Fuchs Petrolub SE Preference Shares

10-Year Study

FPE3.XETRA · Basic Materials · DE · Common Stock

Executive Summary: Fuchs Petrolub SE Preference Shares has compounded at 2.8% annually over the last 10 years, with a maximum drawdown of 66.2% and an annualized volatility of 90.7%.

1Y CAGR
+168.5%
3Y CAGR
+6.7%
5Y CAGR
+0.7%
10Y CAGR
+2.8%

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 →
66.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +121.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -61.5%
% 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.
2026113.00.5-1.55.1————————121.7%
20254.12.2-3.0-1.93.13.4-0.33.72.90.41.4-0.216.5%
20241.2-3.516.6-4.54.0-4.0-5.8-5.414.5-65.25.2-5.2-61.5%
202311.73.8-1.1-4.6-4.39.13.81.9-3.94.11.33.927.0%
2022-4.0-7.4-7.7-8.2-1.4-7.09.9-7.7-3.611.514.6-1.5-15.0%
20211.0-3.4-9.98.6-4.5-0.92.42.0-5.72.5-4.40.8-12.0%
2020-9.4-13.7-6.49.73.9-0.23.86.89.51.88.5-3.18.1%
201913.7-4.0-6.65.7-7.4-1.01.0-9.08.411.12.412.726.1%
2018-0.66.0-5.51.02.8-5.814.34.5-4.6-14.9-10.7-1.6-17.0%
20176.03.44.63.66.8-4.05.3-7.07.3-3.8-8.40.213.0%
2016———-4.90.2-3.67.08.0-0.40.3-8.26.73.9%

