MTU Aero Engines AG

10-Year Study

MTX.XETRA · Industrials · DE · Common Stock

Executive Summary: MTU Aero Engines AG has compounded at 16.0% annually over the last 10 years, with a maximum drawdown of 54.7% and an annualized volatility of 24.9%.

1Y CAGR
-6.6%
3Y CAGR
+16.2%
5Y CAGR
+10.4%
10Y CAGR
+16.0%

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 →
54.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +66.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -15.4%
% 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.
20265.4-2.4-15.26.2————————-7.3%
20252.71.0-4.1-5.116.17.60.30.72.6-3.3-6.80.911.1%
20249.44.05.8-3.71.74.59.63.23.77.47.2-0.166.3%
202313.2-0.10.93.1-7.910.0-10.61.6-20.43.16.14.0-2.1%
20224.315.6-2.5-8.1-4.0-5.58.3-6.5-12.317.510.60.914.0%
2021-10.02.61.95.30.5-1.01.1-7.90.5-1.6-14.28.8-15.4%
20207.8-19.6-39.6-6.819.76.4-4.75.7-8.53.235.17.8-13.9%
201918.80.27.15.4-7.78.28.19.6-1.8-1.82.73.563.0%
2018-3.4-4.6-0.66.313.11.810.04.42.8-3.2-2.2-13.77.8%
20170.78.31.88.0-3.2-1.70.4-5.114.87.34.4-1.138.0%
2016———-0.23.0-1.39.1-0.3-1.25.64.310.733.0%

