Fielmann Aktiengesellschaft

10-Year Study

FIE.XETRA · Healthcare · DE · Common Stock

Executive Summary: Fielmann Aktiengesellschaft has compounded at -0.8% annually over the last 10 years, with a maximum drawdown of 52.3% and an annualized volatility of 43.3%.

1Y CAGR
-15.7%
3Y CAGR
+2.1%
5Y CAGR
-4.4%
10Y CAGR
-0.8%

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 →
52.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +37.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -35.0%
% 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.
2026-4.911.7-5.87.8————————7.8%
20255.8-5.81.519.512.01.30.0-6.7-1.0-7.9-7.4-0.77.3%
2024-0.7-9.4-2.83.00.1-2.3-0.25.55.1-0.5-15.46.0-12.9%
2023-6.6-2.814.222.4-0.34.3-2.8-7.3-5.6-0.619.00.633.4%
2022-4.6-5.9-7.0-2.44.6-5.8-13.7-6.2-11.0-2.17.96.4-35.0%
20217.7-8.74.2-7.03.60.6-2.22.8-11.4-1.11.42.3-9.3%
2020-0.2-12.3-15.612.46.8-6.17.2-2.112.4-5.0-4.46.7-4.8%
20199.70.23.62.9-0.71.51.82.64.32.42.41.637.3%
2018-4.1-3.8-3.23.7-0.3-12.74.6-3.2-10.85.80.9-2.4-24.1%
20173.08.23.6-3.12.1-3.30.52.75.12.6-2.60.320.1%
2016———-3.51.70.28.11.43.5-12.9-6.05.7-3.5%

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 43.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.2% of variance. Idiosyncratic stock-specific factors contribute 16.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019653.681333284188
2016-05-019818.595907883737
2016-06-019839.586093710897
2016-07-0110634.128645395835
2016-08-0110787.985543542996
2016-09-0111161.851404227911
2016-10-019720.260185186982
2016-11-019137.17144636348
2016-12-019654.108120796385
2017-01-019944.886212629419
2017-02-0110758.750598957475
2017-03-0111144.915699766625
2017-04-0110797.219673352358
2017-05-0111021.845700794795
2017-06-0110654.478649954703
2017-07-0110708.118080464965
2017-08-0110999.963141078493
2017-09-0111564.700016877507
2017-10-0111870.745461987784
2017-11-0111561.557308833144
2017-12-0111597.834247369923
2018-01-0111121.422987163396
2018-02-0110703.384618966049
2018-03-0110364.224342795731
2018-04-0110742.823664979564
2018-05-0110711.2801879417
2018-06-019354.619683828052
2018-07-019785.325881364712
2018-08-019475.710940697876
2018-09-018449.112378971793
2018-10-018937.95867532916
2018-11-019019.436291294116
2018-12-018799.466127621106
2019-01-019654.96169582078
2019-02-019671.25721901377
2019-03-0110021.610967663086
2019-04-0110314.910985704557
2019-05-0110241.581131336097
2019-06-0110396.388601669514
2019-07-0110588.539979320203
2019-08-0110865.42807757445
2019-09-0111335.282329639034
2019-10-0111612.151028460907
2019-11-0111889.039126715154
2019-12-0112082.005280525493
2020-01-0112056.844216738218
2020-02-0110571.759470317898
2020-03-018918.869633874514
2020-04-0110026.383228026749
2020-05-0110706.003542336352
2020-06-0110051.563691246394
2020-07-0110775.240116474191
2020-08-0110550.226100384303
2020-09-0111857.088261597466
2020-10-0111268.567681709634
2020-11-0110775.240116474191
2020-12-0111502.253244070078
2021-01-0112385.043813618015
2021-02-0111303.195668494742
2021-03-0111779.199540621441
2021-04-0110956.993398373164
2021-05-0111346.456402685659
2021-06-0111415.692976823499
2021-07-0111161.482815012832
2021-08-0111478.876928061085
2021-09-0110165.22496551751
2021-10-0110050.613119060137
2021-11-0110191.685791273749
2021-12-0110429.716826485657
2022-01-019944.8280143323
2022-02-019362.942040315902
2022-03-018710.539129625067
2022-04-018498.949520737024
2022-05-018886.860570459708
2022-06-018375.510932550114
2022-07-017226.016966743554
2022-08-016779.1898409052565
2022-09-016035.706595225024
2022-10-015907.534545539198
2022-11-016372.6553361048655
2022-12-016779.1898409052565
2023-01-016332.38211449933
2023-02-016156.58445833875
2023-03-017028.239753704807
2023-04-018599.438580427137
2023-05-018570.126038112125
2023-06-018936.367921874606
2023-07-018688.307380126058
2023-08-018052.568581843296
2023-09-017599.009852971703
2023-10-017550.685866931533
2023-11-018985.720077830523
2023-12-019041.493445901773
2024-01-018981.995386814982
2024-02-018138.081279741755
2024-03-017911.301915305959
2024-04-018151.098298863776
2024-05-018160.390626970256
2024-06-017974.5052659759185
2024-07-017959.606501913754
2024-08-018397.063701916082
2024-09-018824.99578062346
2024-10-018777.447771878195
2024-11-017427.07268385327
2024-12-017874.016206285804
2025-01-018330.484850013288
2025-02-017845.499040698069
2025-03-017959.606501913754
2025-04-019509.679346782314
2025-05-0110650.850956101025
2025-06-0110783.989260474238
2025-07-0110786.08439917048
2025-08-0110068.305401383954
2025-09-019971.308239520911
2025-10-019185.631228430257
2025-11-018506.65109538895
2025-12-018448.452798271122
2026-01-018031.365002260033
2026-02-018972.23747233156
2026-03-018448.452798271122
2026-04-019108.033498939822
Annual Return Matrix
YearAnnual Return
20170.2013366850933087
2018-0.24128367935448036
20190.3730384440711296
2020-0.047984752778571726
2021-0.09324576627082715
2022-0.3500120900991387
20230.33371297427694135
2024-0.1291243804578711
20250.07295344293636918
20260.07807118254879453
Total Factor Risk
0.43349058746644525
VTI.US Exposure
-0.013670694284914906
VEA.US Exposure
0.08490372178911731
VWO.US Exposure
0.013770766309169291
QQQ.US Exposure
0.02835415498813786
VTV.US Exposure
-0.01932211242087842
IJR.US Exposure
-0.006599611480670471
QUAL.US Exposure
0.0020620726919722675
SHV.US Exposure
0.6217367343599054
TLT.US Exposure
-0.009753396694510414
LQD.US Exposure
0.0006656223948855595
HYG.US Exposure
-0.005616397742286597
GLD.US Exposure
-0.005237935217070041
USO.US Exposure
0.008333492790812238
VNQ.US Exposure
0.030779075869423855
BTC-USD.CC Exposure
-0.0016472249124419745
CPER.US Exposure
-0.005813062997306708
VIX.INDX Exposure
0.00889165390599605
UUP.US Exposure
0.04521532948094816
TIP.US Exposure
0.06132358224503253
Idiosyncratic Exposure
0.1616242289246792
Value Score
42
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.3%

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 →19.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.63%
Market Cap$3.6B
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 →
+7.1%
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 →
-1.9%
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 →
19.6% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fielmann Aktiengesellschaft a high-risk investment?

Fielmann Aktiengesellschaft (FIE.XETRA) has an annualized volatility of 43.3% and experienced a maximum drawdown of 52.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FIE.XETRA has generated a Compound Annual Growth Rate (CAGR) of -0.8%. 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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