Drägerwerk AG & Co. KGaA (pref)

10-Year Study

DRW3.XETRA · Healthcare · DE · Common Stock

Executive Summary: Drägerwerk AG & Co. KGaA (pref) has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 60.5% and an annualized volatility of 35.3%.

1Y CAGR
+50.1%
3Y CAGR
+35.0%
5Y CAGR
+7.3%
10Y CAGR
+6.0%

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 →
60.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +54.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -35.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202628.10.81.57.2————————40.3%
202522.2-4.216.7-6.116.40.14.6-5.8-4.815.9-3.6-1.454.3%
2024-7.70.75.7-2.45.0-1.2-2.1-5.72.1-4.7-2.56.8-6.9%
2023-1.60.52.520.4-14.40.14.9-2.4-4.812.08.70.224.6%
2022-7.1-0.8-1.6-5.94.31.23.1-7.9-9.1-4.96.1-3.5-24.1%
202112.1-10.18.413.2-3.77.0-2.9-7.7-1.0-3.7-16.0-3.4-11.8%
2020-5.610.752.3-14.0-6.31.79.5-10.64.2-6.5-5.5-3.713.3%
20194.01.9-14.526.6-9.314.6-11.6-11.6-6.029.15.80.220.0%
20188.67.3-8.3-20.7-1.52.86.75.9-21.4-13.21.4-3.2-35.1%
20172.15.312.84.24.1-11.7-1.3-1.24.45.2-28.72.8-8.9%
2016———-2.73.9-9.18.16.01.61.914.37.133.6%

