Fresenius Medical Care AG & Co. KGaA

10-Year Study

FME.XETRA · Healthcare · DE · Common Stock

Executive Summary: Fresenius Medical Care AG & Co. KGaA has compounded at -4.9% annually over the last 10 years, with a maximum drawdown of 98.9% and an annualized volatility of 788.6%.

1Y CAGR
+43.9%
3Y CAGR
+18.0%
5Y CAGR
-8.0%
10Y CAGR
-4.9%

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 →
98.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
8629.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
235865.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3140.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +3834.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -96.4%
% 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.
20263729.34.1-2.21.0————————3834.3%
20258112.8-98.82913.2207.9-66.1-0.40.0-0.7-1.8212.4-67.6-96.414.2%
20240.0-0.44.7-94.61811.7-95.8-1.34.52277.8-96.3-11.0-1.4-96.4%
20234.6-6.61.9-2.6806.7-1.3-90.8-11.41144.2-0.73.3-2.8773.4%
20228.98.0-14.1-6.71.28.40.00.0-3.7-17.320.916.215.6%
2021-95.01.8-12.57.01966.3-69.2-84.2-21.02.4-2.36.3-1.3-96.1%
20205.7-0.5-13.219.07.30.9-2.2-3.21.4-8.97.5-3.36.9%
201913.67.04.44.3-11.55.8-8.9-2.70.85.22.6-0.918.4%
20185.9-6.3-4.71.62.61.1-3.34.51.5-21.73.7-21.2-34.7%
2017-6.44.30.63.05.7-1.2-5.2-1.65.40.30.55.210.3%
2016———-2.74.10.04.8-3.0-2.0-4.6-0.89.34.5%

