SFC Energy AG

10-Year Study

F3C.XETRA · Industrials · DE · Common Stock

Executive Summary: SFC Energy AG has compounded at 19.4% annually over the last 10 years, with a maximum drawdown of 61.4% and an annualized volatility of 93.9%.

1Y CAGR
-7.4%
3Y CAGR
-5.4%
5Y CAGR
-5.5%
10Y CAGR
+19.4%

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 →
61.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
48.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +206.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -28.7%
% 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.
202615.06.4-6.732.326.6-12.4——————67.6%
2025-0.88.214.87.5-4.21.1-0.2-29.310.6-8.5-21.1-1.6-28.7%
2024-10.6-1.54.55.220.2-15.36.11.5-2.4-8.0-10.53.1-11.9%
20233.6-16.23.4-4.49.7-3.86.42.1-20.2-16.923.6-3.6-22.2%
2022-19.410.37.5-5.3-2.5-4.4-10.73.1-18.76.127.15.7-9.9%
202128.630.70.9-9.27.76.4-1.8-0.93.114.7-13.41.278.2%
202022.4-11.8-6.72.91.246.1-0.7-4.93.7-12.321.12.864.0%
201916.58.1-5.211.113.718.1-21.5-2.88.6-1.3-6.7-7.425.7%
201836.0-4.32.513.8-6.4-2.7-7.5-12.615.0-0.85.3-0.733.4%
201733.028.04.7-0.04.57.6-5.61.514.540.8-5.34.6206.4%
2016—————-7.86.6-3.3-37.910.7-15.1-7.3-48.6%

