Münchener Rück AG

10-Year Study

MUV2.XETRA · Financial Services · DE · Common Stock

Executive Summary: Münchener Rück AG has compounded at 17.2% annually over the last 10 years, with a maximum drawdown of 30.9% and an annualized volatility of 19.8%.

1Y CAGR
-2.1%
3Y CAGR
+22.3%
5Y CAGR
+23.0%
10Y CAGR
+17.2%

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 →
30.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +44.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -3.4%
% 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.
2026-8.98.4-2.93.9————————-0.4%
20257.24.66.53.3-1.6-3.64.5-5.4-0.2-1.31.43.319.5%
20245.19.25.1-5.511.12.0-2.47.41.0-4.95.1-1.534.6%
20238.9-1.5-1.15.61.62.9-0.34.63.02.53.2-4.027.8%
20227.1-11.4-1.7-2.00.2-1.5-1.47.73.98.012.60.922.3%
2021-9.911.18.1-4.7-1.9-2.2-1.38.6-4.38.1-7.09.311.5%
20201.3-13.4-20.214.11.913.1-2.97.5-10.4-7.316.33.9-3.4%
20192.16.51.95.71.32.1-1.30.08.94.94.70.944.3%
20184.9-2.92.65.2-7.22.74.8-2.12.7-0.41.0-0.710.2%
2017-3.32.62.80.5-0.10.52.8-4.54.36.2-2.7-3.35.4%
2016———-4.94.3-11.0-0.78.62.46.4-2.74.55.5%