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 788.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 25.4% of variance. Idiosyncratic stock-specific factors contribute 29.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019731.507544461976
2016-05-0110129.544319254039
2016-06-0110133.429538768942
2016-07-0110617.829193063695
2016-08-0110303.554579405163
2016-09-0110098.367414901799
2016-10-019637.342509851806
2016-11-019558.131605864302
2016-12-0110447.704152427468
2017-01-019777.606863359208
2017-02-0110200.968926172902
2017-03-0110265.891737168864
2017-04-0110577.58149049707
2017-05-0111184.595501074382
2017-06-0111054.575440655255
2017-07-0110479.325081867126
2017-08-0110309.8977949397
2017-09-0110870.701480347927
2017-10-0110903.527620739142
2017-11-0110962.630531482171
2017-12-0111528.69908578406
2018-01-0112214.273820756587
2018-02-0111439.386611057811
2018-03-0110898.278609884315
2018-04-0111069.022114035159
2018-05-0111354.736399749443
2018-06-0111482.346038265447
2018-07-0111104.829565727605
2018-08-0111599.330790761107
2018-09-0111774.799990485177
2018-10-019214.598910552731
2018-11-019554.89656594169
2018-12-017529.0638206772965
2019-01-018555.269229854344
2019-02-019156.098605285486
2019-03-019557.544858427358
2019-04-019964.303554579406
2019-05-018823.254228149604
2019-06-019331.4567987377
2019-07-018501.573910354506
2019-08-018271.79092761598
2019-09-018339.37788913645
2019-10-018769.178315717694
2019-11-018996.249573815207
2019-12-018915.151563206178
2020-01-019420.658267192095
2020-02-019369.294079401201
2020-03-018136.63286261388
2020-04-019685.566805953109
2020-05-0110388.39508717957
2020-06-0110484.58995076079
2020-07-0110253.744479420231
2020-08-019928.067935838375
2020-09-0110062.195228316115
2020-10-019162.425962781183
2020-11-019849.824372219888
2020-12-019528.477073240352
2021-01-01473.3523477565165
2021-02-01481.7799782542964
2021-03-01421.3819407826179
2021-04-01450.87866642910325
2021-05-019316.375803804343
2021-06-012866.301017335779
2021-07-01451.7464473705219
2021-08-01356.86553564773305
2021-09-01365.36231791188874
2021-10-01356.86553564773305
2021-11-01379.52364689115535
2021-12-01374.567177967561
2022-01-01407.84630484968875
2022-02-01440.4173917488107
2022-03-01378.10756692514394
2022-04-01352.6171445156552
2022-05-01356.9173711161316
2022-06-01387.0188438939342
2022-07-01387.0188438939342
2022-08-01387.0188438939342
2022-09-01372.6847300200054
2022-10-01308.1816523852012
2022-11-01372.6847300200054
2022-12-01432.8877133841213
2023-01-01452.95537450549324
2023-02-01422.85390172769075
2023-03-01431.024245309021
2023-04-01419.9870713912028
2023-05-013808.0856157126714
2023-06-013760.3141085301254
2023-07-01344.18025093271285
2023-08-01304.9698382913076
2023-09-013794.4364408216084
2023-10-013767.138695975657
2023-11-013889.980060122874
2023-12-013780.787568398633
2024-01-013780.787568398633
2024-02-013767.138695975657
2024-03-013944.5761547509505
2024-04-01213.47891326987295
2024-05-014081.0666937892297
2024-06-01170.90823141665496
2024-07-01168.64953207320684
2024-08-01176.17851098044525
2024-09-014189.20901631563
2024-10-01156.60312612268893
2024-11-01139.43702245503624
2024-12-01137.4794773527712
2025-01-0111290.923167523084
2025-02-01140.49108592949645
2025-03-014233.305838709993
2025-04-0113035.307439520166
2025-05-014424.392774844436
2025-06-014408.534675514482
2025-07-014408.534675514482
2025-08-014376.81877932266
2025-09-014297.528585140974
2025-10-0113423.830116933832
2025-11-014345.10258066275
2025-12-01156.99458599207784
2026-01-016011.7825228553975
2026-02-016255.99632093499
2026-03-016116.445579175223
2026-04-016176.706126753305
Annual Return Matrix
YearAnnual Return
20170.10346722280659404
2018-0.346928585380347
20190.18409828572872855
20200.06879585901438134
2021-0.9606897119982069
20220.15570113679744546
20237.733875902464725
2024-0.963637344107381
20250.14194924955403354
202638.34343396443614
Total Factor Risk
7.886246554123923
VTI.US Exposure
0.004852309175330854
VEA.US Exposure
0.00941771317127606
VWO.US Exposure
0.0006497531217200652
QQQ.US Exposure
-0.00024220125635127551
VTV.US Exposure
0.044822079800736936
IJR.US Exposure
0.02605006736333589
QUAL.US Exposure
0.057150145401224144
SHV.US Exposure
0.2540558483231081
TLT.US Exposure
0.06761974655936483
LQD.US Exposure
0.17720132051586338
HYG.US Exposure
0.012035652355017256
GLD.US Exposure
0.0046530455482212685
USO.US Exposure
-0.00022002455594349684
VNQ.US Exposure
0.0006391130814425897
BTC-USD.CC Exposure
0.01118300718709111
CPER.US Exposure
0.0002388349886608215
VIX.INDX Exposure
0.024156714058243264
UUP.US Exposure
0.00877833367930989
TIP.US Exposure
0.006627071256799855
Idiosyncratic Exposure
0.29033147022554834
Value Score
45.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
46.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
788.6%

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 →11.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.86%
Market Cap$11.2B
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 →
-1.6%
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 →
-0.8%
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 →
57.8% 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 →
0.85
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fresenius Medical Care AG & Co. KGaA a high-risk investment?

Fresenius Medical Care AG & Co. KGaA (FME.XETRA) has an annualized volatility of 788.6% and experienced a maximum drawdown of 98.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FME.XETRA has generated a Compound Annual Growth Rate (CAGR) of -4.9%. 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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