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.4% of variance. Idiosyncratic stock-specific factors contribute 36.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110135.094881813882
2016-05-0111077.692698568451
2016-06-0111145.24013947539
2016-07-0110678.71598535158
2016-08-0112376.163025003943
2016-09-0114261.533878852659
2016-10-0114654.55310052391
2016-11-0115729.35466348934
2016-12-0118324.28028245519
2017-01-0116633.754446216117
2017-02-0116198.945173555745
2017-03-0115117.222407177025
2017-04-0115270.277373797551
2017-05-0114275.376285679242
2017-06-0112626.640500429292
2017-07-0113263.829265301118
2017-08-0111638.047344535753
2017-09-0114287.992150128786
2017-10-0114169.806031084088
2017-11-0113793.783182351808
2017-12-0114237.879133009761
2018-01-0115863.573443605334
2018-02-0116150.05869881376
2018-03-0116758.86176867411
2018-04-0117761.472551733805
2018-05-0117510.819855968883
2018-06-0117725.727602460094
2018-07-0117796.42900947942
2018-08-0114647.281456431463
2018-09-0114574.03935448827
2018-10-0112860.296823255245
2018-11-0111791.10231115628
2018-12-0110282.367577228364
2019-01-0111542.02659844755
2019-02-0112743.162026248006
2019-03-0113255.769129680575
2019-04-0114281.070946715496
2019-05-0112706.540975276412
2019-06-0112816.404128191201
2019-07-0111938.988277759283
2019-08-019874.104186013914
2019-09-0110549.929035762472
2019-10-0110249.513763557674
2019-11-0110287.098526396945
2019-12-0111263.251038180513
2020-01-0111826.40920958105
2020-02-018447.46018117783
2020-03-015586.550086734068
2020-04-015826.864782463948
2020-05-016067.09186802404
2020-06-016787.948345043893
2020-07-016598.797988470502
2020-08-016902.192006448109
2020-09-015916.227155648228
2020-10-014915.018135305147
2020-11-016841.5657689544605
2020-12-016447.144784566593
2021-01-017584.850449440172
2021-02-019253.561353401905
2021-03-019101.820539328204
2021-04-019632.73816824657
2021-05-0111149.708258134606
2021-06-0113083.877976555521
2021-07-0112363.284330045033
2021-08-0111870.30190464509
2021-09-0114980.11249145801
2021-10-0118203.64107865641
2021-11-0115245.571305917192
2021-12-0115397.2245098211
2022-01-0117596.853042701197
2022-02-0119341.34674352999
2022-03-0122451.157330342907
2022-04-0120782.534036550962
2022-05-0122527.027737379758
2022-06-0122672.63583956826
2022-07-0121670.02505650856
2022-08-0120975.97729144399
2022-09-0115963.361426994446
2022-10-0119973.454118554084
2022-11-0119510.78481190097
2022-12-0120050.63867813776
2023-01-0120667.50188361865
2023-02-0121207.355749855444
2023-03-0119664.978710728745
2023-04-0122286.975872159244
2023-05-0120397.662560670044
2023-06-0121505.75598815511
2023-07-0122189.115312505477
2023-08-0122148.90224457255
2023-09-0124118.641691927598
2023-10-0127012.843650890998
2023-11-0128098.158434231053
2023-12-0126088.29352911286
2024-01-0125565.698866324405
2024-02-0124962.76567783988
2024-03-0127455.012177813605
2024-04-0135213.15554309545
2024-05-0130871.808799565453
2024-06-0132354.786143575548
2024-07-0133025.35438313679
2024-08-0131265.090851746074
2024-09-0129085.787878256913
2024-10-0127493.21021184139
2024-11-0127912.24965393983
2024-12-0126906.397294597962
2025-01-0129923.954372623575
2025-02-0131516.532039039095
2025-03-0130259.238492404198
2025-04-0128876.224352122794
2025-05-0129756.35611781816
2025-06-0133992.74587794151
2025-07-0135394.50859455766
2025-08-0135438.313679451916
2025-09-0141483.41539485904
2025-10-0141614.8306495418
2025-11-0140432.09335739693
2025-12-0142928.98319636944
2026-01-0146696.220497275324
2026-02-0163692.59343624608
2026-03-0184806.64435527677
2026-04-0182879.22061992956
Annual Return Matrix
YearAnnual Return
2017-0.2230047285053811
2018-0.27781606507747025
20190.0953947088143825
2020-0.4275946826798174
20211.3882237834458953
20220.3022242200435854
20230.3011203257858448
20240.03135903713181354
20250.5954935447633622
20260.930612244897959
Total Factor Risk
0.36955879733486846
VTI.US Exposure
0.00298417419533824
VEA.US Exposure
0.008149715031136963
VWO.US Exposure
0.0015369340838283614
QQQ.US Exposure
-0.0019400257207493764
VTV.US Exposure
0.04841082218832975
IJR.US Exposure
0.004028117950005443
QUAL.US Exposure
0.0007257505267869434
SHV.US Exposure
0.23417136782328313
TLT.US Exposure
-0.006727138587952264
LQD.US Exposure
0.009692711836048445
HYG.US Exposure
0.027209512357660302
GLD.US Exposure
0.013887768814697301
USO.US Exposure
0.19894358477882618
VNQ.US Exposure
0.00899076892508631
BTC-USD.CC Exposure
0.003879130965116015
CPER.US Exposure
0.02027630232485217
VIX.INDX Exposure
0.01443082497445032
UUP.US Exposure
0.020256393427767177
TIP.US Exposure
0.02249974304311331
Idiosyncratic Exposure
0.3685935410623753
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.0%

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 →13.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.19%
Market Cap$476.5M
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 →
+18.1%
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 →
+76.7%
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 →
7.1% 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 →
0.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Deutsche Rohstoff AG a high-risk investment?

Deutsche Rohstoff AG (DR0.XETRA) has an annualized volatility of 37.0% and experienced a maximum drawdown of 73.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of DR0.XETRA?

Over the past 10 years, DR0.XETRA has generated a Compound Annual Growth Rate (CAGR) of 22.5%. 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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