CTS Eventim AG & Co. KGaA

10-Year Study

EVD.XETRA · Communication Services · DE · Common Stock

Executive Summary: CTS Eventim AG & Co. KGaA has compounded at 7.5% annually over the last 10 years, with a maximum drawdown of 53.5% and an annualized volatility of 32.4%.

1Y CAGR
-48.5%
3Y CAGR
-1.6%
5Y CAGR
+1.7%
10Y CAGR
+7.5%

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 →
53.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +74.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -26.0%
% 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.
2026-9.6-3.0-27.917.0————————-26.0%
202515.611.9-12.712.64.3-1.2-5.8-19.34.2-7.08.7-6.9-2.4%
20240.415.713.40.9-2.9-1.94.64.210.03.3-13.4-2.332.8%
20237.9-3.3-7.63.77.4-8.07.3-7.3-6.35.910.1-0.36.9%
2022-2.90.2-1.06.4-9.5-16.37.20.1-20.713.722.90.3-7.4%
2021-10.515.9-12.316.3-2.3-6.28.7-4.719.6-3.7-8.712.218.3%
20200.4-15.0-13.9-7.97.5-9.3-9.424.2-0.8-7.833.47.2-2.9%
201913.86.56.98.0-10.81.910.610.13.84.92.11.274.4%
20183.7-0.6-4.92.07.92.1-4.4-5.31.1-14.12.3-4.0-14.8%
20177.26.95.7-2.511.2-0.21.1-5.4-0.2-4.015.0-4.831.4%
2016———-2.02.9-11.513.5-0.11.93.3-14.16.5-2.6%

