freenet AG

10-Year Study

FNTN.XETRA · Communication Services · DE · Common Stock

Executive Summary: freenet AG has compounded at 6.6% annually over the last 10 years, with a maximum drawdown of 65.1% and an annualized volatility of 53.1%.

1Y CAGR
-41.9%
3Y CAGR
-1.0%
5Y CAGR
+11.3%
10Y CAGR
+6.6%

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 →
65.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
91.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +168.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -48.1%
% 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.
2026-42.3-8.9-4.63.5————————-48.1%
2025-3.412.61.6-3.210.05.16.43.914.3-0.1-9.7-2.337.7%
20241.5-1.87.49.05.20.6-3.54.718.3-3.2-1.30.742.1%
202312.7-7.45.6-6.7-7.97.28.7-11.6-4.5-5.415.5-11.2-9.4%
20221.0-24.2-11.9-5.54.628.92.4-2.6-13.6-18.142.64.7-9.4%
20217.81.8-2.8-4.0-60.7130.7-9.1-2.0-6.210.2-6.52.3-18.2%
2020-2.4-2.4-0.89.57.111.7-0.4-64.9172.27.77.4-2.233.3%
20199.6-0.33.59.1-9.71.30.90.1137.7-8.20.18.1168.9%
20180.1-7.8-13.26.5-0.6-7.68.0-6.5-9.6-3.9-8.6-6.8-41.4%
20173.71.58.3-5.510.3-7.52.2-1.60.81.411.0-3.221.3%
2016———1.4-1.2-6.98.23.11.10.3-7.811.28.2%