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 24.9%. The dominant macroeconomic risk driver is HYG.US, accounting for 14.2% of variance. Idiosyncratic stock-specific factors contribute 47.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019981.956750795705
2016-05-0110281.103449781898
2016-06-0110147.88094185215
2016-07-0111069.53338683525
2016-08-0111040.462191067363
2016-09-0110906.038619650491
2016-10-0111515.223479699296
2016-11-0112010.566628996949
2016-12-0113297.970202706761
2017-01-0113394.860540151005
2017-02-0114509.07894808676
2017-03-0114769.477701164486
2017-04-0115944.240627610265
2017-05-0115430.403830300647
2017-06-0115172.407204197172
2017-07-0115227.683421502314
2017-08-0114447.565389717805
2017-09-0116579.070922798914
2017-10-0117783.04152949976
2017-11-0118557.01775936147
2017-12-0118354.31099901185
2018-01-0117727.751663745898
2018-02-0116904.64101850184
2018-03-0116806.358539288423
2018-04-0117867.12962204716
2018-05-0120203.607557964962
2018-06-0120565.946574512345
2018-07-0122615.042774238278
2018-08-0123602.11223392349
2018-09-0124251.819338214016
2018-10-0123464.67235534009
2018-11-0122939.903150607905
2018-12-0119791.28792221476
2019-01-0123514.65297454291
2019-02-0123552.131614720674
2019-03-0125213.898488297822
2019-04-0126571.646166696693
2019-05-0124531.5715915729
2019-06-0126546.30099742863
2019-07-0128700.40836158562
2019-08-0131462.74519438121
2019-09-0130892.540303869064
2019-10-0130335.001173766592
2019-11-0131158.644108510627
2019-12-0132261.042959857186
2020-01-0134769.95539686959
2020-02-0127965.480343504154
2020-03-0116897.13437170731
2020-04-0115750.37806202947
2020-05-0118860.27264141158
2020-06-0120064.256896561135
2020-07-0119114.07919375884
2020-08-0120212.820260849152
2020-09-0118487.73823367236
2020-10-0119080.12185335015
2020-11-0125772.16098618231
2020-12-0127783.683006589472
2021-01-0124997.50233388473
2021-02-0125648.478743905966
2021-03-0126130.200741383735
2021-04-0127507.738670422717
2021-05-0127651.89358577504
2021-06-0127376.686265839024
2021-07-0127664.996096543666
2021-08-0125469.88879243985
2021-09-0125607.492452407863
2021-10-0125207.783983272464
2021-11-0121616.972664886907
2021-12-0123510.667627517458
2022-01-0124513.214428048108
2022-02-0128333.360630230767
2022-03-0127612.58605346916
2022-04-0125378.143920162034
2022-05-0124363.19067974734
2022-06-0123018.149707104287
2022-07-0124926.393916067496
2022-08-0123316.31371778284
2022-09-0120440.69476063351
2022-10-0124018.64924032734
2022-11-0126556.346255684577
2022-12-0126794.86654546844
2023-01-0130319.810450344215
2023-02-0130280.06616767938
2023-03-0130558.344388576796
2023-04-0131499.213849353884
2023-05-0129002.91257895627
2023-06-0131905.896675783828
2023-07-0128532.518793913885
2023-08-0129002.91257895627
2023-09-0123082.720517985927
2023-10-0123788.304371325157
2023-11-0125233.074558745655
2023-12-0126241.0534418658
2024-01-0128720.676307930844
2024-02-0129876.495187556982
2024-03-0131610.216682771836
2024-04-0130454.397803145694
2024-05-0130976.560154172876
2024-06-0132372.878348646893
2024-07-0135477.31354854207
2024-08-0136602.50530924655
2024-09-0137958.15112654295
2024-10-0140764.34042506729
2024-11-0143678.99394554815
2024-12-0143651.87447794684
2025-01-0144831.29152540522
2025-02-0145278.6603774615
2025-03-0143421.42042135491
2025-04-0141198.156367547264
2025-05-0147837.81275420235
2025-06-0151481.94856172647
2025-07-0151618.43304889966
2025-08-0152000.589612984586
2025-09-0153351.78603599915
2025-10-0151604.78460018234
2025-11-0148083.4848311141
2025-12-0148492.938292633655
2026-01-0151113.440446358865
2026-02-0149871.43161308285
2026-03-0142310.19102368825
2026-04-0144930.69317741346
Annual Return Matrix
YearAnnual Return
20170.38023402964731323
20180.07829097606988755
20190.630062838085728
2020-0.1387853442568161
2021-0.1537958584561514
20220.1396897344636474
2023-0.020668627054472255
20240.663495506179004
20250.11090162501801726
2026-0.07345904869124686
Total Factor Risk
0.24856735276599845
VTI.US Exposure
0.12044550204303686
VEA.US Exposure
0.047684389800291264
VWO.US Exposure
0.07003980726337523
QQQ.US Exposure
-0.07818501168859437
VTV.US Exposure
0.11219443758776194
IJR.US Exposure
0.04588676323069318
QUAL.US Exposure
-0.01045825235289781
SHV.US Exposure
0.01586218507109073
TLT.US Exposure
0.047439250512183284
LQD.US Exposure
-0.04175546576565382
HYG.US Exposure
0.14214547000429553
GLD.US Exposure
0.028661658280767863
USO.US Exposure
0.0037648612873904127
VNQ.US Exposure
-0.04803811590131525
BTC-USD.CC Exposure
0.008401838289217726
CPER.US Exposure
-0.0231546322935268
VIX.INDX Exposure
0.08178834252813005
UUP.US Exposure
-0.005632341977973263
TIP.US Exposure
0.004586973946444979
Idiosyncratic Exposure
0.4783223401352823
Value Score
43.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.9%

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 →16.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.12%
Market Cap$17.0B
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 →
-5.7%
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 →
-10.2%
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 →
18.1% 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 →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is MTU Aero Engines AG a high-risk investment?

MTU Aero Engines AG (MTX.XETRA) has an annualized volatility of 24.9% and experienced a maximum drawdown of 54.7% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, MTX.XETRA has generated a Compound Annual Growth Rate (CAGR) of 16.0%. 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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