Mensch und Maschine Software SE

10-Year Study

MUM.XETRA · Technology · DE · Common Stock

Executive Summary: Mensch und Maschine Software SE has compounded at 13.6% annually over the last 10 years, with a maximum drawdown of 78.6% and an annualized volatility of 258.9%.

1Y CAGR
+106.6%
3Y CAGR
+38.5%
5Y CAGR
-7.1%
10Y CAGR
+13.6%

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 →
78.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
209.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +151.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -68.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026121.4-10.1-12.88.9————————88.9%
20252.8155.3-56.4-1.5-0.64.6-2.4-1.0-0.51.31.3-0.115.6%
2024-66.64.4177.24.15.9-3.08.9-7.5-67.2193.0-0.9-65.3-65.6%
202312.1-7.0-65.1210.9-68.1242.0-71.10.32.2-1.5233.13.624.2%
2022193.3-1.64.6-70.4235.6-12.78.2-73.4212.77.47.9-8.2151.0%
20214.0-10.61.19.24.0-3.70.58.4-11.86.05.8-71.3-68.2%
20204.70.0-12.525.6-3.23.0-0.68.38.3-7.314.52.745.8%
20195.51.17.726.2-1.83.5-8.9-9.59.515.512.61.775.7%
20183.39.6-8.3-2.325.1-10.615.78.5-11.50.0-6.54.122.5%
20172.91.912.57.111.19.7-0.3-1.06.610.3-10.25.969.9%
2016———27.713.0-2.95.5-11.4-4.75.1-4.22.528.9%

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 258.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 14.5% of variance. Idiosyncratic stock-specific factors contribute 46.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112772.281281131021
2016-05-0114434.694796599299
2016-06-0114010.5623712114
2016-07-0114780.359993995551
2016-08-0113102.116568184612
2016-09-0112491.436837293086
2016-10-0113127.77194011927
2016-11-0112573.588613381735
2016-12-0112891.687932422657
2017-01-0113266.28365561757
2017-02-0113512.738983883515
2017-03-0115196.03160523479
2017-04-0116268.644495694538
2017-05-0118079.66811774178
2017-06-0119841.15503759604
2017-07-0119779.063578924386
2017-08-0119577.641616288434
2017-09-0120869.007491914468
2017-10-0123028.289141500292
2017-11-0120688.328170417175
2017-12-0121907.367731546557
2018-01-0122625.30875148405
2018-02-0124794.961721639214
2018-03-0122728.749027688697
2018-04-0122212.09350564282
2018-05-0127776.30699108885
2018-06-0124819.11598138621
2018-07-0128726.7839353703
2018-08-0131155.856384503066
2018-09-0127565.059566860906
2018-10-0127565.059566860906
2018-11-0125769.592925667654
2018-12-0126825.83004680741
2019-01-0128304.42555165873
2019-02-0128621.16022325632
2019-03-0130839.12171290547
2019-04-0138903.77870877059
2019-05-0138188.29405423109
2019-06-0139512.820862730114
2019-07-0135980.8403498956
2019-08-0132559.39627997107
2019-09-0135649.776880143014
2019-10-0141168.27467623739
2019-11-0146355.709002579184
2019-12-0147128.37238499434
2020-01-0149335.82608932983
2020-02-0149335.82608932983
2020-03-0143155.06488898593
2020-04-0154192.06048117469
2020-05-0152447.08579538476
2020-06-0154042.90451561839
2020-07-0153699.422754131476
2020-08-0158164.82211820576
2020-09-0162973.83970851131
2020-10-0158393.809959197046
2020-11-0166866.76947010739
2020-12-0168698.67219803765
2021-01-0171446.66275467734
2021-02-0163889.79107247643
2021-03-0164576.754595450264
2021-04-0170530.57492596789
2021-05-0173375.18252159555
2021-06-0170696.37959033284
2021-07-0171045.72933582608
2021-08-0176985.6302624217
2021-09-0167901.17223215383
2021-10-0171977.51061013388
2021-11-0176170.38987977456
2021-12-0121837.399231980682
2022-01-0164057.642708006395
2022-02-0163009.45700678229
2022-03-0165921.20525662195
2022-04-0119519.462695289847
2022-05-0165505.533645382726
2022-06-0157212.161738014984
2022-07-0161899.725705863886
2022-08-0116469.547706562047
2022-09-0151502.88622934265
2022-10-0155289.1005608701
2022-11-0159676.16916169708
2022-12-0154808.19880183954
2023-01-0161418.96041157767
2023-02-0157091.936298257344
2023-03-0119946.448607310653
2023-04-0162019.8146808772
2023-05-0119763.45464501602
2023-06-0167583.4823073459
2023-07-0119545.163319480118
2023-08-0119606.62461571315
2023-09-0120036.86670363653
2023-10-0119729.549811037643
2023-11-0165726.74299594699
2023-12-0168078.57639978713
2024-01-0122743.52453049065
2024-02-0123752.082719863894
2024-03-0165850.51651905732
2024-04-0168573.67049222834
2024-05-0172619.03137324472
2024-06-0170449.37840308956
2024-07-0176703.01177690744
2024-08-0170959.89301164044
2024-09-0123307.06160174481
2024-10-0168279.7254329344
2024-11-0167641.61628843189
2024-12-0123438.00099819163
2025-01-0124092.6953775673
2025-02-0161515.57745056565
2025-03-0126842.40448294148
2025-04-0126449.588896459456
2025-05-0126299.203544642416
2025-06-0127506.820538573043
2025-07-0126835.923365437557
2025-08-0126567.563455039985
2025-09-0126433.38610269964
2025-10-0126768.83468926738
2025-11-0127104.28327583512
2025-12-0127088.252270732035
2026-01-0159976.25513448601
2026-02-0153903.57401165409
2026-03-0147012.10442282237
2026-04-0151174.27912498806
Annual Return Matrix
YearAnnual Return
20170.6993405244048312
20180.22451178870651245
20190.7568281131566768
20200.45769244133521725
2021-0.6821277830664614
20221.5098317899309825
20230.24212395021275857
2024-0.6557213408730309
20250.15574072519333204
20260.8891687294377493
Total Factor Risk
2.589111901644971
VTI.US Exposure
-0.005729209803738667
VEA.US Exposure
0.023171820818630045
VWO.US Exposure
0.06724861097983478
QQQ.US Exposure
0.14303975497361401
VTV.US Exposure
0.14499231219869738
IJR.US Exposure
-0.009305132574000275
QUAL.US Exposure
0.014577151191333631
SHV.US Exposure
0.004600250018560867
TLT.US Exposure
0.04347016218128366
LQD.US Exposure
0.0035676458026655854
HYG.US Exposure
0.0335224110097552
GLD.US Exposure
0.02434391389826321
USO.US Exposure
-0.0004487217452228948
VNQ.US Exposure
-0.011289716588136905
BTC-USD.CC Exposure
0.003783217582206656
CPER.US Exposure
-0.0026171776285673284
VIX.INDX Exposure
-0.008205310003260045
UUP.US Exposure
0.0556406500921268
TIP.US Exposure
0.008363309299805177
Idiosyncratic Exposure
0.4672740582961492
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
68.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
258.9%

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 →18.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.72%
Market Cap$566.4M
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 →
+1.0%
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 →
+24.8%
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 →
32.7% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Mensch und Maschine Software SE a high-risk investment?

Mensch und Maschine Software SE (MUM.XETRA) has an annualized volatility of 258.9% and experienced a maximum drawdown of 78.6% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, MUM.XETRA has generated a Compound Annual Growth Rate (CAGR) of 13.6%. It has had a positive return in 80% 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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