Bilfinger SE

10-Year Study

GBF.XETRA · Industrials · DE · Common Stock

Executive Summary: Bilfinger SE has compounded at 17.0% annually over the last 10 years, with a maximum drawdown of 63.9% and an annualized volatility of 40.1%.

1Y CAGR
+42.1%
3Y CAGR
+54.4%
5Y CAGR
+41.1%
10Y CAGR
+17.0%

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 →
63.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +140.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -33.9%
% 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.
202610.30.5-17.79.8————————0.2%
20257.512.118.912.78.04.716.0-6.55.8-0.28.75.7140.0%
202413.27.91.80.919.3-2.25.7-8.31.7-8.9-1.16.137.9%
202316.519.33.93.8-15.69.5-7.5-2.91.46.72.3-1.635.4%
20222.410.62.011.9-11.2-3.55.70.5-12.89.3-3.2-0.87.6%
20218.05.75.75.8-14.4-5.12.814.51.60.6-6.35.122.7%
2020-7.6-15.5-43.219.6-0.2-0.1-13.414.1-7.20.647.711.7-19.4%
20199.322.3-8.96.1-14.44.6-6.3-6.47.411.69.45.740.5%
2018-4.6-1.0-1.07.0-1.815.01.1-5.74.7-11.4-24.9-12.0-33.9%
20174.9-3.0-3.010.5-11.2-0.30.7-1.54.1-2.56.97.111.3%
2016———2.71.6-31.03.4-4.613.19.311.12.6-0.1%

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 40.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 30.5% of variance. Idiosyncratic stock-specific factors contribute 24.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110267.06394682558
2016-05-0110428.558331423332
2016-06-017196.011918404766
2016-07-017439.1932156772855
2016-08-017097.639239055696
2016-09-018025.3036901214755
2016-10-018769.928947971579
2016-11-019739.94957597983
2016-12-019994.086637634653
2017-01-0110483.199633279852
2017-02-0110168.966307586523
2017-03-019861.56314462526
2017-04-0110897.180838872335
2017-05-019673.80242952097
2017-06-019640.064176025671
2017-07-019711.71212468485
2017-08-019566.995186798074
2017-09-019957.643823057528
2017-10-019707.540683016272
2017-11-0110377.81343112537
2017-12-0111119.825807930321
2018-01-0110606.876002750401
2018-02-0110500.068760027503
2018-03-0110398.899839559934
2018-04-0111129.635571854229
2018-05-0110924.914049965619
2018-06-0112563.098785239516
2018-07-0112701.535640614256
2018-08-0111980.517992207197
2018-09-0112539.995415998166
2018-10-0111109.511803804719
2018-11-018346.550538620215
2018-12-017348.659179463671
2019-01-018029.291771716707
2019-02-019817.419206967681
2019-03-018940.683016273206
2019-04-019488.654595461838
2019-05-018119.96332798533
2019-06-018496.126518450608
2019-07-017964.74902589961
2019-08-017451.249140499655
2019-09-018000.550080220031
2019-10-018931.973412789364
2019-11-019767.866147146458
2019-12-0110323.126289250515
2020-01-019540.958056383222
2020-02-018066.23882649553
2020-03-014585.377034150813
2020-04-015484.941553976621
2020-05-015475.360990144395
2020-06-015471.418748567499
2020-07-014740.820536328215
2020-08-015407.01352280541
2020-09-015017.602567041026
2020-10-015046.573458629383
2020-11-017453.999541599816
2020-12-018322.988769195508
2021-01-018985.972954389183
2021-02-019494.47627779051
2021-03-0110035.205134082053
2021-04-0110619.573687829474
2021-05-019088.837955535182
2021-06-018624.157689663076
2021-07-018863.350905340361
2021-08-0110148.063259225304
2021-09-0110312.078844831536
2021-10-0110373.596149438457
2021-11-019724.363969745587
2021-12-0110216.410726564289
2022-01-0110462.434104973641
2022-02-0111576.300710520281
2022-03-0111808.663763465505
2022-04-0113209.580563832225
2022-05-0111726.472610589042
2022-06-0111312.583085033235
2022-07-0111953.701581480633
2022-08-0112010.497364198944
2022-09-0110468.622507449001
2022-10-0111442.447856979143
2022-11-0111077.240430896172
2022-12-0110987.989915195965
2023-01-0112805.775842310337
2023-02-0115272.839789135915
2023-03-0115865.230346092136
2023-04-0116460.462984185193
2023-05-0113890.625716250284
2023-06-0115214.439605775842
2023-07-0114069.722667889066
2023-08-0113668.209947283978
2023-09-0113856.15402246161
2023-10-0114787.302314920926
2023-11-0115120.467568187029
2023-12-0114872.74810909924
2024-01-0116837.542975017186
2024-02-0118170.203988081594
2024-03-0118494.797157918863
2024-04-0118665.64290625716
2024-05-0122262.34242493697
2024-06-0121774.51294980518
2024-07-0123016.22736649094
2024-08-0121109.28260371304
2024-09-0121464.08434563374
2024-10-0119557.13958285583
2024-11-0119335.411414164566
2024-12-0120510.61196424478
2025-01-0122040.568416227365
2025-02-0124701.443960577584
2025-03-0129357.87302314921
2025-04-0133083.06211322484
2025-05-0135732.294292917715
2025-06-0137428.374971349986
2025-07-0143410.49736419895
2025-08-0140591.33623653449
2025-09-0142952.09718083887
2025-10-0142860.41714416686
2025-11-0146573.45862938345
2025-12-0149232.179692871876
2026-01-0154320.42172816869
2026-02-0154595.46183818473
2026-03-0144923.21796928718
2026-04-0149323.85972954389
Annual Return Matrix
YearAnnual Return
20170.11264052545396996
2018-0.3391390021395092
20190.4047632414494329
2020-0.193753080608706
20210.2274930328365441
20220.0755235091151385
20230.3535458463181518
20240.37907344451670366
20251.4003271954389316
20260.0018621973929235924
Total Factor Risk
0.40116233852896555
VTI.US Exposure
-0.045808196100843926
VEA.US Exposure
0.1839018054113354
VWO.US Exposure
0.042931926120763506
QQQ.US Exposure
0.023023586585505525
VTV.US Exposure
0.012102288471208516
IJR.US Exposure
-0.006027380690082869
QUAL.US Exposure
-0.03132018547877922
SHV.US Exposure
0.30510131461718804
TLT.US Exposure
-0.007659939314061698
LQD.US Exposure
0.014145426641407513
HYG.US Exposure
0.04228011932343967
GLD.US Exposure
-0.006290082500439768
USO.US Exposure
0.03232674684683067
VNQ.US Exposure
0.007291512089476823
BTC-USD.CC Exposure
0.04767821225482223
CPER.US Exposure
-0.0035736350379802664
VIX.INDX Exposure
0.004596527429429546
UUP.US Exposure
-0.008982947004407132
TIP.US Exposure
0.14655283016585988
Idiosyncratic Exposure
0.2477300701693276
Value Score
41.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.1%

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 →21.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.72%
Market Cap$3.8B
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 →
-2.7%
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 →
+5.6%
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 →
15.9% 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 →
0.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bilfinger SE a high-risk investment?

Bilfinger SE (GBF.XETRA) has an annualized volatility of 40.1% and experienced a maximum drawdown of 63.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GBF.XETRA has generated a Compound Annual Growth Rate (CAGR) of 17.0%. 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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