flatexDEGIRO AG

10-Year Study

FTK.XETRA · Financial Services · DE · Common Stock

Executive Summary: flatexDEGIRO AG has compounded at 25.5% annually over the last 10 years, with a maximum drawdown of 77.7% and an annualized volatility of 59.5%.

1Y CAGR
+58.7%
3Y CAGR
+64.2%
5Y CAGR
+8.0%
10Y CAGR
+25.5%

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 →
77.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +159.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -68.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.0-25.1-4.626.9————————1.5%
202510.815.811.89.05.9-1.810.96.2-1.317.90.710.9149.1%
2024-8.9-5.07.518.214.5-5.6-1.40.0-1.65.00.68.832.7%
202323.13.8-1.722.6-9.63.1-1.3-9.82.515.111.94.576.6%
2022-16.59.9-1.1-10.6-14.9-35.09.0-2.9-4.0-4.014.5-37.6-68.7%
202119.814.8-9.635.1-3.710.4-10.1-13.7-16.57.07.9-4.627.5%
202011.40.7-0.54.89.145.6-16.77.34.97.921.713.4159.2%
201913.04.46.0-0.7-15.79.827.311.5-10.72.0-6.03.444.5%
2018-1.8-1.7-6.312.3-0.2-13.310.4-2.73.6-25.0-3.8-21.7-44.7%
2017-1.712.7-2.1-0.826.2-8.4-1.75.315.815.410.618.2124.8%
2016———7.1-8.2-20.620.1-1.55.40.4-11.3-1.5-14.6%

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 59.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.9% of variance. Idiosyncratic stock-specific factors contribute 32.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110707.652817273574
2016-05-019833.907944736644
2016-06-017807.584870523694
2016-07-019379.671339054283
2016-08-019238.744746709615
2016-09-019736.7692578705
2016-10-019771.245942069105
2016-11-018668.74701160128
2016-12-018537.383295165715
2017-01-018390.165337091377
2017-02-019458.187583360595
2017-03-019260.890354078065
2017-04-019182.374109771748
2017-05-0111584.669199989932
2017-06-0110610.51413040743
2017-07-0110425.799632584241
2017-08-0110976.923270503563
2017-09-0112715.101794297505
2017-10-0114675.743010292674
2017-11-0116238.518257543348
2017-12-0119194.956841231095
2018-01-0118853.461509424465
2018-02-0118540.40315071596
2018-03-0117381.533583310265
2018-04-0119511.28671011903
2018-05-0119479.82988147067
2018-06-0116880.48921659914
2018-07-0118634.27032740267
2018-08-0118133.225960691547
2018-09-0118790.799506756925
2018-10-0114093.162543724993
2018-11-0113560.661348365504
2018-12-0110623.096861866774
2019-01-0112001.15761129426
2019-02-0112527.367440924076
2019-03-0113278.808163676173
2019-04-0113184.940986989455
2019-05-0111111.558497118554
2019-06-0112201.474696127036
2019-07-0115533.885295820015
2019-08-0117318.871580642724
2019-09-0115471.223293152478
2019-10-0115784.281651860985
2019-11-0114844.854921106275
2019-12-0115345.8992878174
2020-01-0117099.680398620934
2020-02-0117225.00440395601
2020-03-0117131.137227269297
2020-04-0117945.23995268893
2020-05-0119573.948712786572
2020-06-0128499.383446158492
2020-07-0123739.08448045902
2020-08-0125461.660417243373
2020-09-0126714.397161335786
2020-10-0128812.693459496182
2020-11-0135076.377179958225
2020-12-0139774.014142990156
2021-01-0147666.15496892065
2021-02-0154744.19306943151
2021-03-0149482.59808239173
2021-04-0166832.92649168281
2021-05-0164390.11500616554
2021-06-0171092.18109067116
2021-07-0163889.0706394544
2021-08-0155119.91343080756
2021-09-0146050.28059491154
2021-10-0149257.11553464025
2021-11-0153165.56358054206
2021-12-0150710.42101819463
2022-01-0142342.14963384252
2022-02-0146551.32496162267
2022-03-0146050.28059491154
2022-04-0141152.074892417644
2022-05-0135001.13244583134
2022-06-0122749.57847849611
2022-07-0124794.020686010517
2022-08-0124077.308302086218
2022-09-0123115.232654704683
2022-10-0122193.170093363864
2022-11-0125405.28978030551
2022-12-0115849.460200820393
2023-01-0119507.511890681228
2023-02-0120254.171175478776
2023-03-0119918.212245514256
2023-04-0124428.114855172764
2023-05-0122073.130835241718
2023-06-0122759.3930090344
2023-07-0122468.983566952713
2023-08-0120269.0187986008
2023-09-0120785.16244306314
2023-10-0123932.103581045376
2023-11-0126783.350529732994
2023-12-0127985.75634798802
2024-01-0125492.865591262555
2024-02-0124222.76467775625
2024-03-0126044.240883811057
2024-04-0130779.37438659184
2024-05-0135251.780456501496
2024-06-0133292.145859023076
2024-07-0132839.92249037421
2024-08-0132839.92249037421
2024-09-0132299.620001509924
2024-10-0133920.275813473585
2024-11-0134121.34786219392
2024-12-0137123.83924302287
2025-01-0141144.02194428366
2025-02-0147639.22792359765
2025-03-0153242.318242444075
2025-04-0158041.37202103833
2025-05-0161458.590230767295
2025-06-0160346.780079019554
2025-07-0166940.13136371644
2025-08-0171117.59820821905
2025-09-0170161.3106173088
2025-10-0182744.042076654
2025-11-0183348.01318670256
2025-12-0192457.91076326849
2026-01-01103581.04537332963
2026-02-0177559.95671540378
2026-03-0173986.46098094975
2026-04-0193867.17668671513
Annual Return Matrix
YearAnnual Return
20171.2483419307295507
2018-0.44656833824975417
20190.4445786842915689
20201.5918333879960644
20210.27496361910787726
2022-0.6874516148242253
20230.7657229958241374
20240.32652620788259723
20251.4905266440255156
20260.015242242787152804
Total Factor Risk
0.5945918114575071
VTI.US Exposure
0.06764612223054324
VEA.US Exposure
0.047034380860632274
VWO.US Exposure
0.003420872210413852
QQQ.US Exposure
-0.03053559389688637
VTV.US Exposure
-0.007520840484513718
IJR.US Exposure
0.05012339620855885
QUAL.US Exposure
0.0563114096445859
SHV.US Exposure
0.3689159285854802
TLT.US Exposure
0.02796676366944094
LQD.US Exposure
0.011005482687331316
HYG.US Exposure
0.02267137546702453
GLD.US Exposure
0.0036110016025661766
USO.US Exposure
0.0044812554818034
VNQ.US Exposure
0.022961977322371836
BTC-USD.CC Exposure
0.0009208496059935094
CPER.US Exposure
0.0183347676799143
VIX.INDX Exposure
-0.011339313104402105
UUP.US Exposure
-0.0002823264073883119
TIP.US Exposure
0.022010529732952804
Idiosyncratic Exposure
0.32226196090357734
Value Score
40.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
59.5%

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 →24.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.97%
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 →
+12.2%
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 →
+17.9%
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 →
11.2% 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 →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is flatexDEGIRO AG a high-risk investment?

flatexDEGIRO AG (FTK.XETRA) has an annualized volatility of 59.5% and experienced a maximum drawdown of 77.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FTK.XETRA has generated a Compound Annual Growth Rate (CAGR) of 25.5%. It has had a positive return in 80% 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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