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 93.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.4% of variance. Idiosyncratic stock-specific factors contribute 9.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019218.295218295218
2016-07-019829.52182952183
2016-08-019506.029106029106
2016-09-015907.6923076923085
2016-10-016539.43173943174
2016-11-015551.212751212752
2016-12-015144.005544005544
2017-01-016842.411642411642
2017-02-018759.805959805959
2017-03-019167.290367290369
2017-04-019164.795564795564
2017-05-019574.774774774774
2017-06-0110302.979902979903
2017-07-019722.522522522524
2017-08-019867.498267498268
2017-09-0111296.188496188497
2017-10-0115900.207900207899
2017-11-0115062.508662508662
2017-12-0115762.716562716563
2018-01-0121441.441441441446
2018-02-0120524.46292446293
2018-03-0121033.957033957035
2018-04-0123936.798336798336
2018-05-0122408.870408870407
2018-06-0121797.920997921
2018-07-0120167.98336798337
2018-08-0117621.62162162162
2018-09-0120269.993069993074
2018-10-0120117.255717255717
2018-11-0121186.694386694388
2018-12-0121033.957033957035
2019-01-0124497.0200970201
2019-02-0126483.437283437284
2019-03-0125108.24670824671
2019-04-0127883.853083853086
2019-05-0131703.672903672905
2019-06-0137433.12543312543
2019-07-0129380.73458073458
2019-08-0128564.656964656966
2019-09-0131012.889812889814
2019-10-0130604.851004851
2019-11-0128564.656964656966
2019-12-0126442.688842688844
2020-01-0132373.11157311157
2020-02-0128564.656964656966
2020-03-0126660.29106029106
2020-04-0127422.037422037425
2020-05-0127748.302148302148
2020-06-0140534.442134442135
2020-07-0140262.508662508655
2020-08-0138303.8115038115
2020-09-0139718.36451836452
2020-10-0134821.62162162162
2020-11-0142166.87456687457
2020-12-0143363.82536382536
2021-01-0155768.81496881497
2021-02-0172907.55370755371
2021-03-0173587.80318780319
2021-04-0166786.69438669439
2021-05-0171955.37075537075
2021-06-0176580.18018018018
2021-07-0175219.95841995842
2021-08-0174539.98613998614
2021-09-0176852.39085239085
2021-10-0188142.20374220374
2021-11-0176308.2467082467
2021-12-0177260.42966042965
2022-01-0162297.9902979903
2022-02-0168691.06029106029
2022-03-0173859.73665973666
2022-04-0169915.17671517671
2022-05-0168146.91614691615
2022-06-0165154.539154539154
2022-07-0158212.05821205822
2022-08-0160013.86001386001
2022-09-0148787.2487872488
2022-10-0151781.01178101178
2022-11-0165835.06583506583
2022-12-0169577.26957726959
2023-01-0172072.07207207207
2023-02-0160429.66042966043
2023-03-0162508.66250866251
2023-04-0159736.65973665974
2023-05-0165557.86555786556
2023-06-0163063.06306306307
2023-07-0167082.46708246709
2023-08-0168468.46846846848
2023-09-0154663.89466389466
2023-10-0145405.40540540541
2023-11-0156133.05613305614
2023-12-0154109.49410949411
2024-01-0148399.168399168404
2024-02-0147678.44767844767
2024-03-0149840.60984060984
2024-04-0152446.29244629246
2024-05-0163063.06306306307
2024-06-0153444.21344421344
2024-07-0156687.45668745669
2024-08-0157519.05751905752
2024-09-0156133.05613305614
2024-10-0151670.131670131675
2024-11-0146237.00623700624
2024-12-0147678.44767844767
2025-01-0147290.367290367285
2025-02-0151171.171171171176
2025-03-0158766.45876645877
2025-04-0163201.66320166321
2025-05-0160568.26056826058
2025-06-0161261.261261261265
2025-07-0161122.66112266113
2025-08-0143243.24324324325
2025-09-0147844.76784476785
2025-10-0143797.643797643796
2025-11-0134539.154539154544
2025-12-0133984.75398475398
2026-01-0139085.23908523908
2026-02-0141580.04158004158
2026-03-0138808.03880803881
2026-04-0151337.49133749134
2026-05-0165003.465003465004
2026-06-0156964.65696465696
Annual Return Matrix
YearAnnual Return
20172.0642884086867492
20180.334411930219471
20190.2571428571428571
20200.6399173934921167
20210.7816792917186053
2022-0.09944495671236409
2023-0.22231075697211167
2024-0.11885245901639341
2025-0.2872093023255814
20260.6761827079934748
Total Factor Risk
0.9388602126075987
VTI.US Exposure
-0.025111753292920168
VEA.US Exposure
0.010865419079137555
VWO.US Exposure
0.023430286196260405
QQQ.US Exposure
-0.009703412408559039
VTV.US Exposure
-0.01259751909272285
IJR.US Exposure
0.015711087295403905
QUAL.US Exposure
0.082674112992152
SHV.US Exposure
0.7438191671091374
TLT.US Exposure
0.0019254412290632726
LQD.US Exposure
0.009342182722055569
HYG.US Exposure
0.0035873560313369403
GLD.US Exposure
0.0004949304721762677
USO.US Exposure
0.0002517794665582314
VNQ.US Exposure
0.005501056497529017
BTC-USD.CC Exposure
0.0021372388326772397
CPER.US Exposure
0.029987861560410705
VIX.INDX Exposure
0.013656887087189151
UUP.US Exposure
0.0005638857802341865
TIP.US Exposure
0.00796623877688504
Idiosyncratic Exposure
0.09549775366599512
Value Score
9.5
Growth Score
44.1
Profit Score
49.5
Health Score
23
Yield Score
0
Moat Score
37.1

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
93.9%

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 →781.7x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued12.6x
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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Extreme
Market Cap$408.0M
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
1.0/ 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
1.15
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+11.1%
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 →
+31.6%
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 →
16.3% 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 →
1.23
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
49
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+4.5%
50.0% retracement+13.3%
61.8% retracement+23.5%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is SFC Energy AG a high-risk investment?

SFC Energy AG (F3C.XETRA) has an annualized volatility of 93.9% and experienced a maximum drawdown of 61.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of F3C.XETRA?

Over the past 10 years, F3C.XETRA has generated a Compound Annual Growth Rate (CAGR) of 19.4%. 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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