LANXESS Aktiengesellschaft

10-Year Study

LXS.XETRA · Basic Materials · DE · Common Stock

Executive Summary: LANXESS Aktiengesellschaft has compounded at -7.0% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 343.3%.

1Y CAGR
+68860.1%
3Y CAGR
+367.8%
5Y CAGR
-21.0%
10Y CAGR
-7.0%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
44366360.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
9072258028.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14942.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +37722.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -100.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202636465.49.5-2.5-3.2————————37722.0%
20255.4-23.721.3-23.345.2-36.273.510.9-16.2-14.3-22.354.815.3%
20243.40.0-1.7-38.362.114.454.38.9-27.0-29.9-64.87.0-62.4%
20230.020.0-13.40.0-14.5-11.2-38.25.740.1-23.41.8-13.2-51.1%
2022-4.78.0-20.6-13.8-3.823.013.20.4-14.248.823.521.481.6%
2021147.023.6-18.20.230668.9-99.7-3.3-11.6-3.21.3-5.99.366.3%
2020-6.057.9-3.8-25.026.792.1-49.6-9.8344.6-14.622.1-3.2432.1%
201919.5-0.8-0.2-99.9-3.2-22.1-43.1-29.728.33.855.7-63.9-100.0%
20185.9-2.3-9.3-1.011.2-1.35.2-3.7-6.8-13.2-11.6-17.0-38.6%
20177.7-4.5-1.95.41.3-0.2-1.6-3.96.60.5-4.93.97.5%
2016———8.1-4.6-8.57.613.215.65.5-0.27.149.7%

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 343.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 20.0% of variance. Idiosyncratic stock-specific factors contribute 47.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110810.840769273402
2016-05-0110311.58898187663
2016-06-019432.660865709693
2016-07-0110145.873746051102
2016-08-0111488.25029097157
2016-09-0113279.6929557169
2016-10-0114007.315856564872
2016-11-0113973.701712575516
2016-12-0114972.676384193317
2017-01-0116125.339466829242
2017-02-0115392.922463005045
2017-03-0115102.366568752423
2017-04-0115921.21598403813
2017-05-0116130.937205564484
2017-06-0116096.935099484566
2017-07-0115837.111345119993
2017-08-0115213.074322451921
2017-09-0116211.079088843318
2017-10-0116288.782353267196
2017-11-0115497.173419054481
2017-12-0116096.935099484566
2018-01-0117051.266419109907
2018-02-0116657.872859280607
2018-03-0115103.779859225186
2018-04-0114948.373330377433
2018-05-0116627.36241201574
2018-06-0116411.18439283933
2018-07-0117271.04694341296
2018-08-0116627.36241201574
2018-09-0115497.256553788175
2018-10-0113453.22285650945
2018-11-0111895.638197638973
2018-12-019876.184669955108
2019-01-0111797.372942415343
2019-02-0111706.478966912377
2019-03-0111679.460178462565
2019-04-0117.181178015496602
2019-05-0116.62694636670606
2019-06-0112.955163112931723
2019-07-017.371279586876456
2019-08-015.1820650387053435
2019-09-016.650778753149769
2019-10-016.905725146419543
2019-11-0110.752092541265084
2019-12-013.8796210253654255
2020-01-013.646843547052788
2020-02-015.758466118621383
2020-03-015.542315455568687
2020-04-014.156736591676515
2020-05-015.265199631173417
2020-06-0110.114725783838109
2020-07-015.098930446237271
2020-08-014.600121859092112
2020-09-0120.451143814257744
2020-10-0117.458294356060236
2020-11-0121.321288049997356
2020-12-0120.645126078521667
2021-01-0150.989303430035996
2021-02-0163.04384153314608
2021-03-0151.571248158154305
2021-04-0151.68209221677163
2021-05-0115902.01186055534
2021-06-0139.87696253658101
2021-07-0138.57451697473601
2021-08-0134.082468898665155
2021-09-0132.97677845752194
2021-10-0133.39245090369394
2021-11-0131.42215781033994
2021-12-0134.334643984002156
2022-01-0132.72737416394936
2022-02-0135.34889003822586
2022-03-0128.071828727043503
2022-04-0124.186664569644158
2022-05-0123.27772511985583
2022-06-0128.637144575228433
2022-07-0132.42254577639468
2022-08-0132.56110394667649
2022-09-0127.933270556761684
2022-10-0141.567368497606964
2022-11-0151.34955178222589
2022-12-0162.351048617063555
2023-01-0162.351048617063555
2023-02-0174.82126329569253
2023-03-0164.78966745880724
2023-04-0164.78966745880724
2023-05-0155.42315662036032
2023-06-0149.221302911565715
2023-07-0130.42731349248748
2023-08-0132.173141482822096
2023-09-0145.06456606180502
2023-10-0134.52862624826607
2023-11-0135.138280958702
2023-12-0130.482735521796144
2024-01-0131.508064743077515
2024-02-0131.508064743077515
2024-03-0130.9815441089413
2024-04-0119.120988270095136
2024-05-0130.995400132436828
2024-06-0135.47082139324773
2024-07-0154.73036783362468
2024-08-0159.579893470121014
2024-09-0143.47946670521444
2024-10-0130.482735521796144
2024-11-0110.724380494274032
2024-12-0111.47259337499177
2025-01-0112.09610410892322
2025-02-019.227955765175276
2025-03-0111.195477034428137
2025-04-018.590589007748301
2025-05-0112.47021054928209
2025-06-017.953222766489688
2025-07-0113.800366093444698
2025-08-0115.307876054274562
2025-09-0112.83046096614543
2025-10-0111.001496834837662
2025-11-018.549021969598446
2025-12-0113.23227842115863
2026-01-014838.4415008590595
2026-02-015298.453693953335
2026-03-015168.209277836279
2026-04-015004.710968242532
Annual Return Matrix
YearAnnual Return
20170.07508735822796053
2018-0.3864555824498944
2019-0.9996071741107507
20204.321428547670343
20210.6630871544893346
20220.8159806359464608
2023-0.5111111008090734
2024-0.623636357478859
20250.15338162773228436
2026377.21989599613596
Total Factor Risk
3.432650122120347
VTI.US Exposure
0.20028810804534447
VEA.US Exposure
0.06366613205743586
VWO.US Exposure
0.0061464065813197355
QQQ.US Exposure
0.05765881330995797
VTV.US Exposure
0.07095847285607516
IJR.US Exposure
0.019436034933299942
QUAL.US Exposure
-0.0018538823586112436
SHV.US Exposure
0.00042393278635287644
TLT.US Exposure
-0.0011234532903093958
LQD.US Exposure
0.0024015699219268535
HYG.US Exposure
-0.00029766540991023473
GLD.US Exposure
-0.0007438986494502564
USO.US Exposure
-0.000008236741603197963
VNQ.US Exposure
0.025627358450305428
BTC-USD.CC Exposure
0.0023888579105251994
CPER.US Exposure
-0.0008477763009209325
VIX.INDX Exposure
0.003721148470947658
UUP.US Exposure
0.07306769069077217
TIP.US Exposure
0.00031979473852992784
Idiosyncratic Exposure
0.4787705919980121
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
343.3%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.55%
Market Cap$1.5B
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 →
+4.1%
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 →
+136.6%
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 →
31.0% 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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is LANXESS Aktiengesellschaft a high-risk investment?

LANXESS Aktiengesellschaft (LXS.XETRA) has an annualized volatility of 343.3% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, LXS.XETRA has generated a Compound Annual Growth Rate (CAGR) of -7.0%. It has had a positive return in 60% 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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