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 35.3%. The dominant macroeconomic risk driver is TIP.US, accounting for 19.7% of variance. Idiosyncratic stock-specific factors contribute 32.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019734.980071109694
2016-05-0110118.12666576404
2016-06-019200.60018510035
2016-07-019950.089675369598
2016-08-0110543.30105514618
2016-09-0110714.695075922673
2016-10-0110919.715041907239
2016-11-0112477.525516212972
2016-12-0113358.087568415724
2017-01-0113638.724180077787
2017-02-0114356.294061023764
2017-03-0116196.410388617996
2017-04-0116880.354324355907
2017-05-0117567.803667509324
2017-06-0115507.143426804681
2017-07-0115303.421759862898
2017-08-0115124.961282867833
2017-09-0115789.968599710293
2017-10-0116608.17520360111
2017-11-0111845.420806540458
2017-12-0112172.035751446212
2018-01-0113215.831087585108
2018-02-0114175.459551493323
2018-03-0112996.974963230317
2018-04-0110303.301203523211
2018-05-0110144.537777720076
2018-06-0110432.92708938047
2018-07-0111136.939018893961
2018-08-0111790.05762593037
2018-09-019270.893804702439
2018-10-018051.178948266493
2018-11-018163.129420012723
2018-12-017901.8931054756695
2019-01-018220.810991770639
2019-02-018380.279208482716
2019-03-017169.040390083221
2019-04-019075.79655283057
2019-05-018233.107738418708
2019-06-019431.641773328116
2019-07-018342.072122366539
2019-08-017371.66777640323
2019-09-016932.434663100673
2019-10-018946.448873911051
2019-11-019465.694302507385
2019-12-019482.720567097022
2020-01-018954.96200620587
2020-02-019916.853219874361
2020-03-0115100.85001493044
2020-04-0112989.797224236645
2020-05-0112168.585985418245
2020-06-0112373.383385852621
2020-07-0113550.996259044043
2020-08-0112117.395908874245
2020-09-0112629.38940996018
2020-10-0111806.360552481885
2020-11-0111156.172391856328
2020-12-0110745.501857494988
2021-01-0112045.915273004468
2021-02-0110831.059764414365
2021-03-0111737.921645798055
2021-04-0113286.440008383302
2021-05-0112797.036910641786
2021-06-0113689.042541550205
2021-07-0113294.508009577738
2021-08-0112265.253622718008
2021-09-0112136.592187578246
2021-10-0111682.002051312487
2021-11-019812.191769896895
2021-12-019477.694295088535
2022-01-018808.680798342628
2022-02-018740.056420366975
2022-03-018602.826211544847
2022-04-018096.786338926529
2022-05-018447.883494353326
2022-06-018551.228098158826
2022-07-018818.176928484125
2022-08-018120.656494184548
2022-09-017380.069625922952
2022-10-017018.382059732885
2022-11-017448.953663707164
2022-12-017190.610701322595
2023-01-017078.660229576364
2023-02-017113.102248468472
2023-03-017293.9553051280955
2023-04-018783.73490959202
2023-05-017521.21327900261
2023-06-017529.856241201705
2023-07-017901.596351408747
2023-08-017711.395541641087
2023-09-017339.655431434046
2023-10-018221.46014129203
2023-11-018938.992927979643
2023-12-018956.278852377834
2024-01-018264.67495228751
2024-02-018325.194234810364
2024-03-018800.668438535742
2024-04-018593.20025149907
2024-05-019023.753308344169
2024-06-018916.105770568302
2024-07-018727.74112658972
2024-08-018234.38749033231
2024-09-018404.817060391308
2024-10-018010.15269851456
2024-11-017812.811244011596
2024-12-018342.035028108174
2025-01-0110189.848414313192
2025-02-019759.276810338912
2025-03-0111391.81366812138
2025-04-0110692.160313965804
2025-05-0112445.123681530955
2025-06-0112463.670810713566
2025-07-0113038.631815374458
2025-08-0112278.19951888747
2025-09-0111684.691385043967
2025-10-0113539.404303304915
2025-11-0113057.178944557068
2025-12-0112871.707652730973
2026-01-0116488.39784333982
2026-02-0116618.227747618083
2026-03-0116859.34042699201
2026-04-0118064.903823861623
Annual Return Matrix
YearAnnual Return
2017-0.0887890434087173
2018-0.3508158152972225
20190.20005680164490047
20200.1331665613747539
2021-0.11798495586524482
2022-0.24131223508138855
20230.24555190433692542
2024-0.06858248100510878
20250.5429937190817633
20260.4034582132564841
Total Factor Risk
0.3526335277586197
VTI.US Exposure
-0.024756956466615982
VEA.US Exposure
0.12130600524860329
VWO.US Exposure
0.024410190701101567
QQQ.US Exposure
0.05295244880103329
VTV.US Exposure
0.009150154046305403
IJR.US Exposure
-0.008967956427315816
QUAL.US Exposure
-0.008908056883134174
SHV.US Exposure
0.16196965430707402
TLT.US Exposure
-0.00133805770106721
LQD.US Exposure
0.10824310663879978
HYG.US Exposure
-0.001562437350361454
GLD.US Exposure
0.003970001371148141
USO.US Exposure
0.00239602578602616
VNQ.US Exposure
0.01733169546031675
BTC-USD.CC Exposure
0.007760250372433817
CPER.US Exposure
-0.012177179234427266
VIX.INDX Exposure
0.009317872970348388
UUP.US Exposure
0.014465823127322832
TIP.US Exposure
0.1971421546389845
Idiosyncratic Exposure
0.3272952605934239
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.3%

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 →12.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.49%
Market Cap$1.7B
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 →
+8.2%
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 →
+29.3%
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 →
0.0% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Drägerwerk AG & Co. KGaA (pref) a high-risk investment?

Drägerwerk AG & Co. KGaA (pref) (DRW3.XETRA) has an annualized volatility of 35.3% and experienced a maximum drawdown of 60.5% over the last 10 years. Its primary macro risk driver is TIP.US.

What is the 10-year return of DRW3.XETRA?

Over the past 10 years, DRW3.XETRA has generated a Compound Annual Growth Rate (CAGR) of 6.0%. It has had a positive return in 50% 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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