Evonik Industries AG

10-Year Study

EVK.XETRA · Basic Materials · DE · Common Stock

Executive Summary: Evonik Industries AG has compounded at 0.1% annually over the last 10 years, with a maximum drawdown of 96.8% and an annualized volatility of 78.6%.

1Y CAGR
+443.7%
3Y CAGR
-6.1%
5Y CAGR
-13.1%
10Y CAGR
+0.1%

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 →
96.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
195.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +334.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -57.5%
% 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.
2026230.812.913.32.7————————334.3%
20254.0-5.16.70.0-8.51.13.33.4-7.17.42.6-1.54.8%
2024-1.6-4.80.3-18.3-2.4-16.3-3.3-8.328.2-14.3-5.62.7-40.8%
202310.038.8-8.3-9.08.4-23.20.6-7.2-46.1-29.5-16.535.5-57.5%
2022-8.00.4-10.8-13.6-1.4-19.02.0-5.1-6.00.02.5-6.8-50.5%
2021-5.210.1-1.0-2.4-2.04.85.7-3.0-4.6-5.3-15.37.4-12.7%
2020-9.0-9.5-14.917.81.12.11.16.3-6.8559.30.0-68.875.8%
20199.43.7-1.99.4-7.28.91.4-10.7-2.34.411.43.330.8%
20181.4-4.3-5.92.95.6-2.27.91.5-3.9-11.2-13.3-8.2-27.9%
20175.61.10.80.33.8-8.72.9-5.511.03.50.20.114.7%
2016———4.9-0.20.94.38.1-0.1-5.4-7.67.912.2%

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 78.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 19.3% of variance. Idiosyncratic stock-specific factors contribute 40.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110493.077827502784
2016-05-0110477.134362169048
2016-06-0110572.056460796926
2016-07-0111022.782534826314
2016-08-0111914.323880110065
2016-09-0111898.50353033875
2016-10-0111252.085269838532
2016-11-0110402.033869091221
2016-12-0111220.444570295907
2017-01-0111853.012330023575
2017-02-0111983.514826191604
2017-03-0112084.34647181577
2017-04-0112119.92686935592
2017-05-0112581.671786222138
2017-06-0111485.820165097968
2017-07-0111820.32514820036
2017-08-0111175.938294480113
2017-09-0112403.092662928057
2017-10-0112838.183060529764
2017-11-0112862.806173014298
2017-12-0112875.117729256566
2018-01-0113051.60388798946
2018-02-0112489.335114405134
2018-03-0111754.642995647866
2018-04-0112099.428128212547
2018-05-0112772.685581320904
2018-06-0112495.798681432325
2018-07-0113484.170416561505
2018-08-0113680.17039193839
2018-09-0113143.324981994347
2018-10-0111673.509840011324
2018-11-0110118.437171050608
2018-12-019287.714913603653
2019-01-0110165.344200333644
2019-02-0110544.47857481425
2019-03-0110344.292670314991
2019-04-0111315.61290004863
2019-05-0110502.434610246906
2019-06-0111435.712131191944
2019-07-0111591.945779906308
2019-08-0110350.633121779758
2019-09-0110113.943453022179
2019-10-0110560.483597929195
2019-11-0111761.660582705956
2019-12-0112150.151739930685
2020-01-0111060.579012490072
2020-02-0110006.771355933246
2020-03-018515.349432745044
2020-04-0110029.116830512961
2020-05-0110142.506263504238
2020-06-0110353.095433028213
2020-07-0110472.148181890932
2020-08-0111126.938300635891
2020-09-0110367.007491581971
2020-10-0168345.6358998752
2020-11-0168371.4900552683
2020-12-0121360.550549981504
2021-01-0120246.35386468888
2021-02-0122286.995814720118
2021-03-0122065.38742664044
2021-04-0121542.1448773983
2021-05-0121111.239939270363
2021-06-0122120.789523660358
2021-07-0123391.956860306924
2021-08-0122684.041437079388
2021-09-0121637.561035081104
2021-10-0120498.740673725628
2021-11-0117368.52806270761
2021-12-0118655.08578395421
2022-01-0117171.543350690783
2022-02-0117236.178739173523
2022-03-0115383.289383817792
2022-04-0113296.480976472447
2022-05-0113111.806928365546
2022-06-0110618.717258955117
2022-07-0110834.169728019086
2022-08-0110280.14993194138
2022-09-019664.57153276729
2022-10-019664.57153276729
2022-11-019910.803009849076
2022-12-019233.667181700102
2023-01-0110157.033899870112
2023-02-0114096.731662571188
2023-03-0112927.134054380143
2023-04-0111757.536446189097
2023-05-0112742.46118039474
2023-06-019787.686977777808
2023-07-019849.244993813441
2023-08-019141.3307447074
2023-09-014924.622496906721
2023-10-013471.8587781307338
2023-11-012899.371518536262
2023-12-013927.3865117304003
2024-01-013865.828789225141
2024-02-013681.155328178989
2024-03-013693.4668726800405
2024-04-013016.3313380614413
2024-05-012942.4620710551308
2024-06-012462.3112484533603
2024-07-012382.286062431336
2024-08-012185.30120364932
2024-09-012800.8791625278473
2024-10-012400.7535259481015
2024-11-012265.3263896713443
2024-12-012326.884112176603
2025-01-012419.220842699679
2025-02-012296.105250923974
2025-03-012449.9997039523087
2025-04-012449.9997039523087
2025-05-012240.7033006692404
2025-06-012265.3263896713443
2025-07-012339.1956566776553
2025-08-012419.220842699679
2025-09-012246.8590729197667
2025-10-012413.065070449153
2025-11-012474.6227929544125
2025-12-012437.688159451257
2026-01-018064.069338684756
2026-02-019104.3958411563
2026-03-0110310.928352898447
2026-04-0110587.93836834945
Annual Return Matrix
YearAnnual Return
20170.14746948292415318
2018-0.2786306805957305
20190.3081960259282335
20200.758048048057
2021-0.1266570709259941
2022-0.5050321778931592
2023-0.5746666590372722
2024-0.4075235260836647
20250.04761906564010432
20263.34343430159372
Total Factor Risk
0.7860730540827341
VTI.US Exposure
0.10527901921137281
VEA.US Exposure
0.19336013602024554
VWO.US Exposure
-0.011780845337762488
QQQ.US Exposure
0.05715963297902598
VTV.US Exposure
0.028100948283566702
IJR.US Exposure
0.1410868828544524
QUAL.US Exposure
-0.003902629249137321
SHV.US Exposure
0.0003641832671050258
TLT.US Exposure
0.03270228895478693
LQD.US Exposure
0.006207339259420761
HYG.US Exposure
0.006694567378522262
GLD.US Exposure
-0.0030510728621926243
USO.US Exposure
0.0038180219685326985
VNQ.US Exposure
0.008876248562819967
BTC-USD.CC Exposure
0.001839980411360408
CPER.US Exposure
0.00008369439222474016
VIX.INDX Exposure
-0.0060281581839900355
UUP.US Exposure
0.03760751648315369
TIP.US Exposure
-0.0010385904772197785
Idiosyncratic Exposure
0.4026208360837123
Value Score
38.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
73.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
78.6%

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 →29.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.11%
Market Cap$7.7B
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 →
+12.4%
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 →
+106.2%
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 →
5.0% 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 →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Evonik Industries AG a high-risk investment?

Evonik Industries AG (EVK.XETRA) has an annualized volatility of 78.6% and experienced a maximum drawdown of 96.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, EVK.XETRA has generated a Compound Annual Growth Rate (CAGR) of 0.1%. 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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