Siemens Energy AG

10-Year Study

ENR.XETRA · Industrials · DE · Common Stock

Executive Summary: Siemens Energy AG has compounded at 42.9% annually over the last 10 years, with a maximum drawdown of 72.9% and an annualized volatility of 108.0%.

1Y CAGR
+107.4%
3Y CAGR
+95.1%
5Y CAGR
+46.3%
10Y CAGR
+42.9%

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 →
72.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
169.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +428.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -31.3%
% 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.
2026355.715.6-14.517.4————————428.5%
2025117.6-5.0-2.025.426.614.74.0-11.19.67.97.5-72.618.8%
202416.41.719.713.528.6-2.110.7-3.226.913.535.9-47.9121.5%
20238.8-0.26.79.67.0-31.8-4.9-14.5-5.9-32.430.010.3-31.3%
2022-12.19.0-3.3-11.1-2.7-22.015.7-9.3-22.43.833.811.2-21.5%
20211.92.2-2.0-9.2-6.5-2.2-9.87.1-5.56.8-5.6-4.1-25.0%
2020—————————-18.332.420.530.4%

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 108.0%. The dominant macroeconomic risk driver is QQQ.US, accounting for 12.4% of variance. Idiosyncratic stock-specific factors contribute 45.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-018173.904254664662
2020-11-0110826.104534148935
2020-12-0113043.478260869566
2021-01-0113295.67326706568
2021-02-0113586.978493773126
2021-03-0113308.724655258786
2021-04-0112086.991676993524
2021-05-0111304.347826086956
2021-06-0111052.196763958833
2021-07-019973.941167681774
2021-08-0110686.977614891766
2021-09-0110100.016698745834
2021-10-0110791.300832300647
2021-11-0110191.332472029602
2021-12-019778.258232921138
2022-01-018591.328956504161
2022-02-019365.491602288606
2022-03-019055.202538209369
2022-04-018054.37638973115
2022-05-017838.083687083082
2022-06-016111.828864221619
2022-07-017073.28112778056
2022-08-016413.373058770797
2022-09-014975.523154129424
2022-10-015163.471932923774
2022-11-016909.369754176884
2022-12-017680.719979609952
2023-01-018355.92058428033
2023-02-018336.1896977527
2023-03-018894.279361229028
2023-04-019746.79428024011
2023-05-0110432.321740888197
2023-06-017110.1502008243915
2023-07-016762.992063701321
2023-08-015783.039347518478
2023-09-015440.275617194436
2023-10-013678.1184907849283
2023-11-014781.1145973405055
2023-12-015273.288158831439
2024-01-016136.789094840087
2024-02-016242.254858016716
2024-03-017472.688761744052
2024-04-018481.205122120566
2024-05-0110906.917675183027
2024-06-0110682.802928432691
2024-07-0111825.348696179502
2024-08-0111447.42971146325
2024-09-0114532.30328437964
2024-10-0116492.20871674533
2024-11-0122420.263488631674
2024-12-0111680.574630260018
2025-01-0125417.248925567543
2025-02-0124142.87095384994
2025-03-0123659.48620595706
2025-04-0129679.823520622955
2025-05-0137572.17813167401
2025-06-0143091.55307125091
2025-07-0144822.94935006723
2025-08-0139866.05848076568
2025-09-0143689.19239591848
2025-10-0147151.98495355112
2025-11-0150667.510392772085
2025-12-0113880.78872412853
2026-01-0163251.421590599486
2026-02-0173144.90116979109
2026-03-0162510.436716147684
2026-04-0173360.22710294338
Annual Return Matrix
YearAnnual Return
2021-0.2503335354760461
2022-0.214510417228424
2023-0.3134383009886489
20241.2150457700093589
20250.18836522718399284
20264.28501863697584
Total Factor Risk
1.0802486553057469
VTI.US Exposure
0.026652822732031355
VEA.US Exposure
0.07573885923243653
VWO.US Exposure
0.031404607924886765
QQQ.US Exposure
0.12427661801801441
VTV.US Exposure
0.0885853438496095
IJR.US Exposure
0.0352251667352184
QUAL.US Exposure
-0.018726255749967155
SHV.US Exposure
0.006254654845939659
TLT.US Exposure
-0.009079530610239299
LQD.US Exposure
0.038194000947032354
HYG.US Exposure
0.01928456064368043
GLD.US Exposure
0.00016114037945710752
USO.US Exposure
0.0021037943837433
VNQ.US Exposure
0.02675726815346095
BTC-USD.CC Exposure
0.011333667802162892
CPER.US Exposure
-0.007685046530542201
VIX.INDX Exposure
-0.004303313685798024
UUP.US Exposure
0.05494776271231268
TIP.US Exposure
0.04199154656958941
Idiosyncratic Exposure
0.45688233164697095
Value Score
22.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
108.0%

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 →69.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.46%
Market Cap$128.0B
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
$308
Avg Yield on Cost
3.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$307.613.08%Solid

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 →
+6.8%
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 →
+41.0%
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 →
2.4% 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 →
1.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Siemens Energy AG a high-risk investment?

Siemens Energy AG (ENR.XETRA) has an annualized volatility of 108.0% and experienced a maximum drawdown of 72.9% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, ENR.XETRA has generated a Compound Annual Growth Rate (CAGR) of 42.9%. 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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