Jungheinrich AG O.N.VZO

10-Year Study

JUN3.XETRA · Industrials · DE · Common Stock

Executive Summary: Jungheinrich AG O.N.VZO has compounded at 2.2% annually over the last 10 years, with a maximum drawdown of 76.2% and an annualized volatility of 209.2%.

1Y CAGR
+97.2%
3Y CAGR
+11.9%
5Y CAGR
-4.7%
10Y CAGR
+2.2%

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 →
76.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
159.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +73.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -49.9%
% 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.
2026116.3-11.8-19.312.2————————72.8%
2025-6.1-3.8-18.49.716.215.8-2.321.5-4.2-6.2-9.4-3.71.2%
2024-22.7-7.5-7.4-2.4-3.521.85.810.2-4.2-0.910.90.5-6.3%
2023-1.481.7-42.4-4.916.825.71.02.9-10.7-15.1-22.610.4-2.9%
2022-21.6129.3-19.2-10.911.9-15.9-33.612.4-8.035.113.0-10.414.4%
2021-75.116.4286.7-68.0222.6-1.7-69.4-2.3227.0-72.032.721.2-49.9%
2020-7.8-8.5-23.118.65.618.923.86.49.66.017.30.073.3%
201915.82.96.66.9-17.27.3-25.7-4.02.315.03.2-8.4-4.3%
20181.10.8-10.3-1.2-4.6-5.0-0.9-1.35.6-10.70.4-22.4-41.2%
20174.40.49.02.76.2-4.54.96.19.30.2-3.64.746.2%
2016———2.75.5-5.41.03.36.8-4.5-14.010.33.5%

