Elmos Semiconductor SE

10-Year Study

ELG.XETRA · Technology · DE · Common Stock

Executive Summary: Elmos Semiconductor SE has compounded at 33.0% annually over the last 10 years, with a maximum drawdown of 37.3% and an annualized volatility of 63.8%.

1Y CAGR
+176.0%
3Y CAGR
+40.2%
5Y CAGR
+39.2%
10Y CAGR
+33.0%

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 →
37.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.91
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +116.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -14.8%
% 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.
202619.027.2-2.019.5————————77.1%
20254.4-4.5-14.22.215.130.9-0.7-7.30.6-0.419.3-0.644.3%
2024-12.212.61.05.59.9-10.3-0.57.9-19.1-16.913.19.5-7.1%
202316.223.416.4-23.6-3.014.67.7-17.5-4.3-3.428.4-6.639.6%
2022-6.06.7-10.6-9.60.3-22.529.8-10.5-8.519.529.1-10.2-7.1%
202119.70.58.5-3.13.92.84.10.015.5-8.39.133.3116.4%
2020-1.8-23.8-11.3-3.916.77.5-2.53.3-4.1-9.041.72.01.8%
201923.21.7-19.725.8-10.93.0-10.525.5-1.43.313.9-0.550.5%
20183.313.8-8.38.2-0.6-14.42.0-3.5-18.11.01.83.3-14.8%
20171.731.317.98.9-10.1-10.76.81.35.010.8-1.1-3.964.7%
2016———-8.913.7-8.00.623.0-2.83.54.3-1.222.3%

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 63.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.1% of variance. Idiosyncratic stock-specific factors contribute 20.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019108.42563250833
2016-05-0110352.248295819281
2016-06-019518.957418408208
2016-07-019579.075004330503
2016-08-0111787.02071509359
2016-09-0111456.272098307536
2016-10-0111855.697414943807
2016-11-0112371.180240674132
2016-12-0112225.165832832354
2017-01-0112431.297826596428
2017-02-0116323.147308464351
2017-03-0119252.70783872184
2017-04-0120958.00939464648
2017-05-0118834.53398681489
2017-06-0116815.39825353318
2017-07-0117966.700971051854
2017-08-0118202.178498283083
2017-09-0119109.240786215752
2017-10-0121180.64825098583
2017-11-0120945.1707237546
2017-12-0120129.71133369336
2018-01-0120801.296094394802
2018-02-0123679.40004687134
2018-03-0121717.019390468817
2018-04-0123504.957153483254
2018-05-0123373.51361816162
2018-06-0120009.170479208486
2018-07-0120407.576853710478
2018-08-0119699.208281961666
2018-09-0116131.280504580145
2018-10-0116290.643054380942
2018-11-0116591.63856084613
2018-12-0117140.542688580714
2019-01-0121115.843531245857
2019-02-0121469.925922906838
2019-03-0117246.818353185725
2019-04-0121691.342048685055
2019-05-0119321.894009639196
2019-06-0119910.231197970268
2019-07-0117810.599036080745
2019-08-0122353.756330178006
2019-09-0122036.96722063154
2019-10-0122760.925607034776
2019-11-0125928.511019859183
2019-12-0125792.787927573598
2020-01-0125340.275725741536
2020-02-0119321.894009639196
2020-03-0117140.848371220996
2020-04-0116471.19960057468
2020-05-0119229.27216963349
2020-06-0120664.35027154808
2020-07-0120138.16855340785
2020-08-0120807.81732405417
2020-09-0119946.811220590782
2020-10-0118157.854515442068
2020-11-0125734.70822591985
2020-12-0126260.88994406008
2021-01-0131426.926564840385
2021-02-0131570.4955115599
2021-03-0134249.19248835858
2021-04-0133196.82905207814
2021-05-0134483.447285028684
2021-06-0135454.80482163418
2021-07-0136911.89207364914
2021-08-0136911.89207364914
2021-09-0142642.932107885594
2021-10-0139097.42105745815
2021-11-0142642.932107885594
2021-12-0156824.772521168525
2022-01-0153425.072090156
2022-02-0157019.084786174986
2022-03-0150996.62730153555
2022-04-0146091.23607870309
2022-05-0146246.52285996678
2022-06-0135854.535820910736
2022-07-0146542.016078906876
2022-08-0141666.17417796843
2022-09-0138120.15365647384
2022-10-0145557.004717702075
2022-11-0158805.49413598802
2022-12-0152796.89426437472
2023-01-0161366.503296277806
2023-02-0175747.7506852386
2023-03-0188158.97535178978
2023-04-0167375.1031678911
2023-05-0165340.887091022094
2023-06-0174903.04765592363
2023-07-0180680.14387462936
2023-08-0166536.20810874151
2023-09-0163647.60905228192
2023-10-0161456.27209830754
2023-11-0178887.21329515697
2023-12-0173707.72663820423
2024-01-0164743.277529269115
2024-02-0172910.91388920024
2024-03-0173608.17599168544
2024-04-0177691.89227743757
2024-05-0185392.03798616276
2024-06-0176631.3773040829
2024-07-0176228.58947840352
2024-08-0182270.40686359421
2024-09-0166561.47787367155
2024-10-0155283.316860435494
2024-11-0162533.59961687776
2024-12-0168474.74551920197
2025-01-0171495.70515890403
2025-02-0168273.40255346899
2025-03-0158606.39284295045
2025-04-0159915.42780285508
2025-05-0168982.38249049836
2025-06-0190278.27309687082
2025-07-0189666.90781630512
2025-08-0183145.67815693746
2025-09-0183655.14922407556
2025-10-0183349.4665837927
2025-11-0199448.75230535658
2025-12-0198837.38702479086
2026-01-01117585.92229547285
2026-02-01149580.70531174538
2026-03-01146523.87890891678
2026-04-01175054.2586686502
Annual Return Matrix
YearAnnual Return
20170.6465798181348403
2018-0.14849535572372263
20190.5047824562029262
20200.01814856221828043
20211.1638555525808316
2022-0.07088243521420734
20230.39606178858022933
2024-0.07099637117677549
20250.443413718084932
20260.7711340206185568
Total Factor Risk
0.638243723741402
VTI.US Exposure
-0.06811108074674511
VEA.US Exposure
0.17400657760276336
VWO.US Exposure
-0.025739270852823355
QQQ.US Exposure
0.02899888120568083
VTV.US Exposure
-0.010403683548544021
IJR.US Exposure
0.028991285430542253
QUAL.US Exposure
0.07146369690921707
SHV.US Exposure
0.5107223484043744
TLT.US Exposure
0.04809826524799307
LQD.US Exposure
-0.01367433802600765
HYG.US Exposure
0.030024886228726587
GLD.US Exposure
-0.00002246155002673258
USO.US Exposure
-0.00014245711592148015
VNQ.US Exposure
-0.021675811345724477
BTC-USD.CC Exposure
0.0005715116585348669
CPER.US Exposure
0.022035826050949742
VIX.INDX Exposure
0.0055945588043840155
UUP.US Exposure
0.006411928703364804
TIP.US Exposure
0.0053605692231928825
Idiosyncratic Exposure
0.20748876771606914
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
63.8%

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 →20.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.00%
Market Cap$2.6B
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 →
+22.0%
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 →
+66.2%
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 →
1.3% 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 →
1.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Elmos Semiconductor SE a high-risk investment?

Elmos Semiconductor SE (ELG.XETRA) has an annualized volatility of 63.8% and experienced a maximum drawdown of 37.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ELG.XETRA has generated a Compound Annual Growth Rate (CAGR) of 33.0%. 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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