LEG Immobilien SE

10-Year Study

LEG.XETRA · Real Estate · DE · Common Stock

Executive Summary: LEG Immobilien SE has compounded at 0.2% annually over the last 10 years, with a maximum drawdown of 62.6% and an annualized volatility of 40.5%.

1Y CAGR
-20.2%
3Y CAGR
+10.5%
5Y CAGR
-11.0%
10Y CAGR
+0.2%

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 →
62.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +33.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -48.3%
% 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.
2026-2.316.4-20.88.4————————-2.3%
2025-2.60.7-18.413.94.00.8-7.42.6-5.4-2.4-1.9-3.9-21.1%
2024-2.3-12.217.00.44.7-6.16.07.77.7-7.41.1-6.86.2%
202317.6-3.9-26.611.7-14.08.522.33.5-1.9-9.919.213.130.3%
2022-4.2-1.9-10.5-5.52.3-17.512.0-15.0-18.57.8-8.20.3-48.3%
2021-6.8-4.4-0.93.26.91.39.81.2-9.55.3-4.0-0.6-0.4%
20205.5-2.9-5.02.110.50.84.77.3-1.2-4.73.06.428.1%
201912.5-4.211.5-5.26.4-7.25.52.0-1.7-2.0-0.43.019.7%
2018-4.7-5.96.94.61.4-0.73.49.3-2.8-5.55.1-10.3-1.2%
2017-1.57.1-1.22.610.0-1.9-1.24.40.81.92.46.733.4%
2016———-2.52.04.67.0-2.5-2.7-9.8-6.93.2-8.4%

