Mercedes-Benz Group AG

10-Year Study

MBG.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Mercedes-Benz Group AG has compounded at 6.1% annually over the last 10 years, with a maximum drawdown of 57.9% and an annualized volatility of 29.7%.

1Y CAGR
+1.6%
3Y CAGR
-3.7%
5Y CAGR
+2.8%
10Y CAGR
+6.1%

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 →
57.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +42.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -31.6%
% 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.
2026-3.82.1-11.21.8————————-11.2%
20259.51.4-9.3-3.28.9-5.50.86.50.25.13.53.321.3%
20240.517.20.2-3.90.9-2.8-5.31.9-6.9-4.0-4.91.6-7.3%
202311.06.6-2.6-0.36.85.6-1.4-7.0-2.4-15.97.55.010.0%
20223.50.3-9.15.26.6-16.63.6-1.9-6.711.99.9-4.7-1.8%
20210.614.014.7-0.82.9-1.1-0.0-5.17.411.8-3.2-2.842.2%
2020-15.3-10.2-26.714.65.98.39.214.07.9-3.627.12.423.5%
201912.51.9-0.811.7-15.05.4-4.1-8.96.814.9-2.3-3.614.9%
20184.1-4.4-2.10.2-5.8-10.67.3-5.8-2.4-3.7-5.1-7.6-31.6%
2017-1.9-1.05.6-1.2-5.5-1.9-6.43.310.25.7-2.51.84.8%
2016———-5.01.2-12.813.62.11.03.5-3.312.710.7%