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 53.1%. The dominant macroeconomic risk driver is VWO.US, accounting for 31.5% of variance. Idiosyncratic stock-specific factors contribute 27.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110144.511653832655
2016-05-0110019.818741097048
2016-06-019332.287344219878
2016-07-0110096.616362848119
2016-08-0110410.069021518473
2016-09-0110525.334269218329
2016-10-0110557.677353647543
2016-11-019734.649077533943
2016-12-0110822.615385674077
2017-01-0111227.041571185755
2017-02-0111390.82144552943
2017-03-0112331.110606467239
2017-04-0111651.699388233998
2017-05-0112854.862129000734
2017-06-0111892.070439108982
2017-07-0112149.71407337063
2017-08-0111949.599840349028
2017-09-0112047.523689588968
2017-10-0112215.707728620877
2017-11-0113561.455301169168
2017-12-0113124.961291521295
2018-01-0113141.958614614943
2018-02-0112119.917146651802
2018-03-0110522.925741654451
2018-04-0111208.599131553776
2018-05-0111145.358079233676
2018-06-0110300.997130411444
2018-07-0111122.717920133226
2018-08-0110400.847801702485
2018-09-019397.524033664335
2018-10-019029.776282196852
2018-11-018251.202543405107
2018-12-017692.8370390250275
2019-01-018435.076419138848
2019-02-018405.554752713035
2019-03-018696.16080706318
2019-04-019488.359930359145
2019-05-018566.30676383355
2019-06-018677.236661918427
2019-07-018753.690208303226
2019-08-018766.00810641563
2019-09-0120835.926236487918
2019-10-0119128.21413601654
2019-11-0119140.58879480399
2019-12-0120684.335353798317
2020-01-0120180.06538312308
2020-02-0119697.45106532588
2020-03-0119536.579188545693
2020-04-0121402.06687601368
2020-05-0122917.97045273625
2020-06-0125597.102455825832
2020-07-0125485.72265147864
2020-08-018945.890707900659
2020-09-0124347.251417946678
2020-10-0126233.27384626422
2020-11-0128185.571838944667
2020-12-0127576.12383129291
2021-01-0129730.75300783024
2021-02-0130254.3843055922
2021-03-0129414.272553138944
2021-04-0128244.523411365055
2021-05-0111113.703145536998
2021-06-0125640.11187660936
2021-07-0123297.94650495635
2021-08-0122824.840251250822
2021-09-0121402.80715046808
2021-10-0123593.234634575296
2021-11-0122061.454533383803
2021-12-0122558.002811478793
2022-01-0122776.381150441255
2022-02-0117262.491503287318
2022-03-0115200.5908899676
2022-04-0114370.951920974787
2022-05-0115032.034071821216
2022-06-0119376.18113991806
2022-07-0119847.418331880555
2022-08-0119338.709339565612
2022-09-0116707.664987515036
2022-10-0113687.192958517118
2022-11-0119517.545997298683
2022-12-0120440.374232228078
2023-01-0123037.88966417626
2023-02-0121338.345521027146
2023-03-0122539.322694395323
2023-04-0121033.198878239713
2023-05-0119377.905821891618
2023-06-0120771.99749965068
2023-07-0122588.32518815546
2023-08-0119971.502243398267
2023-09-0119082.599316665648
2023-10-0118045.612623098335
2023-11-0120850.85641719509
2023-12-0118517.35645679736
2024-01-0118798.27092409329
2024-02-0118465.694750192142
2024-03-0119826.245694958583
2024-04-0121607.738482718894
2024-05-0122741.748381374047
2024-06-0122884.21183754605
2024-07-0122072.834284305223
2024-08-0123103.275324141843
2024-09-0127326.155198769113
2024-10-0126464.228975691396
2024-11-0126125.98655211
2024-12-0126317.329122966403
2025-01-0125427.671483802438
2025-02-0128623.937695027562
2025-03-0129080.40352402931
2025-04-0128137.51437640291
2025-05-0130959.25421543397
2025-06-0132533.642099141176
2025-07-0134616.19426966939
2025-08-0135968.97495775131
2025-09-0141117.31340419915
2025-10-0141070.563234842826
2025-11-0137098.205886036805
2025-12-0136233.772705143645
2026-01-0120906.019254457493
2026-02-0119048.012276609068
2026-03-0118180.942353613136
2026-04-0118814.041027546675
Annual Return Matrix
YearAnnual Return
20170.2127347063349252
2018-0.4138773541378298
20191.6887785674996958
20200.33318878076636094
2021-0.18197340026880937
2022-0.0938748255751235
2023-0.09407938199089916
20240.4212249564006114
20250.37680281064401155
2026-0.4807595339119659
Total Factor Risk
0.5306860046886681
VTI.US Exposure
-0.015077560726318317
VEA.US Exposure
-0.03412063825586858
VWO.US Exposure
0.3148126173383689
QQQ.US Exposure
0.03592963154665502
VTV.US Exposure
0.017200311658223673
IJR.US Exposure
-0.002487386851365078
QUAL.US Exposure
-0.012350417978457803
SHV.US Exposure
0.12805970356509222
TLT.US Exposure
-0.041199182486357094
LQD.US Exposure
0.30252808108503415
HYG.US Exposure
0.008911889012509536
GLD.US Exposure
-0.0012512290114668693
USO.US Exposure
0.009681448451596943
VNQ.US Exposure
-0.003240410006073307
BTC-USD.CC Exposure
0.0018110737657200365
CPER.US Exposure
-0.004462741892707048
VIX.INDX Exposure
-0.004514687527694461
UUP.US Exposure
0.0033834196095921826
TIP.US Exposure
0.02008781452804733
Idiosyncratic Exposure
0.27629826417546854
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
92.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.1%

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 →11.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.71%
Market Cap$3.2B
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 →
-4.6%
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 →
-37.3%
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 →
57.0% 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 →
0.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is freenet AG a high-risk investment?

freenet AG (FNTN.XETRA) has an annualized volatility of 53.1% and experienced a maximum drawdown of 65.1% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, FNTN.XETRA has generated a Compound Annual Growth Rate (CAGR) of 6.6%. 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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