Energiekontor AG

10-Year Study

EKT.XETRA · Utilities · DE · Common Stock

Executive Summary: Energiekontor AG has compounded at 14.6% annually over the last 10 years, with a maximum drawdown of 71.5% and an annualized volatility of 120.2%.

1Y CAGR
-15.3%
3Y CAGR
-14.4%
5Y CAGR
-3.9%
10Y CAGR
+14.6%

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 →
71.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +179.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -38.6%
% 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.
202628.82.1-2.78.5————————38.9%
20250.10.9-1.3-0.40.10.5-47.33.55.51.66.0-0.7-38.6%
20240.00.1-0.3-0.6-0.10.70.90.40.6-0.51.0-0.71.5%
20231.9-13.4-2.49.2-3.9-28.30.2-0.5-1.7-0.53.51.7-33.5%
2022-11.59.127.44.5-1.4-13.524.4-8.4-4.37.0-3.0-11.79.6%
2021-7.2-0.79.0-2.7-2.50.62.03.04.729.4-4.4-4.724.2%
20200.9-6.5-13.85.515.19.814.716.328.0-8.327.629.2179.5%
20197.95.93.9-3.812.03.90.01.22.98.99.7-1.462.8%
2018-2.1-1.8-1.54.810.11.7-3.60.73.4-7.2-5.3-0.4-2.4%
20171.83.110.88.24.0-13.85.83.3-11.9-4.6-4.2-1.0-1.6%
2016———10.3-6.3-3.92.07.34.5-0.20.12.616.6%

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 120.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 80.5% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111027.166407525086
2016-05-0110332.892309772375
2016-06-019932.204699315287
2016-07-0110132.596791795033
2016-08-0110876.12388577168
2016-09-0111365.466889431853
2016-10-0111342.289008855883
2016-11-0111357.740929239864
2016-12-0111658.280780708279
2017-01-0111866.302258877613
2017-02-0112236.182603069139
2017-03-0113553.748539310653
2017-04-0114671.01895757482
2017-05-0115260.509720223667
2017-06-0113159.821144021555
2017-07-0113924.401479521377
2017-08-0114387.186495021586
2017-09-0112676.852057519774
2017-10-0112097.308468618117
2017-11-0111590.292331018765
2017-12-0111473.533757617313
2018-01-0111228.041372516827
2018-02-0111026.876684017885
2018-03-0110865.886988517294
2018-04-0111389.03106801742
2018-05-0112537.784774063952
2018-06-0112747.448018774083
2018-07-0112286.208195312274
2018-08-0112370.131437897766
2018-09-0112789.457927318032
2018-10-0111866.881705892012
2018-11-0111237.891971761615
2018-12-0111195.978637720069
2019-01-0112076.544950602141
2019-02-0112789.457927318032
2019-03-0113292.611084821387
2019-04-0112789.457927318032
2019-05-0114319.29461983447
2019-06-0114878.267839724957
2019-07-0114878.267839724957
2019-08-0115050.267028499136
2019-09-0115480.313287685785
2019-10-0116856.306797879224
2019-11-0118490.347378485134
2019-12-0118232.396882575064
2020-01-0118404.396071349245
2020-02-0117200.401749929984
2020-03-0114835.292186157012
2020-04-0115652.312476459967
2020-05-0118013.655634639344
2020-06-0119771.021854809896
2020-07-0122670.864438370987
2020-08-0126361.459047582262
2020-09-0133742.64826600481
2020-10-0130930.68847962761
2020-11-0139454.2574869383
2020-12-0150965.35872598917
2021-01-0147274.76411677789
2021-02-0146923.32950254474
2021-03-0151141.12432035695
2021-04-0149735.192714419536
2021-05-0148481.269375259544
2021-06-0148748.684172404806
2021-07-0149728.915371763556
2021-08-0151243.97616541281
2021-09-0153650.22646720813
2021-10-0169424.51254019914
2021-11-0166394.39095290062
2021-12-0163275.22767438941
2022-01-0155967.33850328836
2022-02-0161047.15732952187
2022-03-0177801.77117637402
2022-04-0181277.39094324317
2022-05-0180175.86216887018
2022-06-0169365.60209373522
2022-07-0186301.58285609435
2022-08-0179094.80718900597
2022-09-0175671.53080243754
2022-10-0180986.60511651714
2022-11-0178554.27969907386
2022-12-0169365.60209373522
2023-01-0170716.87253131428
2023-02-0161257.97946826079
2023-03-0159816.60501994264
2023-04-0165311.790780998
2023-05-0162793.03118390684
2023-06-0144994.18607231009
2023-07-0145072.29108426458
2023-08-0144836.83031665648
2023-09-0144077.17332971946
2023-10-0143837.284364178755
2023-11-0145372.288600111846
2023-12-0146151.20198521339
2024-01-0146167.625368228015
2024-02-0146210.72109153558
2024-03-0146073.66799711876
2024-04-0145814.957348352
2024-05-0145758.495982698754
2024-06-0146093.59488781552
2024-07-0146510.980173150914
2024-08-0146682.75520227228
2024-09-0146967.747684692324
2024-10-0146710.71695128103
2024-11-0147155.31612857002
2024-12-0146837.550560618765
2025-01-0146865.62651439948
2025-02-0147286.05848832912
2025-03-0146684.23618028302
2025-04-0146474.607795290125
2025-05-0146501.79221504448
2025-06-0146732.85425691919
2025-07-0124613.279830618885
2025-08-0125468.83382777624
2025-09-0126879.962726368187
2025-10-0127315.93760136079
2025-11-0128946.0209939859
2025-12-0128750.22980652619
2026-01-0137036.3216703526
2026-02-0137808.91768955161
2026-03-0136794.8854143529
2026-04-0139933.55674234889
Annual Return Matrix
YearAnnual Return
2017-0.015846849682731645
2018-0.024190901056352798
20190.6284772839016313
20201.795318632773808
20210.24153403912220428
20220.09625211387126908
2023-0.3346673193602747
20240.014871737807073293
2025-0.38617136330994384
20260.38898217548452885
Total Factor Risk
1.2017715314135962
VTI.US Exposure
0.008034442428393617
VEA.US Exposure
0.005162748068229709
VWO.US Exposure
-0.0030795117960855994
QQQ.US Exposure
0.01256784311342865
VTV.US Exposure
0.0042402765472546716
IJR.US Exposure
0.01152436884176088
QUAL.US Exposure
0.039888166836268384
SHV.US Exposure
0.8046614177329238
TLT.US Exposure
-0.0002132650107492168
LQD.US Exposure
0.000013718950046305297
HYG.US Exposure
0.021393083678381684
GLD.US Exposure
0.004541010334868994
USO.US Exposure
0.00010795550722845461
VNQ.US Exposure
0.004520439042838847
BTC-USD.CC Exposure
0.0007751673828334235
CPER.US Exposure
0.019256779477562574
VIX.INDX Exposure
0.001312186326515225
UUP.US Exposure
0.00228262760128258
TIP.US Exposure
0.00030247673019211037
Idiosyncratic Exposure
0.06270806820682498
Value Score
44.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
120.2%

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 →14.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.76%
Market Cap$493.4M
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 →
+11.3%
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 →
+25.7%
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 →
14.6% 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 →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Energiekontor AG a high-risk investment?

Energiekontor AG (EKT.XETRA) has an annualized volatility of 120.2% and experienced a maximum drawdown of 71.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EKT.XETRA has generated a Compound Annual Growth Rate (CAGR) of 14.6%. 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.

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