Jenoptik AG

10-Year Study

JEN.XETRA · Technology · DE · Common Stock

Executive Summary: Jenoptik AG has compounded at 9.6% annually over the last 10 years, with a maximum drawdown of 57.2% and an annualized volatility of 45.6%.

1Y CAGR
+78.2%
3Y CAGR
+2.5%
5Y CAGR
+7.2%
10Y CAGR
+9.6%

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 →
57.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +69.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202636.25.60.214.2————————64.5%
2025-3.22.8-14.5-8.711.04.6-5.7-9.11.113.90.9-0.9-11.1%
20242.50.2-1.4-12.48.5-0.2-2.36.4-1.8-22.1-2.67.2-20.2%
202311.315.6-4.7-7.87.91.8-6.5-8.0-11.3-6.810.714.912.2%
2022-13.10.5-15.2-2.0-3.3-17.510.8-10.5-3.69.219.1-3.4-30.5%
202113.9-7.1-3.6-0.5-5.1-3.825.55.7-4.212.98.23.849.2%
2020-2.2-14.4-30.126.415.0-3.84.23.42.4-7.518.50.1-0.9%
201923.813.53.76.0-20.93.3-10.4-14.34.117.4-1.0-3.613.1%
201821.3-15.11.35.217.1-4.42.3-1.5-6.3-16.10.3-14.7-16.7%
20177.718.910.46.30.4-6.71.55.613.93.1-5.10.469.2%
2016———-2.84.94.63.56.5-0.3-4.01.73.418.4%

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 45.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 33.5% of variance. Idiosyncratic stock-specific factors contribute 22.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019718.830258244441
2016-05-0110195.771030614336
2016-06-0110669.166653536484
2016-07-0111047.709833456758
2016-08-0111765.248081680244
2016-09-0111732.79026895867
2016-10-0111264.042730868008
2016-11-0111451.541746104274
2016-12-0111844.58064821088
2017-01-0112760.41092221154
2017-02-0115176.23331810232
2017-03-0116759.103155970817
2017-04-0117815.55769139868
2017-05-0117894.890257929317
2017-06-0116704.271511179035
2017-07-0116947.94144988734
2017-08-0117904.422770888807
2017-09-0120392.093528920537
2017-10-0121024.863314793514
2017-11-0119952.02231080719
2017-12-0120035.68783777396
2018-01-0124294.43647880001
2018-02-0120613.94110325051
2018-03-0120890.3051979769
2018-04-0121966.84891360865
2018-05-0125720.13802448516
2018-06-0124594.51368427687
2018-07-0125165.8342130556
2018-08-0124799.580884554176
2018-09-0123246.884207540927
2018-10-0119511.557187199647
2018-11-0119570.17032473569
2018-12-0116684.418674271667
2019-01-0120654.119463658277
2019-02-0123451.951407818233
2019-03-0124316.180062079504
2019-04-0125781.03581388753
2019-05-0120397.76576803693
2019-06-0121064.017520916383
2019-07-0118879.890336710418
2019-08-0116177.462303244205
2019-09-0116836.387413931647
2019-10-0119768.30478831519
2019-11-0119561.03171727039
2019-12-0118865.07949012873
2020-01-0118450.454566940298
2020-02-0115785.05364992831
2020-03-0111031.796051491325
2020-04-0113948.902579293173
2020-05-0116036.75926071817
2020-06-0115429.672113066632
2020-07-0116081.191800463233
2020-08-0116635.180487497437
2020-09-0117036.885310476307
2020-10-0115757.243922038224
2020-11-0118673.641419950523
2020-12-0118688.53104763105
2021-01-0121277.514298769438
2021-02-0119759.796429640603
2021-03-0119045.56698756834
2021-04-0118956.30800258402
2021-05-0117989.19123323932
2021-06-0117307.26204169096
2021-07-0121720.342855342144
2021-08-0122951.218743599034
2021-09-0121990.56202435911
2021-10-0124827.54817464194
2021-11-0126854.03438007153
2021-12-0127874.722296626594
2022-01-0124212.110230513492
2022-02-0124332.251406242613
2022-03-0120624.576551593742
2022-04-0120219.326579167122
2022-05-0119543.85743772354
2022-06-0116125.624340208298
2022-07-0117868.49858981833
2022-08-0115989.25425811839
2022-09-0115413.285644508167
2022-10-0116837.963035908426
2022-11-0120050.97137094868
2022-12-0119368.96339830148
2023-01-0121551.35739833299
2023-02-0124915.940567539034
2023-03-0123733.7513983645
2023-04-0121884.75900861865
2023-05-0123612.507287251643
2023-06-0124025.87171285865
2023-07-0122466.951329037136
2023-08-0120678.777947594812
2023-09-0118340.318590763705
2023-10-0117087.068870436604
2023-11-0118921.09285140309
2023-12-0121733.34173665054
2024-01-0122283.548930940487
2024-02-0122329.39953046465
2024-03-0122008.445333795516
2024-04-0119287.897647596386
2024-05-0120923.314478390344
2024-06-0120875.021664802178
2024-07-0120396.03258386248
2024-08-0121709.392282603556
2024-09-0121323.12855499708
2024-10-0116610.36444136323
2024-11-0116177.77742763956
2024-12-0117336.568610458977
2025-01-0116780.374052657284
2025-02-0117243.922038224588
2025-03-0114748.451951407817
2025-04-0113458.253895725338
2025-05-0114933.902658074274
2025-06-0115622.291899727416
2025-07-0114732.065482849355
2025-08-0113392.786802590323
2025-09-0113534.592780500101
2025-10-0115409.582932862746
2025-11-0115551.388910772526
2025-12-0115417.461042746623
2026-01-0121003.040950415176
2026-02-0122169.00121322892
2026-03-0122216.26987253218
2026-04-0125367.51382608285
Annual Return Matrix
YearAnnual Return
20170.6915489397930135
2018-0.16726499188034016
20190.1307004372420697
2020-0.009358478589504782
20210.4915416426033108
2022-0.30514237264184274
20230.12207046343824479
2024-0.20230543371878051
2025-0.1106970826138326
20260.6453755748594789
Total Factor Risk
0.45626494344026913
VTI.US Exposure
-0.09547044749991566
VEA.US Exposure
0.3352739829008518
VWO.US Exposure
-0.04899898125232195
QQQ.US Exposure
0.020234216127271137
VTV.US Exposure
-0.04499669127297469
IJR.US Exposure
0.11924943191031426
QUAL.US Exposure
0.14286381981720273
SHV.US Exposure
0.3084033992369167
TLT.US Exposure
0.05692443405907656
LQD.US Exposure
0.002920131193654351
HYG.US Exposure
-0.018794585287995078
GLD.US Exposure
-0.006083266119679756
USO.US Exposure
-0.0013049230746415674
VNQ.US Exposure
-0.007718147099018231
BTC-USD.CC Exposure
-0.0034214138649598176
CPER.US Exposure
0.0437100670153827
VIX.INDX Exposure
-0.03579480476485563
UUP.US Exposure
0.0106381008627616
TIP.US Exposure
-0.0023692206650343783
Idiosyncratic Exposure
0.22473489777796482
Value Score
40.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.6%

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 →24.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.35%
Market Cap$1.7B
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 →
+15.9%
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 →
+50.3%
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 →
0.0% 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 →
1.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Jenoptik AG a high-risk investment?

Jenoptik AG (JEN.XETRA) has an annualized volatility of 45.6% and experienced a maximum drawdown of 57.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, JEN.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.6%. It has had a positive return in 50% 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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