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 32.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 39.1% of variance. Idiosyncratic stock-specific factors contribute 53.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019796.624559876427
2016-05-0110080.729454657016
2016-06-018918.196768681395
2016-07-0110123.00272189898
2016-08-0110116.510118828905
2016-09-0110305.116670650223
2016-10-0110643.302808585933
2016-11-019140.942997085464
2016-12-019739.29701518627
2017-01-0110440.070063035328
2017-02-0111160.356593737848
2017-03-0111797.701903902338
2017-04-0111500.148045619453
2017-05-0112786.896357364289
2017-06-0112758.89254741919
2017-07-0112897.270609555542
2017-08-0112195.391678765976
2017-09-0112169.028856410017
2017-10-0111684.652128467926
2017-11-0113439.331618620216
2017-12-0112793.460307720845
2018-01-0113272.91407289552
2018-02-0113187.261655471088
2018-03-0112541.39034457172
2018-04-0112798.418944131507
2018-05-0113815.403165679103
2018-06-0114109.746396070193
2018-07-0113487.56238428362
2018-08-0112778.406030272656
2018-09-0112918.888837360293
2018-10-0111092.43397700477
2018-11-0111346.680032391667
2018-12-0110898.440705053885
2019-01-0112403.725755300213
2019-02-0113213.267741394626
2019-03-0114129.830657215529
2019-04-0115267.177751062181
2019-05-0113619.875927068802
2019-06-0113877.617999493434
2019-07-0115342.698853805843
2019-08-0116889.18696199687
2019-09-0117533.55997988007
2019-10-0118398.36043935659
2019-11-0118788.38038092316
2019-12-0119008.80782251649
2020-01-0119076.659091963083
2020-02-0116224.479967465637
2020-03-0113965.803245588062
2020-04-0112866.983686442945
2020-05-0113836.914372554125
2020-06-0112548.204010430973
2020-07-0111367.97719740724
2020-08-0114115.026095270034
2020-09-0113999.728880311357
2020-10-0112900.909321166242
2020-11-0117211.355634116844
2020-12-0118449.231054619915
2021-01-0116509.33400875431
2021-02-0119127.52970722641
2021-03-0116767.111754822185
2021-04-0119493.7910023937
2021-05-0119052.900445563806
2021-06-0117872.70930618331
2021-07-0119432.75339880636
2021-08-0118523.86031628252
2021-09-0122145.87666194585
2021-10-0121318.355159657393
2021-11-0119453.087375454394
2021-12-0121827.06131229064
2022-01-0121203.057944698718
2022-02-0121243.761571638028
2022-03-0121033.501118368717
2022-04-0122383.24908407921
2022-05-0120263.628223559586
2022-06-0116957.00255780022
2022-07-0118177.932997763266
2022-08-0118194.87797830329
2022-09-0114420.249786849981
2022-10-0116394.03679379564
2022-11-0120144.94201249291
2022-12-0120212.757608296262
2023-01-0121806.72733564261
2023-02-0121094.538721956058
2023-03-0119483.624014069686
2023-04-0120212.757608296262
2023-05-0121717.86429032638
2023-06-0119974.207955935915
2023-07-0121424.3772273731
2023-08-0119853.38132627471
2023-09-0118593.10285781556
2023-10-0119697.986936311845
2023-11-0121683.332203667964
2023-12-0121614.268030351137
2024-01-0121700.59824699717
2024-02-0125101.580699132064
2024-03-0128467.99539096529
2024-04-0128726.950367260157
2024-05-0127907.27706648497
2024-06-0127380.091966652275
2024-07-0128645.400418808575
2024-08-0129840.4317937778
2024-09-0132810.405288260874
2024-10-0133899.98537380627
2024-11-0129365.93666501378
2024-12-0128698.126063520485
2025-01-0133179.44912760105
2025-02-0137115.999985730545
2025-03-0132406.18723668392
2025-04-0136483.32792283077
2025-05-0138063.77733938834
2025-06-0137600.01997724021
2025-07-0135406.09091784716
2025-08-0128556.75141535179
2025-09-0129751.81846396427
2025-10-0127682.74715591879
2025-11-0130090.718074764816
2025-12-0128003.809945098263
2026-01-0125310.449880314925
2026-02-0124561.303372229493
2026-03-0117715.53123405834
2026-04-0120726.38672369693
Annual Return Matrix
YearAnnual Return
20170.3135917600389726
2018-0.14812408504705465
20190.7441768356551797
2020-0.029437762384747712
20210.18308786136779798
2022-0.07395882024143008
20230.06933791267944689
20240.3277398995525582
2025-0.024193778955651113
2026-0.2598726114649681
Total Factor Risk
0.32358280645316606
VTI.US Exposure
0.39073530354616437
VEA.US Exposure
0.1931089569088779
VWO.US Exposure
-0.016935202805693557
QQQ.US Exposure
-0.08198105292938387
VTV.US Exposure
-0.048394569628486483
IJR.US Exposure
-0.0516304782740679
QUAL.US Exposure
0.037095549727775026
SHV.US Exposure
0.0005737375186235685
TLT.US Exposure
-0.00622044152173083
LQD.US Exposure
0.02371442103086786
HYG.US Exposure
0.0025765824878697177
GLD.US Exposure
-0.006533638375265317
USO.US Exposure
-0.0027920913870389517
VNQ.US Exposure
0.014967900715330301
BTC-USD.CC Exposure
0.006481202041980772
CPER.US Exposure
0.030365290501384236
VIX.INDX Exposure
-0.02643838911943119
UUP.US Exposure
-0.006443354550318617
TIP.US Exposure
0.014611134364889753
Idiosyncratic Exposure
0.5331391397476531
Value Score
43.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.4%

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 →17.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.77%
Market Cap$4.9B
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 →
-7.8%
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 →
-26.9%
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 →
48.0% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CTS Eventim AG & Co. KGaA a high-risk investment?

CTS Eventim AG & Co. KGaA (EVD.XETRA) has an annualized volatility of 32.4% and experienced a maximum drawdown of 53.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, EVD.XETRA has generated a Compound Annual Growth Rate (CAGR) of 7.5%. 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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