Dürr Aktiengesellschaft

10-Year Study

DUE.XETRA · Industrials · DE · Common Stock

Executive Summary: Dürr Aktiengesellschaft has compounded at -1.8% annually over the last 10 years, with a maximum drawdown of 64.8% and an annualized volatility of 47.6%.

1Y CAGR
-4.3%
3Y CAGR
-5.3%
5Y CAGR
-6.3%
10Y CAGR
-1.8%

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 →
64.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +42.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -38.0%
% 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.
2026-0.28.7-23.317.3————————-2.4%
202511.55.5-8.2-10.313.8-1.30.0-6.2-5.81.2-3.615.88.5%
2024-0.3-4.14.812.50.1-15.52.8-3.011.7-3.42.5-1.93.2%
202310.82.2-7.5-5.0-10.88.4-4.3-3.0-6.7-24.64.45.7-30.5%
2022-2.8-17.1-17.1-7.45.6-14.610.3-9.3-2.424.920.4-2.2-19.9%
20210.4-2.48.5-1.5-2.9-4.725.93.2-10.75.1-10.214.221.2%
2020-10.73.8-33.614.13.58.90.119.2-5.1-6.124.29.113.9%
201916.90.7-2.714.8-22.2-1.3-9.5-14.93.211.05.78.72.3%
20184.1-9.0-11.7-7.512.8-7.4-5.75.8-2.3-18.74.1-6.9-38.0%
20174.8-2.16.89.38.67.2-1.0-5.015.64.6-10.60.842.8%
2016———1.28.6-2.613.4-1.7-1.4-9.110.91.420.2%

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 47.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.5% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110123.064642197869
2016-05-0110988.674726846386
2016-06-0110705.251866757579
2016-07-0112144.359814405218
2016-08-0111934.942043205667
2016-09-0111764.89664233091
2016-10-0110691.074487369246
2016-11-0111860.93695431641
2016-12-0112021.544627563155
2017-01-0112600.987843208995
2017-02-0112331.742362508521
2017-03-0113175.691407094511
2017-04-0114406.961467462706
2017-05-0115640.310322462623
2017-06-0116761.48741913489
2017-07-0116592.356687898093
2017-08-0115761.129866458234
2017-09-0118227.411817531723
2017-10-0119065.082902329912
2017-11-0117035.347823917782
2017-12-0117164.233091084465
2018-01-0117864.953185544895
2018-02-0116262.119372702933
2018-03-0114359.60652575211
2018-04-0113286.782192213666
2018-05-0114982.870732234622
2018-06-0113877.284595300262
2018-07-0113085.596447755734
2018-08-0113845.894796361279
2018-09-0113521.561257920208
2018-10-0110992.998619680366
2018-11-0111439.440554788713
2018-12-0110647.752407244185
2019-01-0112450.857294906122
2019-02-0112534.549566779198
2019-03-0112192.754153431675
2019-04-0113995.859041093614
2019-05-0110884.319236334006
2019-06-0110748.033460278391
2019-07-019729.548818413134
2019-08-018277.095009229848
2019-09-018538.898405148759
2019-10-019482.089105453095
2019-11-0110020.03958024979
2019-12-0110895.087392526319
2020-01-019725.931715753939
2020-02-0110095.333521810715
2020-03-016702.740682842461
2020-04-017645.931383146797
2020-05-017914.511649565117
2020-06-018620.511882390116
2020-07-018627.91239127904
2020-08-0110285.127471686817
2020-09-019757.529394156094
2020-10-019162.994129483961
2020-11-0111377.575626548702
2020-12-0112410.528679050742
2021-01-0112462.581696629028
2021-02-0112157.871979511401
2021-03-0113190.866607906073
2021-04-0112990.179774159751
2021-05-0112615.331526167867
2021-06-0112023.1660873759
2021-07-0115133.915950175451
2021-08-0115621.14383595816
2021-09-0113949.58507259151
2021-10-0114654.213300959571
2021-11-0113162.553425022035
2021-12-0115036.462057840383
2022-01-0114616.71184580333
2022-02-0112120.619979710966
2022-03-0110051.803562222482
2022-04-019309.71545459081
2022-05-019832.324425005405
2022-06-018394.92108895578
2022-07-019258.909713791556
2022-08-018394.92108895578
2022-09-018196.146746270642
2022-10-0110237.564650513046
2022-11-0112324.799188438577
2022-12-0112049.56677919875
2023-01-0113349.312334735827
2023-02-0113647.49463670985
2023-03-0112630.631454657332
2023-04-0112003.708569622991
2023-05-0110710.324125658979
2023-06-0111611.356870832016
2023-07-0111117.72629758361
2023-08-0110788.69468327485
2023-09-0110067.851856779364
2023-10-017588.099316492326
2023-11-017921.0806406013535
2023-12-018375.50514709551
2024-01-018352.014767757064
2024-02-018007.2674660324965
2024-03-018391.179258618682
2024-04-019441.053699422926
2024-05-019448.786815452928
2024-06-017981.490412599158
2024-07-018207.205933711397
2024-08-017961.326104671468
2024-09-018892.501372004457
2024-10-018594.19434235253
2024-11-018811.885716186327
2024-12-018642.58868137899
2025-01-019634.215296602419
2025-02-0110166.30357053766
2025-03-019327.842543779416
2025-04-018364.445959654755
2025-05-019520.879413281004
2025-06-019396.15173537776
2025-07-019396.15173537776
2025-08-018814.08923849595
2025-09-018298.548169829208
2025-10-018398.330312151802
2025-11-018098.983885184016
2025-12-019375.363789060553
2026-01-019354.575842743345
2026-02-0110165.305749114434
2026-03-017799.637458216229
2026-04-019146.696379571269
Annual Return Matrix
YearAnnual Return
20170.4277893251529499
2018-0.37965463701521895
20190.0232288445319091
20200.13909400006868844
20210.2115891632579907
2022-0.19864348855149683
2023-0.3049123424458545
20240.03188864785977752
20250.08478653036680694
2026-0.024390243902439046
Total Factor Risk
0.4759743343347175
VTI.US Exposure
-0.0354429742794563
VEA.US Exposure
0.33287229007094743
VWO.US Exposure
-0.025846183551582153
QQQ.US Exposure
-0.019395485401174528
VTV.US Exposure
0.06604442323800586
IJR.US Exposure
0.044358010365770174
QUAL.US Exposure
-0.04061153668264987
SHV.US Exposure
0.4354572426706588
TLT.US Exposure
0.024211040860993484
LQD.US Exposure
0.0012732998925827673
HYG.US Exposure
0.034228922809858085
GLD.US Exposure
-0.011300909561478669
USO.US Exposure
0.03162881940893025
VNQ.US Exposure
-0.04180645464490419
BTC-USD.CC Exposure
0.003742309412524149
CPER.US Exposure
0.04584435009340636
VIX.INDX Exposure
0.0013907376716270382
UUP.US Exposure
0.0076200110796529035
TIP.US Exposure
-0.002401476539643275
Idiosyncratic Exposure
0.14813356308593165
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.6%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.07%
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 →
+2.8%
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 →
+3.1%
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 →
12.4% 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 →
1.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Dürr Aktiengesellschaft a high-risk investment?

Dürr Aktiengesellschaft (DUE.XETRA) has an annualized volatility of 47.6% and experienced a maximum drawdown of 64.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DUE.XETRA has generated a Compound Annual Growth Rate (CAGR) of -1.8%. 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.

Run a Full Backtest on Dürr Aktiengesellschaft

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest