Fraport AG

10-Year Study

FRA.XETRA · Industrials · DE · Common Stock

Executive Summary: Fraport AG has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 64.3% and an annualized volatility of 35.5%.

1Y CAGR
+21.6%
3Y CAGR
+16.7%
5Y CAGR
+5.2%
10Y CAGR
+5.0%

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 →
64.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
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 →
34.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +67.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -35.7%
% 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.
202611.76.6-10.9-1.5————————4.5%
2025-1.7-3.54.20.74.94.72.211.90.50.9-2.5-3.319.6%
20240.0-6.2-4.9-3.615.2-9.2-2.5-2.79.5-0.74.512.69.1%
202336.8-1.5-9.75.1-2.32.7-1.74.20.4-7.012.04.643.9%
20221.11.6-17.01.72.6-21.37.2-3.1-13.85.06.1-8.2-35.7%
2021-9.316.8-0.96.55.2-1.1-3.4-1.510.02.6-10.77.419.9%
2020-11.1-15.4-35.28.516.5-13.0-14.915.6-11.5-8.253.43.7-31.9%
201910.42.4-3.48.2-1.87.20.20.32.4-3.73.2-2.024.7%
20183.7-11.7-4.80.41.43.23.3-9.3-1.7-10.2-4.9-3.8-30.7%
2017-1.67.012.28.82.17.19.5-2.0-3.11.42.79.867.0%
2016———-0.8-0.0-6.71.82.3-2.611.11.42.58.2%

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 35.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 50.1% of variance. Idiosyncratic stock-specific factors contribute 31.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019915.589356957169
2016-05-019912.840182809083
2016-06-019252.950413695726
2016-07-019421.529772456353
2016-08-019635.393527784252
2016-09-019380.094219696402
2016-10-0110417.632543184027
2016-11-0110558.280292600102
2016-12-0110822.223004209534
2017-01-0110646.913667134393
2017-02-0111388.684839074342
2017-03-0112779.74496461263
2017-04-0113910.711222348804
2017-05-0114198.86865985458
2017-06-0115208.167466493063
2017-07-0116648.316845619574
2017-08-0116307.947092693354
2017-09-0115806.255800757452
2017-10-0116026.607607074831
2017-11-0116463.374402329537
2017-12-0118072.71895522585
2018-01-0118737.711191558054
2018-02-0116553.877215284527
2018-03-0115759.035985589926
2018-04-0115818.066252897626
2018-05-0116040.04557031068
2018-06-0116561.223008608213
2018-07-0117114.466814169024
2018-08-0115522.870929572757
2018-09-0115254.287612001355
2018-10-0113690.755297108748
2018-11-0113017.251617614067
2018-12-0112520.134951460579
2019-01-0113819.04275955503
2019-02-0114155.80559599896
2019-03-0113678.746904429909
2019-04-0114801.267699183163
2019-05-0114528.483643513488
2019-06-0115579.481923630143
2019-07-0115604.224490962915
2019-08-0115657.800396760813
2019-09-0116036.988488658006
2019-10-0115443.474780176035
2019-11-0115933.949441587747
2019-12-0115616.584777932707
2020-01-0113877.28126470808
2020-02-0111734.06908564667
2020-03-017604.281673785194
2020-04-018251.34929467188
2020-05-019608.82550881715
2020-06-018359.820709858757
2020-07-017110.79391750718
2020-08-018217.677409706122
2020-09-017274.468749587622
2020-10-016680.0972987714495
2020-11-0110246.260023488941
2020-12-0110629.582873304858
2021-01-019643.289155937555
2021-02-0111262.70668291245
2021-03-0111165.80379254072
2021-04-0111891.519787455849
2021-05-0112511.733475264029
2021-06-0112373.900880175595
2021-07-0111951.825671568258
2021-08-0111770.930012624205
2021-09-0112946.74079906396
2021-10-0113286.978591631074
2021-11-0111869.988255528038
2021-12-0112744.3136081921
2022-01-0112890.745620015747
2022-02-0113101.772227622821
2022-03-0110875.07312803234
2022-04-0111060.27949204059
2022-05-0111348.854804016872
2022-06-018936.94934041814
2022-07-019580.849912686228
2022-08-019285.808543113648
2022-09-018008.806154631148
2022-10-018407.194478778574
2022-11-018921.883866086628
2022-12-018193.990525246216
2023-01-0111211.022208928436
2023-02-0111038.747960112782
2023-03-019972.772179237358
2023-04-0110480.995508949112
2023-05-0110241.949318424746
2023-06-0110521.90322027263
2023-07-0110343.162913860675
2023-08-0110780.325590192706
2023-09-0110819.09994237731
2023-10-0110063.20901201279
2023-11-0111275.63879810505
2023-12-0111792.461544552016
2024-01-0111796.772249616215
2024-02-0111068.900902168987
2024-03-0110521.90322027263
2024-04-0110138.580370456713
2024-05-0111678.491781068968
2024-06-0110600.815515019289
2024-07-0110332.496118166102
2024-08-0110055.379364039041
2024-09-0111007.693288936003
2024-10-0110930.716412789598
2024-11-0111425.567759445063
2024-12-0112866.135013042081
2025-01-0112646.201081195208
2025-02-0112206.333217501462
2025-03-0112723.177957341613
2025-04-0112811.151530080362
2025-05-0113437.963235843952
2025-06-0114064.77494160754
2025-07-0114372.682446193161
2025-08-0116088.167114598775
2025-09-0116176.140687337522
2025-10-0116319.097743037992
2025-11-0115912.219969121274
2025-12-0115384.378532688781
2026-01-0117176.840077240795
2026-02-0118309.499826252195
2026-03-0116319.097743037992
2026-04-0116077.170418006428
Annual Return Matrix
YearAnnual Return
20170.669963643162415
2018-0.3072356748047421
20190.2473176078753767
2020-0.31934011024451514
20210.1989476689812706
2022-0.35704732501410796
20230.43915977303350284
20240.09104744284589938
20250.1957264957264957
20260.0450321658327375
Total Factor Risk
0.3545271205717953
VTI.US Exposure
0.15037994599944257
VEA.US Exposure
0.5011598492556681
VWO.US Exposure
0.02434227044267574
QQQ.US Exposure
-0.05015125360148978
VTV.US Exposure
-0.09468319505413843
IJR.US Exposure
0.11907718056027661
QUAL.US Exposure
-0.07620613241003762
SHV.US Exposure
0.0012041394313220077
TLT.US Exposure
-0.014613259274217987
LQD.US Exposure
-0.011452938899012156
HYG.US Exposure
0.14555189771435081
GLD.US Exposure
-0.01367488248534408
USO.US Exposure
-0.00009397259306790173
VNQ.US Exposure
0.03305601084684186
BTC-USD.CC Exposure
-0.004828141650473751
CPER.US Exposure
0.009390900048601826
VIX.INDX Exposure
-0.009013232141320576
UUP.US Exposure
-0.021437654871990158
TIP.US Exposure
0.0023250804184880556
Idiosyncratic Exposure
0.3096673882634247
Value Score
43.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.5%

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 →16.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$7.1B
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 →
-6.6%
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 →
-1.0%
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 →
14.6% 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 →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fraport AG a high-risk investment?

Fraport AG (FRA.XETRA) has an annualized volatility of 35.5% and experienced a maximum drawdown of 64.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FRA.XETRA has generated a Compound Annual Growth Rate (CAGR) of 5.0%. 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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