Evotec SE

10-Year Study

EVT.XETRA · Healthcare · DE · Common Stock

Executive Summary: Evotec SE has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 91.6% and an annualized volatility of 210.0%.

1Y CAGR
-89.9%
3Y CAGR
-35.7%
5Y CAGR
-31.7%
10Y CAGR
+3.4%

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 →
91.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
172.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +358.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -85.2%
% 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.
2026-83.5-5.4-27.029.8————————-85.2%
20255.6-5.4-26.021.0520.93.88.1-7.16.1-7.5-17.3-2.3358.8%
2024-32.8-4.76.1-32.7-11.13.7-2.8-23.5-3.710.424.5-7.2-61.5%
202317.9-5.514.3-14.521.42.116.3-9.7-12.7-13.914.314.439.4%
2022-16.2-25.53.2-15.010.8-10.910.0-13.3-18.27.6-12.2-10.0-64.1%
20217.3-1.3-4.112.74.65.6-8.520.4-2.11.6-0.11.740.4%
20205.5-10.5-6.110.57.8-0.5-7.4-0.10.80.512.718.431.4%
201917.81.014.7-6.8-1.913.54.7-21.91.50.3-1.914.632.7%
20188.8-1.810.3-15.311.2-1.620.524.2-16.9-4.918.6-16.128.6%
2017-5.43.625.417.116.112.4-12.832.324.5-10.3-31.69.581.4%
2016———9.715.4-5.27.79.911.7-0.423.120.9134.9%

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 210.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.4% of variance. Idiosyncratic stock-specific factors contribute 18.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110969.065656565655
2016-05-0112657.82828282828
2016-06-0111994.949494949495
2016-07-0112916.666666666666
2016-08-0114195.075757575756
2016-09-0115855.429292929291
2016-10-0115785.984848484848
2016-11-0119428.661616161615
2016-12-0123491.16161616162
2017-01-0122222.222222222223
2017-02-0123020.833333333336
2017-03-0128879.419191919187
2017-04-0133822.60101010101
2017-05-0139283.45959595959
2017-06-0144160.35353535354
2017-07-0138510.10101010101
2017-08-0150931.18686868687
2017-09-0163415.40404040404
2017-10-0156865.530303030304
2017-11-0138920.454545454544
2017-12-0142613.63636363636
2018-01-0146354.16666666667
2018-02-0145501.893939393936
2018-03-0150189.393939393936
2018-04-0142503.156565656565
2018-05-0147269.5707070707
2018-06-0146511.99494949495
2018-07-0156060.606060606064
2018-08-0169633.83838383837
2018-09-0157891.414141414134
2018-10-0155082.0707070707
2018-11-0165340.90909090908
2018-12-0154813.76262626262
2019-01-0164583.33333333333
2019-02-0165214.64646464646
2019-03-0174779.04040404041
2019-04-0169696.96969696968
2019-05-0168339.64646464646
2019-06-0177588.38383838383
2019-07-0181250
2019-08-0163478.53535353534
2019-09-0164457.07070707071
2019-10-0164678.0303030303
2019-11-0163478.53535353534
2019-12-0172758.83838383839
2020-01-0176736.11111111111
2020-02-0168655.30303030302
2020-03-0164488.63636363636
2020-04-0171243.68686868687
2020-05-0176767.67676767676
2020-06-0176388.88888888889
2020-07-0170770.20202020202
2020-08-0170707.0707070707
2020-09-0171243.68686868687
2020-10-0171590.90909090909
2020-11-0180713.38383838384
2020-12-0195580.80808080808
2021-01-01102588.38383838384
2021-02-01101231.06060606061
2021-03-0197032.82828282827
2021-04-01109311.86868686868
2021-05-01114299.24242424242
2021-06-01120675.50505050503
2021-07-01110416.66666666664
2021-08-01132891.41414141413
2021-09-01130082.07070707071
2021-10-01132102.27272727274
2021-11-01131944.44444444444
2021-12-01134154.0404040404
2022-01-01112436.86868686866
2022-02-0183775.25252525252
2022-03-0186489.89898989898
2022-04-0173484.84848484848
2022-05-0181439.39393939395
2022-06-0172601.01010101009
2022-07-0179861.11111111111
2022-08-0169255.0505050505
2022-09-0156676.13636363636
2022-10-0160969.06565656566
2022-11-0153519.5707070707
2022-12-0148169.19191919192
2023-01-0156786.61616161615
2023-02-0153677.39898989899
2023-03-0161347.853535353526
2023-04-0152477.90404040404
2023-05-0163731.06060606061
2023-06-0165056.81818181818
2023-07-0175662.87878787878
2023-08-0168308.0808080808
2023-09-0159659.0909090909
2023-10-0151357.32323232323
2023-11-0158696.338383838374
2023-12-0167171.71717171717
2024-01-0145170.454545454544
2024-02-0143055.555555555555
2024-03-0145675.50505050505
2024-04-0130744.949494949495
2024-05-0127320.075757575753
2024-06-0128330.176767676763
2024-07-0127525.252525252527
2024-08-0121070.075757575756
2024-09-0120280.934343434343
2024-10-0122380.0505050505
2024-11-0127872.474747474746
2024-12-0125868.055555555555
2025-01-0127304.29292929293
2025-02-0125836.4898989899
2025-03-0119128.787878787876
2025-04-0123137.62626262626
2025-05-01143652.40780994145
2025-06-01149076.4786498715
2025-07-01161177.148722639
2025-08-01149722.8940327962
2025-09-01158784.49786793103
2025-10-01146838.29413519966
2025-11-01121441.85075856217
2025-12-01118676.74914273348
2026-01-0119627.52525252525
2026-02-0118560.60606060606
2026-03-0113541.666666666666
2026-04-0117582.070707070707
Annual Return Matrix
YearAnnual Return
20170.8140284869658694
20180.28629629629629627
20190.3273826662827528
20200.31366594360086775
20210.40356671070013195
2022-0.6409411764705882
20230.3944954128440368
2024-0.6148966165413534
20253.5877723158533215
2026-0.8518490704027912
Total Factor Risk
2.0996361650518898
VTI.US Exposure
0.40317769336357756
VEA.US Exposure
0.002581902358577095
VWO.US Exposure
0.0006141552533578186
QQQ.US Exposure
-0.03248492702891727
VTV.US Exposure
-0.007499316389097133
IJR.US Exposure
-0.013715568620988066
QUAL.US Exposure
-0.02609559777923584
SHV.US Exposure
0.42424440403710434
TLT.US Exposure
-0.001044276666147787
LQD.US Exposure
-0.00029238163441265693
HYG.US Exposure
-0.0010067500441286333
GLD.US Exposure
0.0008859314270728552
USO.US Exposure
0.004756236204359574
VNQ.US Exposure
-0.007627737211279038
BTC-USD.CC Exposure
0.00088372243324552
CPER.US Exposure
-0.0014587412901219139
VIX.INDX Exposure
0.01187877326223331
UUP.US Exposure
0.00432918097326394
TIP.US Exposure
0.05269781037125558
Idiosyncratic Exposure
0.18517548698028072
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
210.0%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$800.4M
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 →
+7.6%
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 →
-80.8%
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 →
89.5% 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 →
1.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Evotec SE a high-risk investment?

Evotec SE (EVT.XETRA) has an annualized volatility of 210.0% and experienced a maximum drawdown of 91.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EVT.XETRA has generated a Compound Annual Growth Rate (CAGR) of 3.4%. 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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