Fuchs Petrolub SE

10-Year Study

FPE.XETRA · Basic Materials · DE · Common Stock

Executive Summary: Fuchs Petrolub SE has compounded at 2.4% annually over the last 10 years, with a maximum drawdown of 85.0% and an annualized volatility of 109.5%.

1Y CAGR
+420.9%
3Y CAGR
+27.6%
5Y CAGR
+24.9%
10Y CAGR
+2.4%

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 →
85.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
134.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +445.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -42.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026418.33.4-3.75.7————————445.2%
2025-1.5-1.511.7-0.7-2.84.3-0.72.8-18.4-1.7-6.84.5-12.9%
20245.7-18.5-16.79.6-3.66.1-4.314.9-7.87.0-7.9-5.7-24.1%
2023-4.4-7.80.814.212.4-3.9-10.84.5-10.9-12.2-14.8-5.4-35.6%
2022-7.01.9-5.6-2.620.8-1.10.07.9-1.63.734.72.357.9%
2021-1.17.6-1.06.11.0-6.2-8.65.0-4.8-6.7-4.86.9-8.1%
20200.6-21.7-5.6-5.9-1.8-7.3-5.90.0-5.2-2.2-3.48.1-41.9%
20199.4-6.4-2.1-22.1-10.6-0.5-4.21.6-6.4-2.91.2-7.0-42.1%
20181.25.1-3.73.32.8-5.811.12.8-8.1-9.9-8.2-0.4-11.5%
20175.82.5-0.74.24.5-2.57.6-8.56.6-1.6-5.5-0.011.6%
2016———-5.54.6-1.56.39.3-3.4-0.9-2.95.711.2%

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 109.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 41.6% of variance. Idiosyncratic stock-specific factors contribute 30.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019453.886965085618
2016-05-019888.172316294436
2016-06-019737.665597102647
2016-07-0110353.234107443532
2016-08-0111320.96451377196
2016-09-0110940.170600756108
2016-10-0110839.343012358231
2016-11-0110521.769863710011
2016-12-0111122.287702131714
2017-01-0111763.43044127458
2017-02-0112058.447437811737
2017-03-0111975.648886488549
2017-04-0112478.357213203291
2017-05-0113034.398131969374
2017-06-0112711.622772182864
2017-07-0113681.53731295867
2017-08-0112524.10490199193
2017-09-0113351.057915303238
2017-10-0113143.525431267273
2017-11-0112416.48664103949
2017-12-0112410.371064586843
2018-01-0112557.899418623121
2018-02-0113203.489849731552
2018-03-0112711.622772182864
2018-04-0113126.648028719383
2018-05-0113493.622327413668
2018-06-0112709.120945452234
2018-07-0114121.223432982812
2018-08-0114513.493979731233
2018-09-0113336.722051021381
2018-10-0112018.735902404931
2018-11-0111030.23636305874
2018-12-0110983.178193601678
2019-01-0112018.735902404931
2019-02-0111249.920576929186
2019-03-0111014.550306573054
2019-04-018577.691799357359
2019-05-017664.326030538387
2019-06-017624.615101081526
2019-07-017306.922363364629
2019-08-017426.057424047501
2019-09-016949.518696190869
2019-10-016750.9610191568445
2019-11-016830.384392945425
2019-12-016353.845665088796
2020-01-016393.557351983086
2020-02-015003.653612744912
2020-03-014725.672561922305
2020-04-014447.691889818414
2020-05-014368.268894748547
2020-06-014050.576535750364
2020-07-013812.307550540763
2020-08-013812.307550540763
2020-09-013613.7498735067375
2020-10-013534.326499718157
2020-11-013415.1921964727126
2020-12-013693.1728685766047
2021-01-013653.4611816823144
2021-02-013931.4418537862066
2021-03-013891.73054561063
2021-04-014129.9995308202315
2021-05-014169.711217714522
2021-06-013911.5863890577752
2021-07-013574.038186612447
2021-08-013752.7400201993264
2021-09-013574.038186612447
2021-10-013335.768822684132
2021-11-013176.922832544398
2021-12-013395.3363530255674
2022-01-013157.0669890972526
2022-02-013216.634519438688
2022-03-013037.9324964924513
2022-04-012958.5093120632273
2022-05-013574.038186612447
2022-06-013534.326499718157
2022-07-013534.326499718157
2022-08-013812.307550540763
2022-09-013752.7400201993264
2022-10-013891.73054561063
2022-11-015241.922597954514
2022-12-015361.05727991867
2023-01-015122.787915990356
2023-02-014725.672561922305
2023-03-014765.3842488165965
2023-04-015440.480274988538
2023-05-016115.57630116048
2023-06-015877.307315950879
2023-07-015241.922597954514
2023-08-015480.191961882829
2023-09-014884.518930780754
2023-10-014288.845899678679
2023-11-013653.4611816823144
2023-12-013454.9035046482895
2024-01-013653.4611816823144
2024-02-012978.365155510373
2024-03-012481.9709629253107
2024-04-012720.240137494269
2024-05-012620.961298977257
2024-06-012779.8074784763476
2024-07-012660.67279651219
2024-08-013057.78815058024
2024-09-012819.5189760112817
2024-10-013018.076653045306
2024-11-012779.8074784763476
2024-12-012620.961298977257
2025-01-012581.249801442323
2025-02-012541.5383039073895
2025-03-012839.374819458427
2025-04-012819.5189760112817
2025-05-012740.0959809414144
2025-06-012859.230473546215
2025-07-012839.374819458427
2025-08-012918.797814528294
2025-09-012382.6921244082982
2025-10-012342.9806268733646
2025-11-012184.1344473742733
2025-12-012283.413285891286
2026-01-0111834.03755122788
2026-02-0112231.15290529593
2026-03-0111774.470248117672
2026-04-0112449.56635003336
Annual Return Matrix
YearAnnual Return
20170.11581100911535036
2018-0.11500001599933452
2019-0.4214929819867377
2020-0.41874998807907104
2021-0.08064515963636087
20220.5789473331976254
2023-0.355555569684064
2024-0.2413793046749445
2025-0.12878786619920246
20264.452173913043478
Total Factor Risk
1.0949350352839082
VTI.US Exposure
0.4161776614014465
VEA.US Exposure
0.045434862957618935
VWO.US Exposure
0.009126028194096657
QQQ.US Exposure
0.027759927062756554
VTV.US Exposure
0.03791774355683645
IJR.US Exposure
0.01315390886430771
QUAL.US Exposure
0.018429955985155178
SHV.US Exposure
0.009630234661464792
TLT.US Exposure
-0.00015160013250282493
LQD.US Exposure
0.006367741822847709
HYG.US Exposure
0.009475809143485274
GLD.US Exposure
-0.0000021134890678992924
USO.US Exposure
0.0002143158418903336
VNQ.US Exposure
0.01774577267545869
BTC-USD.CC Exposure
-0.0006369594280223308
CPER.US Exposure
0.00036147114215145183
VIX.INDX Exposure
-5.730975351480128e-7
UUP.US Exposure
0.06409942974804107
TIP.US Exposure
0.01699212529681464
Idiosyncratic Exposure
0.3079042577927562
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
109.5%

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 →13.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.12%
Market Cap$3.9B
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 →
+4.5%
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 →
+90.7%
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 →
1.4% 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 →
0.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fuchs Petrolub SE a high-risk investment?

Fuchs Petrolub SE (FPE.XETRA) has an annualized volatility of 109.5% and experienced a maximum drawdown of 85.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FPE.XETRA has generated a Compound Annual Growth Rate (CAGR) of 2.4%. It has had a positive return in 30% 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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