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 90.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.7% of variance. Idiosyncratic stock-specific factors contribute 23.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019513.565559175384
2016-05-019528.502842370444
2016-06-019189.924423282378
2016-07-019830.6118680507
2016-08-0110621.100808525793
2016-09-0110576.816545102021
2016-10-0110606.757059762322
2016-11-019738.152393262724
2016-12-0110386.687682182097
2017-01-0111014.350343590486
2017-02-0111384.188242742392
2017-03-0111910.2905680784
2017-04-0112333.546566073572
2017-05-0113176.002743448038
2017-06-0112648.086840682168
2017-07-0113317.95639500376
2017-08-0112389.404750913382
2017-09-0113288.774285450492
2017-10-0112786.0176477571
2017-11-0111712.907395439019
2017-12-0111739.418600050121
2018-01-0111673.107614387274
2018-02-0112378.787079414908
2018-03-0111699.618818998379
2018-04-0111816.347257211444
2018-05-0112142.626323911525
2018-06-0111433.451600564516
2018-07-0113068.342192384294
2018-08-0113655.710460714616
2018-09-0113025.047153013176
2018-10-0111081.551630900722
2018-11-019895.99957793107
2018-12-019739.009720775024
2019-01-0111076.143872746221
2019-02-0110637.653824340188
2019-03-019933.886859147684
2019-04-0110496.887241647652
2019-05-019717.246791616655
2019-06-019617.137317488163
2019-07-019717.246791616655
2019-08-018838.420143239642
2019-09-019583.734518643576
2019-10-0110646.128177057917
2019-11-0110902.007465344186
2019-12-0112281.447432633842
2020-01-0111124.483954785866
2020-02-019600.452405133414
2020-03-018988.584354432383
2020-04-019861.87134811454
2020-05-0110241.832306738594
2020-06-0110218.94825698722
2020-07-0110607.812232085153
2020-08-0111328.330057902582
2020-09-0112403.41875832597
2020-10-0112632.160333434455
2020-11-0113701.511534352456
2020-12-0113278.354458762547
2021-01-0113415.59280900062
2021-02-0112963.847158289036
2021-03-0111677.163433003152
2021-04-0112677.895458802115
2021-05-0112108.16835274411
2021-06-0112002.815991136553
2021-07-0112295.42846591134
2021-08-0112541.217668860545
2021-09-0111827.261695925716
2021-10-0112125.710592611156
2021-11-0111587.308914887162
2021-12-0111680.955458538323
2022-01-0111212.75571441761
2022-02-0110387.610957964573
2022-03-019591.714259334978
2022-04-018801.686956751124
2022-05-018675.692786578209
2022-06-018069.001675086062
2022-07-018869.844493978924
2022-08-018184.279251355238
2022-09-017886.9844493978935
2022-10-018797.037603703655
2022-11-0110083.226716963214
2022-12-019931.545695556406
2023-01-0111096.38999169052
2023-02-0111514.996636638221
2023-03-0111387.61755279159
2023-04-0110859.767598295895
2023-05-0110389.424535394435
2023-06-0111334.49622116412
2023-07-0111766.325494282286
2023-08-0111985.40564780986
2023-09-0111522.250946357677
2023-10-0111991.670733476663
2023-11-0112141.86791880449
2023-12-0112611.254731788385
2024-01-0112767.717002783016
2024-02-0112323.357558331245
2024-03-0114363.698115198438
2024-04-0113712.788688552699
2024-05-0114267.74338209109
2024-06-0113702.665629080548
2024-07-0112912.869145442317
2024-08-0112219.390110397404
2024-09-0113991.61797486052
2024-10-014874.069217087318
2024-11-015125.477437360318
2024-12-014856.765104352415
2025-01-015055.113814972925
2025-02-015166.215231322478
2025-03-015012.6338801607935
2025-04-014915.9101572772215
2025-05-015069.818552930597
2025-06-015240.391752230791
2025-07-015225.360284247285
2025-08-015417.827225471069
2025-09-015574.675876891093
2025-10-015594.60923865968
2025-11-015672.706834343858
2025-12-015658.69109107974
2026-01-0112055.343788332433
2026-02-0112121.292058509305
2026-03-0111936.636902014061
2026-04-0112543.360987641294
Annual Return Matrix
YearAnnual Return
20170.13023698788869664
2018-0.17040101792320073
20190.2610571079352504
20200.08117178627331478
2021-0.12030097593682487
2022-0.14976598183183432
20230.269817923450822
2024-0.6148864480462617
20250.16511525047992848
20261.2166541318034532
Total Factor Risk
0.9065386128653946
VTI.US Exposure
0.059761403811759296
VEA.US Exposure
0.0732823116052887
VWO.US Exposure
0.02292300226124851
QQQ.US Exposure
0.02434137000049891
VTV.US Exposure
0.044714504392462814
IJR.US Exposure
0.02803223796882602
QUAL.US Exposure
0.06793931011859514
SHV.US Exposure
0.3372563736852428
TLT.US Exposure
-0.009435100788239309
LQD.US Exposure
0.09809671431488615
HYG.US Exposure
-0.004385677234423729
GLD.US Exposure
0.0001813555470822691
USO.US Exposure
0.0008881742312775525
VNQ.US Exposure
0.0012147576714908327
BTC-USD.CC Exposure
0.007428007196769577
CPER.US Exposure
-0.00026374834497992143
VIX.INDX Exposure
-0.008878376014210394
UUP.US Exposure
0.01750759704799972
TIP.US Exposure
0.002113857586401051
Idiosyncratic Exposure
0.2372819249420241
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
90.7%

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 →16.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.38%
Market Cap$4.8B
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 →
+4.8%
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 →
+48.8%
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 →
20.8% 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 →
0.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fuchs Petrolub SE Preference Shares a high-risk investment?

Fuchs Petrolub SE Preference Shares (FPE3.XETRA) has an annualized volatility of 90.7% and experienced a maximum drawdown of 66.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FPE3.XETRA?

Over the past 10 years, FPE3.XETRA has generated a Compound Annual Growth Rate (CAGR) of 2.8%. 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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