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 40.5%. The dominant macroeconomic risk driver is HYG.US, accounting for 23.2% of variance. Idiosyncratic stock-specific factors contribute 22.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019753.779993746688
2016-05-019953.518157178853
2016-06-0110411.481349578571
2016-07-0111143.720854797744
2016-08-0110860.750096558504
2016-09-0110572.81347237758
2016-10-019536.502458688843
2016-11-018873.768356565894
2016-12-019159.213687732305
2017-01-019017.728308612684
2017-02-019654.412514650976
2017-03-019536.502458688843
2017-04-019787.203448350814
2017-05-0110762.553023576995
2017-06-0110556.076664944496
2017-07-0110425.258701551456
2017-08-0110888.237920154896
2017-09-0110976.737342475877
2017-10-0111183.213701108374
2017-11-0111453.81159471177
2017-12-0112220.728561086004
2018-01-0111647.463646350088
2018-02-0110962.625588756076
2018-03-0111714.160074772231
2018-04-0112252.797688615125
2018-05-0112419.764480849648
2018-06-0112329.676650230818
2018-07-0112748.264036931327
2018-08-0113928.51828257951
2018-09-0113544.374275811217
2018-10-0112803.908487617939
2018-11-0113451.644671391763
2018-12-0112070.047133926228
2019-01-0113577.480048755775
2019-02-0113002.593285547324
2019-03-0114498.104778099361
2019-04-0113743.059073740602
2019-05-0114628.65522009487
2019-06-0113574.955315566569
2019-07-0114327.59332734754
2019-08-0114614.978188646057
2019-09-0114368.65786186867
2019-10-0114081.273000570154
2019-11-0114019.692918875808
2019-12-0114443.914975011829
2020-01-0115237.61752131393
2020-02-0114792.863197917346
2020-03-0114053.918937672532
2020-04-0114346.754547445755
2020-05-0115850.375282360474
2020-06-0115980.491002084993
2020-07-0116724.350968009458
2020-08-0117949.41504774421
2020-09-0117736.802417055827
2020-10-0116895.113220071464
2020-11-0117396.04703694972
2020-12-0118502.7830585387
2021-01-0117241.687190573884
2021-02-0116475.70654909101
2021-03-0116333.000603595152
2021-04-0116848.514336638895
2021-05-0118010.343046032074
2021-06-0118243.17026232145
2021-07-0120030.681360279425
2021-08-0120278.53993509262
2021-09-0118355.83021085702
2021-10-0119324.692392193054
2021-11-0118551.104110967874
2021-12-0118430.93684321407
2022-01-0117649.841242770653
2022-02-0117319.368716382174
2022-03-0115509.318940682146
2022-04-0114660.624027099915
2022-05-0115004.48934345233
2022-06-0112384.267735414649
2022-07-0113874.378639754013
2022-08-0111789.467348177426
2022-09-019604.386013312534
2022-10-0110349.433105438544
2022-11-019501.072593603229
2022-12-019526.119284447142
2023-01-0111204.063650028509
2023-02-0110765.796720522067
2023-03-017901.394956887254
2023-04-018824.87882116696
2023-05-017593.02638596984
2023-06-018239.475123018043
2023-07-0110073.952946330191
2023-08-0110424.573177970282
2023-09-0110227.343027639978
2023-10-019209.942432739268
2023-11-0110978.676872607984
2023-12-0112415.567738925865
2024-01-0112124.437578061908
2024-02-0110646.833299057154
2024-03-0112456.26443152539
2024-04-0112509.484469546867
2024-05-0113098.600027086542
2024-06-0112295.651272482246
2024-07-0113037.337627051764
2024-08-0114036.981489191297
2024-09-0115120.459869282357
2024-10-0113998.27448698592
2024-11-0114146.615101917292
2024-12-0113188.888498753517
2025-01-0112847.07975314463
2025-02-0112934.14124795388
2025-03-0110554.33777586054
2025-04-0112019.953752238402
2025-05-0112498.26529093788
2025-06-0112598.585815012295
2025-07-0111662.260923651065
2025-08-0111963.222495874317
2025-09-0111319.499133063471
2025-10-0111043.61769185882
2025-11-0110834.616600037118
2025-12-0110408.254372720841
2026-01-0110165.813106207666
2026-02-0111837.821840781295
2026-03-019379.96900095806
2026-04-0110165.813106207666
Annual Return Matrix
YearAnnual Return
20170.33425520767729666
2018-0.012329987234933393
20190.19667428094901007
20200.28100886017044324
2021-0.003882995066057049
2022-0.48314513985465235
20230.3033185254352415
20240.06228637917242397
2025-0.21083157434346889
2026-0.023293172690763142
Total Factor Risk
0.4050536835944822
VTI.US Exposure
0.1176529089133164
VEA.US Exposure
0.15732084559815737
VWO.US Exposure
0.0011084400027670067
QQQ.US Exposure
-0.09968811740826089
VTV.US Exposure
-0.11111567031519345
IJR.US Exposure
0.053451314266931206
QUAL.US Exposure
0.09972910577728909
SHV.US Exposure
0.13864731884552886
TLT.US Exposure
0.10853244995461431
LQD.US Exposure
-0.039241120753079985
HYG.US Exposure
0.2321419259735637
GLD.US Exposure
0.009420804324735549
USO.US Exposure
-0.001586039467046157
VNQ.US Exposure
0.11566107425527361
BTC-USD.CC Exposure
-0.009907500707476709
CPER.US Exposure
-0.003909099537060723
VIX.INDX Exposure
0.008609880093548952
UUP.US Exposure
-0.010677701405373313
TIP.US Exposure
0.012355506628095099
Idiosyncratic Exposure
0.22149367495967
Value Score
48.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.5%

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 →3.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.06%
Market Cap$4.4B
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 →
-2.4%
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 →
-7.6%
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 →
20.5% 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 LEG Immobilien SE a high-risk investment?

LEG Immobilien SE (LEG.XETRA) has an annualized volatility of 40.5% and experienced a maximum drawdown of 62.6% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, LEG.XETRA has generated a Compound Annual Growth Rate (CAGR) of 0.2%. 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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