E.ON SE

10-Year Study

EOAN.XETRA · Utilities · DE · Common Stock

Executive Summary: E.ON SE has compounded at 14.5% annually over the last 10 years, with a maximum drawdown of 45.9% and an annualized volatility of 50.4%.

1Y CAGR
+181.9%
3Y CAGR
+23.1%
5Y CAGR
+18.5%
10Y CAGR
+14.5%

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 →
45.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +141.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -21.7%
% 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.
2026124.910.2-3.71.3————————141.9%
20250.2-3.23.4-1.411.37.1-1.03.11.6-6.4-2.25.317.8%
2024-0.0-8.10.90.22.7-2.96.611.011.7-4.4-5.1-6.44.1%
20237.03.611.24.4-1.63.3-36.7-10.5-4.40.95.63.9-21.7%
20220.2-0.8-13.0-5.80.5-15.69.5-3.0-7.27.37.62.3-19.5%
2021-3.7-3.217.41.03.2-1.36.37.8-5.53.8-0.711.940.8%
20207.51.9-9.5-3.18.95.4-0.8-0.3-4.9-5.01.4-0.1-0.3%
201912.20.12.3-3.52.32.2-5.2-6.65.51.35.10.315.6%
2018-6.6-1.27.90.63.30.95.4-4.8-4.4-2.65.2-4.2-1.7%
20176.03.11.7-3.912.05.91.413.50.95.8-4.1-6.839.2%
2016———6.8-1.98.86.3-13.9-12.85.7-6.77.6-3.6%

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 50.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 14.5% of variance. Idiosyncratic stock-specific factors contribute 47.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110676.610282476462
2016-05-0110470.37746854429
2016-06-0111388.842596450297
2016-07-0112102.949754187151
2016-08-0110418.50679110074
2016-09-019082.368135988667
2016-10-019597.325222898093
2016-11-018957.170235813683
2016-12-019637.738521789852
2017-01-0110217.273560536622
2017-02-0110538.08015998667
2017-03-0110717.856845262893
2017-04-0110294.975418715108
2017-05-0111529.872510624115
2017-06-0112210.85742854762
2017-07-0112381.259895008749
2017-08-0114056.953587201066
2017-09-0114176.943588034332
2017-10-0114997.083576368637
2017-11-0114385.67619365053
2017-12-0113414.507124406298
2018-01-0112523.331389050914
2018-02-0112376.676943588034
2018-03-0113353.887176068662
2018-04-0113430.75577035247
2018-05-0113867.386051162404
2018-06-0113992.792267311059
2018-07-0114741.89650862428
2018-08-0114032.58061828181
2018-09-0113421.173235563703
2018-10-0113078.701774852096
2018-11-0113765.102908090994
2018-12-0113187.234397133574
2019-01-0114796.891925672862
2019-02-0114804.39130072494
2019-03-0115151.445712857263
2019-04-0114625.656195317059
2019-05-0114958.12848929256
2019-06-0115281.226564452963
2019-07-0114486.084492958922
2019-08-0113527.622698108493
2019-09-0114270.060828264313
2019-10-0114458.7951004083
2019-11-0115196.441963169738
2019-12-0115238.105157903508
2020-01-0116383.634697108575
2020-02-0116687.567702691445
2020-03-0115105.199566702777
2020-04-0114633.363886342808
2020-05-0115935.130405799518
2020-06-0116788.184317973504
2020-07-0116655.903674693775
2020-08-0116612.365636196984
2020-09-0115804.307974335474
2020-10-0115006.457795183736
2020-11-0115214.14882093159
2020-12-0115194.15048745938
2021-01-0114634.197150237482
2021-02-0114164.861261561537
2021-03-0116635.697025247897
2021-04-0116806.72443963003
2021-05-0117351.67902674777
2021-06-0117118.15682026498
2021-07-0118202.649779185067
2021-08-0119617.323556370302
2021-09-0118546.787767686026
2021-10-0119245.27122739772
2021-11-0119118.82343138072
2021-12-0121396.75860344971
2022-01-0121445.921173235565
2022-02-0121266.977751854014
2022-03-0118501.166569452544
2022-04-0117427.0894092159
2022-05-0117506.874427131075
2022-06-0114782.309807516041
2022-07-0116188.85926172819
2022-08-0115708.899258395135
2022-09-0114575.452045662862
2022-10-0115646.196150320806
2022-11-0116842.34647112741
2022-12-0117230.02249812516
2023-01-0118433.463878010167
2023-02-0119096.11699025081
2023-03-0121228.230980751607
2023-04-0122160.444962919755
2023-05-0121811.515707024417
2023-06-0122524.997916840264
2023-07-0114248.722523969866
2023-08-0112758.180266886431
2023-09-0112190.514192532703
2023-10-0112300.39712578324
2023-11-0112985.244113975203
2023-12-0113493.99987980382
2024-01-0113489.93816173888
2024-02-0112399.277958449955
2024-03-0112513.975552365877
2024-04-0112544.145902766057
2024-05-0112885.586498836787
2024-06-0112515.305618516268
2024-07-0113338.398033455505
2024-08-0114808.19165592402
2024-09-0116540.574506961966
2024-10-0115814.596787560693
2024-11-0115003.071676819594
2024-12-0114046.0935515887
2025-01-0114078.620075931174
2025-02-0113626.660816709795
2025-03-0114092.699506562727
2025-04-0113901.108394572264
2025-05-0115465.504586145329
2025-06-0116562.65122107134
2025-07-0116401.97644878572
2025-08-0116903.571313286353
2025-09-0117166.44165367099
2025-10-0116068.723855162847
2025-11-0115719.583974004974
2025-12-0116545.60869310848
2026-01-0137215.64869594201
2026-02-0140996.58361803183
2026-03-0139496.708607616034
2026-04-0140017.49854178818
Annual Return Matrix
YearAnnual Return
20170.391872906084513
2018-0.016942309185495774
20190.15551939845823326
2020-0.0028845233701075834
20210.4082234226329211
2022-0.1947367908638633
2023-0.21683213813144264
20240.0409140119091882
20250.17795091085927384
20261.418617488424958
Total Factor Risk
0.5037845908862488
VTI.US Exposure
0.145126451075474
VEA.US Exposure
0.10375228698626819
VWO.US Exposure
-0.005431247468564306
QQQ.US Exposure
0.05726426823439842
VTV.US Exposure
0.1147947640085774
IJR.US Exposure
0.016136575451238727
QUAL.US Exposure
-0.007270191162569538
SHV.US Exposure
0.00485307238506968
TLT.US Exposure
0.0065805442403066156
LQD.US Exposure
0.0063267741772630596
HYG.US Exposure
0.0035169243130960554
GLD.US Exposure
-0.002702695909480143
USO.US Exposure
0.003082125032998635
VNQ.US Exposure
0.04341878371166721
BTC-USD.CC Exposure
0.009419217261754211
CPER.US Exposure
-0.00022201012604557016
VIX.INDX Exposure
-0.002119852409983253
UUP.US Exposure
0.005825875899733117
TIP.US Exposure
0.027912442614390433
Idiosyncratic Exposure
0.46973589168440705
Value Score
38.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.4%

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 →29.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.96%
Market Cap$51.5B
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 →
+1.3%
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 →
+58.5%
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 →
5.4% 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 →
0.86
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is E.ON SE a high-risk investment?

E.ON SE (EOAN.XETRA) has an annualized volatility of 50.4% and experienced a maximum drawdown of 45.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, EOAN.XETRA has generated a Compound Annual Growth Rate (CAGR) of 14.5%. 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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