GEA GROUP

10-Year Study

G1A.XETRA · Industrials · DE · Common Stock

Executive Summary: GEA GROUP has compounded at 6.5% annually over the last 10 years, with a maximum drawdown of 59.0% and an annualized volatility of 25.4%.

1Y CAGR
+4.8%
3Y CAGR
+18.5%
5Y CAGR
+13.8%
10Y CAGR
+6.5%

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 →
59.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +68.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -42.3%
% 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.
20264.59.1-7.10.5————————6.4%
20256.89.10.42.54.90.86.2-1.41.0-1.4-5.8-1.023.3%
2024-1.30.25.2-3.33.81.65.03.83.73.04.51.130.4%
20238.20.70.83.7-7.6-2.50.7-5.7-4.0-7.84.611.80.9%
2022-13.2-6.4-4.52.1-0.1-11.510.6-4.6-3.96.29.8-1.7-18.6%
2021-2.50.322.14.50.6-4.89.54.61.27.65.07.568.2%
2020-8.1-11.6-21.812.030.45.18.8-0.2-1.8-4.82.02.03.0%
20196.8-12.310.810.4-1.82.1-9.48.31.010.76.41.135.5%
20180.0-2.7-11.3-3.8-2.8-8.315.6-2.0-6.3-12.5-11.2-5.6-42.3%
20170.0-3.98.40.1-6.3-2.0-4.17.74.07.5-2.1-1.36.9%
2016———-4.02.91.512.90.82.7-28.7-0.28.7-9.4%

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 25.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.9% of variance. Idiosyncratic stock-specific factors contribute 20.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019598.688053196745
2016-05-019877.222147339415
2016-06-0110021.835826930852
2016-07-0111316.200146770303
2016-08-0111406.299141843016
2016-09-0111713.288703179525
2016-10-018350.541402704766
2016-11-018337.511794042324
2016-12-019062.916535621753
2017-01-019065.282832367346
2017-02-018709.709304937773
2017-03-019444.609186622936
2017-04-019450.56985817196
2017-05-018853.873687678783
2017-06-018673.52593191655
2017-07-018314.058498449927
2017-08-018956.762666427041
2017-09-019317.458177951505
2017-10-0110020.66765511974
2017-11-019812.493447754267
2017-12-019685.40234532956
2018-01-019690.224798190831
2018-02-019428.793937487831
2018-03-018363.660870737296
2018-04-018043.58179449162
2018-05-017817.735244342604
2018-06-017169.968998517321
2018-07-018289.287265429602
2018-08-018122.98752452412
2018-09-017614.233724221593
2018-10-016666.157463569513
2018-11-015916.670410807086
2018-12-015584.100882119484
2019-01-015961.330517739737
2019-02-015229.186323403873
2019-03-015795.060729957616
2019-04-016398.226775096973
2019-05-016285.243593775741
2019-06-016418.744664599902
2019-07-015815.398900720372
2019-08-016298.093483698011
2019-09-016359.7070584535195
2019-10-017037.516287010828
2019-11-017489.419059172395
2019-12-017569.0045079450665
2020-01-016955.35486962903
2020-02-016146.590585733328
2020-03-014807.656018331311
2020-04-015386.619939794222
2020-05-017025.80461577631
2020-06-017382.4864087702745
2020-07-018032.858576328047
2020-08-018014.497311707177
2020-09-017870.273022719444
2020-10-017492.624043372122
2020-11-017642.479519551901
2020-12-017794.19208938012
2021-01-017597.220350152012
2021-02-017618.517020862349
2021-03-019303.529975588204
2021-04-019718.80007787812
2021-05-019776.010543499424
2021-06-019309.969897111021
2021-07-0110190.292192718396
2021-08-0110659.058573332733
2021-09-0110789.863863054321
2021-10-0111607.494271465157
2021-11-0112190.741489568823
2021-12-0113106.468376990011
2022-01-0111378.56254960986
2022-02-0110648.155636428988
2022-03-0110168.486318910906
2022-04-0110378.966916775247
2022-05-0110373.365682706564
2022-06-019183.86724775726
2022-07-0110155.576522741907
2022-08-019686.450704647228
2022-09-019309.49064713723
2022-10-019884.710428179898
2022-11-0110856.449656287907
2022-12-0110666.546854173217
2023-01-0111546.120321696544
2023-02-0111621.512333198545
2023-03-0111713.678093783228
2023-04-0112145.87171077264
2023-05-0111217.953902143146
2023-06-0110938.161776819277
2023-07-0111018.10666307229
2023-08-0110392.805259768464
2023-09-019981.668688502494
2023-10-019202.198559254766
2023-11-019627.62277036438
2023-12-0110761.13881775022
2024-01-0110621.227778526605
2024-02-0110641.206511809021
2024-03-0111189.408575579218
2024-04-0110821.075017597459
2024-05-0111235.746057420138
2024-06-0111417.711281843915
2024-07-0111987.120156954365
2024-08-0112445.01355378832
2024-09-0112902.906950622275
2024-10-0113290.320648185587
2024-11-0113889.113537314104
2024-12-0114035.85388866424
2025-01-0114983.900196192959
2025-02-0116348.74421530305
2025-03-0116407.45233709245
2025-04-0116818.379236494886
2025-05-0117642.389660181816
2025-06-0117792.155276991507
2025-07-0118900.420841383235
2025-08-0118630.84273112579
2025-09-0118825.538032978387
2025-10-0118570.93648440191
2025-11-0117492.62404337212
2025-12-0117312.90530320049
2026-01-0118091.686510610893
2026-02-0119739.108295517515
2026-03-0118331.311497506405
2026-04-0118421.170867592216
Annual Return Matrix
YearAnnual Return
20170.0686849324123342
2018-0.423451841955516
20190.35545626193490243
20200.029751281188784784
20210.6815685611402966
2022-0.18616163047403134
20230.008868096195536301
20240.30430934182472047
20250.2334771678681331
20260.06401384083044981
Total Factor Risk
0.2538512673618832
VTI.US Exposure
-0.10239721335629409
VEA.US Exposure
0.26304295548362044
VWO.US Exposure
0.047164181036522534
QQQ.US Exposure
0.039079876704556316
VTV.US Exposure
0.09254276293925015
IJR.US Exposure
0.009220750314450018
QUAL.US Exposure
0.046244234731453775
SHV.US Exposure
0.4090174241247012
TLT.US Exposure
0.016299047935952143
LQD.US Exposure
-0.006146456416670148
HYG.US Exposure
0.059391557455838996
GLD.US Exposure
-0.004250288874541553
USO.US Exposure
0.0052810441943606
VNQ.US Exposure
-0.041246598872660065
BTC-USD.CC Exposure
0.018080067463378847
CPER.US Exposure
-0.018927906344909175
VIX.INDX Exposure
-0.04142468779448134
UUP.US Exposure
-0.008044632134943382
TIP.US Exposure
0.016318862731189876
Idiosyncratic Exposure
0.20075501867922468
Value Score
40.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.4%

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 →2.09%
Market Cap$10.0B
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 →
-2.0%
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 →
+0.3%
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 →
7.4% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is GEA GROUP a high-risk investment?

GEA GROUP (G1A.XETRA) has an annualized volatility of 25.4% and experienced a maximum drawdown of 59.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of G1A.XETRA?

Over the past 10 years, G1A.XETRA has generated a Compound Annual Growth Rate (CAGR) of 6.5%. 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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