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 209.2%. The dominant macroeconomic risk driver is VNQ.US, accounting for 16.7% of variance. Idiosyncratic stock-specific factors contribute 42.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110269.418251003375
2016-05-0110835.103994519051
2016-06-0110254.928918947695
2016-07-0110353.66931918656
2016-08-0110697.200735113716
2016-09-0111427.916730317884
2016-10-0110911.670624615199
2016-11-019385.661579198319
2016-12-0110347.97542831484
2017-01-0110801.588734428598
2017-02-0110847.139861402364
2017-03-0111820.79520046662
2017-04-0112135.903453830879
2017-05-0112886.524921188216
2017-06-0112309.590271316216
2017-07-0112915.364709912463
2017-08-0113701.908610736918
2017-09-0114971.137065377905
2017-10-0114996.134635058626
2017-11-0114453.826248374
2017-12-0115132.695432388517
2018-01-0115299.99398206656
2018-02-0115423.037575050574
2018-03-0113830.738678184067
2018-04-0113658.810948935521
2018-05-0113027.34456372297
2018-06-0112380.27784335782
2018-07-0112271.12178908532
2018-08-0112107.387707676568
2018-09-0112785.65509834692
2018-10-0111421.343295327768
2018-11-0111468.098008989866
2018-12-018903.208484360317
2019-01-0110314.275001041564
2019-02-0110610.542493553867
2019-03-0111312.187241055268
2019-04-0112091.787372523968
2019-05-0110014.304164872858
2019-06-0110743.770281592993
2019-07-017984.501506797951
2019-08-017667.356414422671
2019-09-017841.783900639291
2019-10-019015.280921762236
2019-11-019300.716134079557
2019-12-018523.662051374635
2020-01-017857.615694770416
2020-02-017187.634535531268
2020-03-015530.480832881987
2020-04-016557.27915341564
2020-05-016922.012211775706
2020-06-018230.310941991751
2020-07-0110188.77794288518
2020-08-0110837.788918669943
2020-09-0111878.798820485044
2020-10-0112588.961258396173
2020-11-0114767.823498641335
2020-12-0114767.823498641335
2021-01-013676.4943742793353
2021-02-014278.287586003059
2021-03-0116543.206447521305
2021-04-015299.4847511231
2021-05-0117095.097235916877
2021-06-0116809.662023599558
2021-07-015143.018343900475
2021-08-015022.6600105868065
2021-09-0116426.31966336606
2021-10-014596.775454782535
2021-11-016098.944172434561
2021-12-017391.411023756669
2022-01-015794.344160227134
2022-02-0113286.208285305596
2022-03-0110741.548275399151
2022-04-019575.226482610487
2022-05-0110712.708486674906
2022-06-019013.93845968679
2022-07-015983.214683171944
2022-08-016725.272023520716
2022-09-016186.8983900260455
2022-10-018355.622858394156
2022-11-019441.2119459514
2022-12-018458.43661455639
2023-01-018341.781797956528
2023-02-0115158.989172348984
2023-03-018729.706742231423
2023-04-018304.424355553107
2023-05-019698.36288522007
2023-06-0112194.18438668235
2023-07-0112310.3306264251
2023-08-0112664.278045326122
2023-09-0111309.733914328823
2023-10-019603.23340750825
2023-11-017436.777227240693
2023-12-018212.16445212186
2024-01-016347.160581812423
2024-02-015868.874067861123
2024-03-015436.971352581037
2024-04-015305.039805457327
2024-05-015119.872799226325
2024-06-016237.819647844296
2024-07-016600.654359028743
2024-08-017272.811518740511
2024-09-016964.600699142187
2024-10-016902.106668986861
2024-11-017657.681470089008
2024-12-017693.696834675055
2025-01-017226.149150627599
2025-02-016949.138991445484
2025-03-015667.041457154474
2025-04-016216.988304459188
2025-05-017222.075679568082
2025-06-018359.974015949441
2025-07-018170.177724194422
2025-08-019925.886573724223
2025-09-019512.501000540204
2025-10-018924.641779313502
2025-11-018089.167434888962
2025-12-017789.613017212719
2026-01-0116850.213636637178
2026-02-0114868.924780461157
2026-03-0111998.833446748235
2026-04-0113461.654191027723
Annual Return Matrix
YearAnnual Return
20170.46238223478782126
2018-0.41165745890155336
2019-0.04263029824050579
20200.7325679279200994
2021-0.49949218824042074
20220.14436020231728475
2023-0.029115565163745805
2024-0.0631341006953221
20250.012466852359632297
20260.7281544232404726
Total Factor Risk
2.09194173016908
VTI.US Exposure
0.03779733651359354
VEA.US Exposure
-0.008563108236210044
VWO.US Exposure
0.031939272282455376
QQQ.US Exposure
0.005549449293904596
VTV.US Exposure
-0.005666211142135084
IJR.US Exposure
0.003675844721455921
QUAL.US Exposure
-0.0009016490528614387
SHV.US Exposure
0.04852607376233138
TLT.US Exposure
0.011556475976275037
LQD.US Exposure
0.0009743679734741463
HYG.US Exposure
0.05793708184084756
GLD.US Exposure
0.016809358194610814
USO.US Exposure
0.013122491600147217
VNQ.US Exposure
0.16730189456625794
BTC-USD.CC Exposure
0.0005138244840762038
CPER.US Exposure
0.02116259822932255
VIX.INDX Exposure
0.00018655883634261905
UUP.US Exposure
0.005135754116786453
TIP.US Exposure
0.16668722100296599
Idiosyncratic Exposure
0.42625536503635936
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
209.2%

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 →9.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.06%
Market Cap$2.7B
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 →
-7.0%
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 →
+12.5%
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 →
26.1% 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 →
1.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Jungheinrich AG O.N.VZO a high-risk investment?

Jungheinrich AG O.N.VZO (JUN3.XETRA) has an annualized volatility of 209.2% and experienced a maximum drawdown of 76.2% over the last 10 years. Its primary macro risk driver is VNQ.US.

What is the 10-year return of JUN3.XETRA?

Over the past 10 years, JUN3.XETRA has generated a Compound Annual Growth Rate (CAGR) of 2.2%. 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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