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 19.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 32.0% of variance. Idiosyncratic stock-specific factors contribute 38.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019511.103496830128
2016-05-019916.325302539817
2016-06-018823.977143519536
2016-07-018762.309991016285
2016-08-019516.97615309478
2016-09-019748.950337272872
2016-10-0110371.477471672317
2016-11-0110092.513513928168
2016-12-0110550.597749468561
2017-01-0110207.034572813265
2017-02-0110477.185284436011
2017-03-0110770.826621117356
2017-04-0110824.822669646463
2017-05-0110812.514809492393
2017-06-0110861.729203210953
2017-07-0111166.263507535581
2017-08-0110667.940069926373
2017-09-0111129.35697397109
2017-10-0111815.324138236703
2017-11-0111501.558938796523
2017-12-0111120.12607885554
2018-01-0111661.518503555131
2018-02-0111326.223072294188
2018-03-0111618.458039913607
2018-04-0112217.87810445316
2018-05-0111339.886160817023
2018-06-0111645.417708658288
2018-07-0112205.01622012318
2018-08-0111950.940733050695
2018-09-0112269.33416522194
2018-10-0112217.87810445316
2018-11-0112343.309177879262
2018-12-0112256.472280891961
2019-01-0112510.539244515587
2019-02-0113320.991379383822
2019-03-0113571.845002787166
2019-04-0114343.702961216602
2019-05-0114531.542727196791
2019-06-0114840.867209780828
2019-07-0114645.859223309246
2019-08-0114652.58422445991
2019-09-0115963.85716745338
2019-10-0116743.88911333971
2019-11-0117523.929582674897
2019-12-0117685.312563393152
2020-01-0117907.220554467396
2020-02-0115513.316184154224
2020-03-0112379.721351409862
2020-04-0114130.139426576454
2020-05-0114397.545587666227
2020-06-0116283.43535901619
2020-07-0115819.001154074975
2020-08-0117008.243879737547
2020-09-0115241.97218969106
2020-10-0114130.139426576454
2020-11-0116438.24676066326
2020-12-0117085.64531883665
2021-01-0115396.78359133813
2021-02-0117099.71753290477
2021-03-0118478.956457109154
2021-04-0117604.885299948688
2021-05-0117275.68413462276
2021-06-0116895.274088544997
2021-07-0116672.15576773261
2021-08-0118102.33934577416
2021-09-0117330.549574935605
2021-10-0118742.450355172114
2021-11-0117436.623896000285
2021-12-0119057.025282254006
2022-01-0120414.060622177672
2022-02-0118080.39998840811
2022-03-0117776.8032634581
2022-04-0117422.832955744547
2022-05-0117453.49180129454
2022-06-0117185.21624842103
2022-07-0116947.591017648654
2022-08-0118258.33550681279
2022-09-0118971.185628783343
2022-10-0120496.550560246294
2022-11-0123087.363646126858
2022-12-0123301.984088425666
2023-01-0125371.571229609774
2023-02-0124995.976932138
2023-03-0124720.03027529035
2023-04-0126099.755036079758
2023-05-0126511.1052015199
2023-06-0127273.101529618132
2023-07-0127193.722650383468
2023-08-0128431.966683543094
2023-09-0129297.147883542413
2023-10-0130043.273549863025
2023-11-0131019.57495265224
2023-12-0129773.39558860381
2024-01-0131289.45291391146
2024-02-0134162.80980605745
2024-03-0135901.116060393746
2024-04-0133920.47963151426
2024-05-0137681.18721414483
2024-06-0138430.0403841007
2024-07-0137491.924032204995
2024-08-0140265.13892369297
2024-09-0140676.59137051944
2024-10-0138693.372336635315
2024-11-0140676.59137051944
2024-12-0140084.09234645432
2025-01-0142988.97747593404
2025-02-0144980.43016141707
2025-03-0147926.45797854477
2025-04-0149506.44969375248
2025-05-0148702.98678694957
2025-06-0146930.10942403647
2025-07-0149060.97163907626
2025-08-0146418.70249242691
2025-09-0146316.421106104994
2025-10-0145719.77968589386
2025-11-0146367.56179926595
2025-12-0147918.82949181493
2026-01-0143674.15195945566
2026-02-0147356.281867044425
2026-03-0145975.48315169863
2026-04-0147748.360514611755
Annual Return Matrix
YearAnnual Return
20170.053980669428484784
20180.10218824804487947
20190.4429366099872669
2020-0.03390764185857553
20210.11538223617716925
20220.2227503371223727
20230.2777193339254127
20240.3463057052786107
20250.19545751660393118
2026-0.003557452863749533
Total Factor Risk
0.19761537251704905
VTI.US Exposure
0.03364448019113412
VEA.US Exposure
0.32027090795757
VWO.US Exposure
-0.029597232976078663
QQQ.US Exposure
-0.03663188042827556
VTV.US Exposure
0.047055859740653266
IJR.US Exposure
-0.0426903963189528
QUAL.US Exposure
0.07199169315258631
SHV.US Exposure
0.17274892753038806
TLT.US Exposure
-0.0016994463715651917
LQD.US Exposure
0.0589967465095727
HYG.US Exposure
-0.0129701302352824
GLD.US Exposure
-0.006911462493646562
USO.US Exposure
0.0008247249117127944
VNQ.US Exposure
-0.020317003962695746
BTC-USD.CC Exposure
0.011673851422993008
CPER.US Exposure
0.004317616488994301
VIX.INDX Exposure
0.048817595507711205
UUP.US Exposure
-0.00999911829452506
TIP.US Exposure
0.00837630314280975
Idiosyncratic Exposure
0.38209796452489647
Value Score
45.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
53.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.8%

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 →11.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.44%
Market Cap$69.7B
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 →
+4.2%
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 →
+3.0%
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 →
7.8% 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 →
0.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Münchener Rück AG a high-risk investment?

Münchener Rück AG (MUV2.XETRA) has an annualized volatility of 19.8% and experienced a maximum drawdown of 30.9% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of MUV2.XETRA?

Over the past 10 years, MUV2.XETRA has generated a Compound Annual Growth Rate (CAGR) of 17.2%. 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.

Run a Full Backtest on Münchener Rück AG

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest