Grenke AG

10-Year Study

GLJ.XETRA · Financial Services · DE · Common Stock

Executive Summary: Grenke AG has compounded at -12.9% annually over the last 10 years, with a maximum drawdown of 96.5% and an annualized volatility of 105.0%.

1Y CAGR
+186.2%
3Y CAGR
+18.9%
5Y CAGR
-17.5%
10Y CAGR
-12.9%

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 →
96.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
102.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +220.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -75.3%
% 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.
2026249.51.9-14.45.3————————220.9%
2025-0.516.3-18.6-10.1-2.7-0.8-4.4-2.77.3-7.2-0.9-10.2-32.7%
2024-15.9-5.3-11.1-17.945.6-2.20.5-27.7-0.2-10.440.6-17.0-37.1%
202340.3-22.3-6.1-17.37.824.88.6-1.9-6.9-9.9-1.911.611.3%
2022-7.6-20.8-15.4-18.43.7-12.6-3.46.5-11.20.4-41.91.2-75.3%
202124.6-26.1-2.23.7-43.190.4-0.2-8.1-14.9-8.7-2.0-21.9-44.9%
2020-2.5-6.9-35.819.114.7-5.3-6.7104.5-29.3-11.99.9-20.5-21.7%
20198.111.8-3.49.2-8.810.4-17.4-5.52.612.2-0.28.925.5%
201821.2-6.6-4.013.6-0.41.1-3.49.9-1.2-17.4-10.8-1.9-5.6%
20173.86.70.210.65.91.312.73.74.16.50.9-6.660.9%
2016———-7.95.8-13.011.5-0.7-1.4-7.4-13.48.5-19.6%

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 105.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.5% of variance. Idiosyncratic stock-specific factors contribute 29.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019213.474946389879
2016-05-019747.012615687463
2016-06-018475.657449093773
2016-07-019447.394716455781
2016-08-019377.205686976764
2016-09-019244.948672751838
2016-10-018562.032431785095
2016-11-017414.8506588525
2016-12-018043.782535637165
2017-01-018348.789515244736
2017-02-018907.551074635021
2017-03-018929.14482030785
2017-04-019873.880549536503
2017-05-0110458.932587843881
2017-06-0110597.869816284752
2017-07-0111939.376588188185
2017-08-0112379.091865108325
2017-09-0112889.089731930677
2017-10-0113732.574371180395
2017-11-0113851.901334920118
2017-12-0112939.762057131737
2018-01-0115684.319647314625
2018-02-0114654.500069234715
2018-03-0114074.200900425512
2018-04-0115994.902828144473
2018-05-0115927.707732207615
2018-06-0116108.80328733903
2018-07-0115565.53533402942
2018-08-0117104.791416392534
2018-09-0116907.247938863875
2018-10-0113960.412713738786
2018-11-0112445.837871013857
2018-12-0112215.36112452144
2019-01-0113203.115936334003
2019-02-0114767.090682504575
2019-03-0114264.970603315032
2019-04-0115581.983256426665
2019-05-0114204.268600747733
2019-06-0115682.841392628186
2019-07-0112958.287020923854
2019-08-0112243.91576567979
2019-09-0112559.569921446668
2019-10-0114096.281160298942
2019-11-0114071.356663560458
2019-12-0115325.665121048474
2020-01-0114943.56435273028
2020-02-0113905.230776139846
2020-03-018929.575198254537
2020-04-0110632.431036612064
2020-05-0112200.166911794973
2020-06-0111551.849315324822
2020-07-0110777.225147544787
2020-08-0122042.83627520196
2020-09-0115587.167074919034
2020-10-0113734.67041018366
2020-11-0115093.168154672103
2020-12-0112003.802581122296
2021-01-0114958.440916855892
2021-02-0111060.713344027581
2021-03-0110815.584778291837
2021-04-0111216.023275346262
2021-05-016378.650259910855
2021-06-0112147.8850046865
2021-07-0112117.946411626654
2021-08-0111141.175365077886
2021-09-019475.799546727525
2021-10-018646.85414013717
2021-11-018470.960801506635
2021-12-016618.46413677126
2022-01-016116.980211354677
2022-02-014846.429849990882
2022-03-014099.817715743246
2022-04-013343.8496819382344
2022-05-013467.3494119999677
2022-06-013031.3578541990764
2022-07-012928.4411745445054
2022-08-013119.3045235143436
2022-09-012769.388562188652
2022-10-012780.6157130384395
2022-11-011616.724177009351
2022-12-011635.436154576445
2023-01-012294.101619508814
2023-02-011781.3905432424435
2023-03-011672.8602881629786
2023-04-011382.8230298019132
2023-05-011491.3531064290326
2023-06-011861.852385840404
2023-07-012022.7764279410158
2023-08-011983.4810430620691
2023-09-011846.8827324057906
2023-10-011663.5043886056042
2023-11-011631.6938304439645
2023-12-011820.6857496690445
2024-01-011530.6485805341515
2024-02-011450.186559483846
2024-03-011289.2626066094067
2024-04-011059.1039619867947
2024-05-011541.875731383939
2024-06-011508.1941003822317
2024-07-011515.6789270995382
2024-08-011096.5281847995009
2024-09-011094.6569335070878
2024-10-01980.5131922289019
2024-11-011379.0806164432597
2024-12-011145.1795584619942
2025-01-011139.5659830371005
2025-02-011324.8155781297
2025-03-011077.816118006234
2025-04-01969.285952152942
2025-05-01943.0890586423685
2025-06-01935.6042319250619
2025-07-01894.437684979875
2025-08-01870.1119535355419
2025-09-01933.7329806326488
2025-10-01866.3695401768887
2025-11-01858.884713459582
2025-12-01770.9378656919695
2026-01-012694.5401879441783
2026-02-012746.934024931981
2026-03-012350.2378305957554
2026-04-012473.7375892098635
Annual Return Matrix
YearAnnual Return
20170.6086663208264804
2018-0.05598255434774735
20190.25462235334846794
2020-0.21675160677782845
2021-0.4486360391181585
2022-0.7528979351130437
20230.1132722879913195
2024-0.3710174539070461
2025-0.32679739173186173
20262.2087379532065334
Total Factor Risk
1.0503879321319778
VTI.US Exposure
-0.045940547468555186
VEA.US Exposure
0.04318098078364545
VWO.US Exposure
0.011329792747237387
QQQ.US Exposure
0.09916848372581862
VTV.US Exposure
0.01540324202785255
IJR.US Exposure
0.07082541244083279
QUAL.US Exposure
-0.0062349037332892964
SHV.US Exposure
0.3946159981505236
TLT.US Exposure
0.01814419217539245
LQD.US Exposure
-0.00166799161314726
HYG.US Exposure
0.01195061358155613
GLD.US Exposure
0.0025622407852904255
USO.US Exposure
0.0002575340255729326
VNQ.US Exposure
0.033896955297271804
BTC-USD.CC Exposure
0.01318132947920091
CPER.US Exposure
0.0006943120616694433
VIX.INDX Exposure
-0.011060144183951199
UUP.US Exposure
0.05408671234503693
TIP.US Exposure
0.004574976680478764
Idiosyncratic Exposure
0.2910308106915628
Value Score
46.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
105.0%

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 →9.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.27%
Market Cap$554.9M
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 →
-3.5%
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 →
+50.4%
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 →
17.3% 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 →
1.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Grenke AG a high-risk investment?

Grenke AG (GLJ.XETRA) has an annualized volatility of 105.0% and experienced a maximum drawdown of 96.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GLJ.XETRA has generated a Compound Annual Growth Rate (CAGR) of -12.9%. 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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