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 29.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 62.6% of variance. Idiosyncratic stock-specific factors contribute 21.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019502.590572842242
2016-05-019612.17553034648
2016-06-018379.944203046476
2016-07-019522.93928760057
2016-08-019720.237574485045
2016-09-019818.870516721265
2016-10-0110163.340559071217
2016-11-019826.679498021835
2016-12-0111073.038276969339
2017-01-0110858.534309293984
2017-02-0110747.361633600005
2017-03-0111344.570489827263
2017-04-0111213.437928319385
2017-05-0110592.08927512564
2017-06-0110388.796542014587
2017-07-019719.945952776725
2017-08-0110037.975626905667
2017-09-0111060.952177280078
2017-10-0111687.193594691189
2017-11-0111397.029994912822
2017-12-0111606.868015255057
2018-01-0112087.233773682114
2018-02-0111552.78838956772
2018-03-0111306.886484629917
2018-04-0111332.192768429682
2018-05-0110671.313172552565
2018-06-019538.071214021173
2018-07-0110233.588988364296
2018-08-019636.704156257392
2018-09-019403.147570305133
2018-10-019058.839540015359
2018-11-018597.78561916149
2018-12-017942.932871922986
2019-01-018937.751726238503
2019-02-019110.748204096313
2019-03-019039.81932415049
2019-04-0110093.448556310534
2019-05-018582.524083092747
2019-06-019042.73554123369
2019-07-018667.548012274034
2019-08-017893.097962212308
2019-09-018431.885269539465
2019-10-019686.863090088425
2019-11-019463.221642219047
2019-12-019124.972862979921
2020-01-017726.743978821784
2020-02-016938.458098820876
2020-03-015086.465836516872
2020-04-015828.578279367116
2020-05-016169.581263629266
2020-06-016680.63210625399
2020-07-017292.227633425033
2020-08-018314.880159679087
2020-09-018975.889365204346
2020-10-018657.082033186553
2020-11-0111006.580929884421
2020-12-0111267.841578127078
2021-01-0111332.192768429682
2021-02-0112917.383570032953
2021-03-0114820.37722888092
2021-04-0114699.289415104062
2021-05-0115120.13194262181
2021-06-0114947.427086472318
2021-07-0114943.441589791944
2021-08-0114177.221752387248
2021-09-0115229.295668769584
2021-10-0117019.820555442147
2021-11-0116475.913667013374
2021-12-0116019.298876608376
2022-01-0116573.898561008882
2022-02-0116630.764794131275
2022-03-0115123.404586237399
2022-04-0115903.168631872957
2022-05-0116953.13639147298
2022-06-0114141.255075027786
2022-07-0114653.440002073756
2022-08-0114371.733431836668
2022-09-0113406.303565237396
2022-10-0115006.85311014552
2022-11-0116492.17967785522
2022-12-0115723.886086080247
2023-01-0117452.489963352873
2023-02-0118604.914149809312
2023-03-0118126.006499923853
2023-04-0118074.810688907684
2023-05-0119295.668769583208
2023-06-0120374.247859010626
2023-07-0120089.398254806085
2023-08-0118678.921258898514
2023-09-0118222.598090201835
2023-10-0115329.77554849183
2023-11-0116477.501385203115
2023-12-0117298.902530304356
2024-01-0117381.85270511537
2024-02-0120365.952841529524
2024-03-0120412.968741393113
2024-04-0119619.23925617023
2024-05-0119801.632433518353
2024-06-0119255.911010015585
2024-07-0118238.961308279788
2024-08-0118590.88390539792
2024-09-0117308.526046678915
2024-10-0116610.70770108127
2024-11-0115793.583674368721
2024-12-0116044.08672181557
2025-01-0117570.985584166887
2025-02-0117824.46965352101
2025-03-0116160.411381023203
2025-04-0115647.481198500416
2025-05-0117040.42848949676
2025-06-0116100.758540465751
2025-07-0116233.608429811517
2025-08-0117286.686820966956
2025-09-0117325.569715409616
2025-10-0118213.39580518374
2025-11-0118845.242839877003
2025-12-0119464.128909756044
2026-01-0118725.35391534546
2026-02-0119117.423100975637
2026-03-0116975.623665425654
2026-04-0117286.686820966956
Annual Return Matrix
YearAnnual Return
20170.04820987022107781
2018-0.3156695792970603
20190.14881656563349033
20200.23483562606972663
20210.42168300517330115
2022-0.01844105617877534
20230.10016712380143811
2024-0.07253730728238916
20250.21316527685493925
2026-0.11186948560013321
Total Factor Risk
0.2966804477818504
VTI.US Exposure
0.1713533689469584
VEA.US Exposure
0.6263974939934319
VWO.US Exposure
-0.015613028734204726
QQQ.US Exposure
0.01721602398561753
VTV.US Exposure
-0.024778148550669753
IJR.US Exposure
0.06323225093438958
QUAL.US Exposure
-0.07397448909345711
SHV.US Exposure
0.042028255296944754
TLT.US Exposure
0.0062037299882214065
LQD.US Exposure
0.018504511056435777
HYG.US Exposure
-0.020955744167350285
GLD.US Exposure
0.00015878140051140178
USO.US Exposure
0.01238886464938153
VNQ.US Exposure
-0.058519150520758456
BTC-USD.CC Exposure
-0.006222130252471635
CPER.US Exposure
0.08688840187602784
VIX.INDX Exposure
-0.052448744013634585
UUP.US Exposure
-0.007163073272108209
TIP.US Exposure
0.001066698597521427
Idiosyncratic Exposure
0.21423612787921334
Value Score
46.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
79.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.7%

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 →9.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.62%
Market Cap$46.6B
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
$7,906
Avg Yield on Cost
13.18%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2021$366.373.66%Solid
2022$1,620.1216.20%Solid
2023$1,684.9316.85%Solid
2024$1,707.6117.08%Solid
2025$1,393.313.93%Solid
2026$1,134.0811.34%Solid

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 →
-3.8%
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 →
-3.7%
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 →
13.9% 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 →
0.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Mercedes-Benz Group AG a high-risk investment?

Mercedes-Benz Group AG (MBG.XETRA) has an annualized volatility of 29.7% and experienced a maximum drawdown of 57.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, MBG.XETRA has generated a Compound Annual Growth Rate (CAGR) of 6.1%. 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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