Fresenius SE & Co. KGaA

10-Year Study

FRE.XETRA · Healthcare · DE · Common Stock

Executive Summary: Fresenius SE & Co. KGaA has compounded at -2.5% annually over the last 10 years, with a maximum drawdown of 67.7% and an annualized volatility of 44.6%.

1Y CAGR
+2.6%
3Y CAGR
+21.6%
5Y CAGR
+1.8%
10Y CAGR
-2.5%

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 →
67.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +49.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -34.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.67.8-12.9-0.3————————-9.8%
202510.24.02.46.25.8-1.2-1.610.62.15.5-5.43.549.5%
2024-6.9-0.9-3.411.94.7-4.819.00.52.6-2.1-0.70.819.5%
20231.1-1.9-4.55.51.0-0.912.53.8-0.5-17.720.0-3.510.6%
20223.3-14.56.71.4-3.1-9.3-13.7-1.2-11.06.214.0-1.2-23.8%
2021-2.8-3.67.27.610.1-0.30.7-0.6-5.7-5.5-14.75.7-4.6%
2020-8.1-8.0-20.016.811.12.1-4.2-6.20.1-18.017.80.9-21.5%
20196.99.10.71.6-8.75.0-4.5-3.0-2.99.95.31.120.4%
20188.3-4.8-7.52.15.04.6-4.0-0.4-3.9-11.0-10.9-15.4-34.2%
2017-1.82.90.4-1.23.2-1.5-4.8-0.5-4.05.1-15.57.4-11.7%
2016———-1.17.7-3.01.5-2.18.5-5.30.89.616.7%

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 44.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.4% of variance. Idiosyncratic stock-specific factors contribute 14.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019892.528099286967
2016-05-0110655.133066267133
2016-06-0110339.390886036923
2016-07-0110491.753970745534
2016-08-0110276.546988173766
2016-09-0111154.650880810897
2016-10-0110562.436907019981
2016-11-0110642.556767233196
2016-12-0111665.18470616765
2017-01-0111456.256473786218
2017-02-0111784.574953050364
2017-03-0111833.263465005366
2017-04-0111688.739418708043
2017-05-0112065.44563147496
2017-06-0111883.361875955206
2017-07-0111308.668247006783
2017-08-0111254.847702710578
2017-09-0110805.221513930743
2017-10-0111352.995471404427
2017-11-019595.678565587561
2017-12-0110301.7747808547
2018-01-0111158.279020890943
2018-02-0110623.15655706425
2018-03-019825.228920600128
2018-04-0110027.878402791224
2018-05-0110525.177976249779
2018-06-0111011.743518694322
2018-07-0110566.79819457734
2018-08-0110528.392545958008
2018-09-0110121.85287046036
2018-10-019007.863476660532
2018-11-018021.930508898342
2018-12-016783.118057422366
2019-01-017250.471376230606
2019-02-017911.488420969521
2019-03-017964.31263664271
2019-04-018095.5648337353105
2019-05-017388.961054830031
2019-06-017758.316994170537
2019-07-017410.109539752571
2019-08-017185.559626508355
2019-09-016979.7331719155645
2019-10-017668.008263887974
2019-11-018077.254945455707
2019-12-018165.119850813888
2020-01-017505.305919883899
2020-02-016901.624767601648
2020-03-015520.97647724517
2020-04-016448.46443200809
2020-05-017164.260752359702
2020-06-017316.830622254221
2020-07-017010.017802324641
2020-08-016574.471804839901
2020-09-016579.566239874574
2020-10-015395.13829229274
2020-11-016354.189185886723
2020-12-016411.8070581423535
2021-01-016230.494047406444
2021-02-016005.1357920718565
2021-03-016435.530958562129
2021-04-016926.927754895639
2021-05-017625.034542525373
2021-06-017599.129998326919
2021-07-017655.262776974657
2021-08-017608.623318225482
2021-09-017174.224038589875
2021-10-016782.121728799349
2021-11-015785.49232732967
2021-12-016114.5439540711295
2022-01-016314.90000056396
2022-02-015400.307921940472
2022-03-015759.5877831312155
2022-04-015838.166153776742
2022-05-015659.259370658686
2022-06-015130.265267796214
2022-07-014429.075501031106
2022-08-014377.585989739695
2022-09-013896.5096540483833
2022-10-014136.173684517242
2022-11-014714.871426610997
2022-12-014659.847768505863
2023-01-014709.55140773715
2023-02-014620.784167022274
2023-03-014411.310773696172
2023-04-014654.508950978751
2023-05-014699.099356522099
2023-06-014658.70105065673
2023-07-015238.959080971439
2023-08-015437.284872911704
2023-09-015409.7448458792405
2023-10-014451.182717270134
2023-11-015341.787714328146
2023-12-015154.496731854129
2024-01-014796.4199844723125
2024-02-014752.337142567107
2024-03-014590.743919105635
2024-04-015136.1304476147325
2024-05-015376.67801478702
2024-06-015119.606431395254
2024-07-016094.673777570574
2024-08-016127.740608662795
2024-09-016285.649296084429
2024-10-016155.280635695258
2024-11-016109.374324423399
2024-12-016158.9463730818325
2025-01-016788.795250708238
2025-02-017062.409648972747
2025-03-017229.510877840711
2025-04-017675.734510379676
2025-05-018117.25847960252
2025-06-018023.2652132801195
2025-07-017891.674640428759
2025-08-018724.454980045228
2025-09-018910.561647363582
2025-10-019403.086362892964
2025-11-018897.402590078445
2025-12-019207.580368942368
2026-01-018874.84420616107
2026-02-019568.514511620386
2026-03-018331.563126817593
2026-04-018307.12487757377
Annual Return Matrix
YearAnnual Return
2017-0.1168785544040365
2018-0.3415583041061595
20190.20374137405426396
2020-0.21473203390845097
2021-0.046361829258996456
2022-0.23790755230350635
20230.1061513139316288
20240.19486861540144806
20250.4949927814252182
2026-0.09779501837484683
Total Factor Risk
0.44631394507787714
VTI.US Exposure
-0.028393493288490942
VEA.US Exposure
0.18524756010496587
VWO.US Exposure
0.011102123066650345
QQQ.US Exposure
0.0035910450184479144
VTV.US Exposure
0.064228072298559
IJR.US Exposure
-0.009734120780366737
QUAL.US Exposure
-0.025049061210016058
SHV.US Exposure
0.554024460499381
TLT.US Exposure
-0.013693768224430537
LQD.US Exposure
0.11772187244922201
HYG.US Exposure
-0.010301200932729305
GLD.US Exposure
-0.0069425483306966755
USO.US Exposure
0.0075634648376217755
VNQ.US Exposure
0.0178106091718384
BTC-USD.CC Exposure
-0.00008687240648153293
CPER.US Exposure
-0.0016601481003923843
VIX.INDX Exposure
-0.004305657629694038
UUP.US Exposure
-0.010589578293595728
TIP.US Exposure
0.0006843807953097229
Idiosyncratic Exposure
0.1487828609548977
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.6%

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 →16.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.39%
Market Cap$24.5B
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 →
-6.7%
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 →
-5.7%
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 →
15.2% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fresenius SE & Co. KGaA a high-risk investment?

Fresenius SE & Co. KGaA (FRE.XETRA) has an annualized volatility of 44.6% and experienced a maximum drawdown of 67.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FRE.XETRA has generated a Compound Annual Growth Rate (CAGR) of -2.5%. It has had a positive return in 40% 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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