Mutares SE & Co. KGaA

10-Year Study

MUX.XETRA · Financial Services · DE · Common Stock

Executive Summary: Mutares SE & Co. KGaA has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 93.9% and an annualized volatility of 334.5%.

1Y CAGR
+543.1%
3Y CAGR
-28.3%
5Y CAGR
+6.7%
10Y CAGR
+12.1%

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 →
93.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
4.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
17.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
349.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +420.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -75.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026107.9-4.0-8.8-11.1————————61.9%
2025-31.3-23.6314.8-11.0-88.9139.8348.3-11.2-0.9-20.6-2.3-53.6-27.0%
2024315.7-81.7361.6-71.7302.9-12.4-79.6-13.3413.8-75.8205.5-48.720.8%
20231.9-13.2-59.5164.4-4.2-68.311.3-18.9290.9-74.2-7.8-0.4-75.9%
20225.2-6.7219.7-15.540.1-10.2-7.5-1.1-19.74.410.583.7420.2%
20215.184.9-34.3246.7-64.3178.62.12.8-59.7236.8-77.3-14.721.6%
2020-1.9-15.4-32.049.62.7-1.3-0.61.7-1.4334.6-62.4-2.835.4%
20197.3-4.1-2.831.9-5.44.1-6.5-7.8-9.724.88.313.855.6%
201818.7-3.2-1.1-1.1-41.18.52.33.3-4.1-14.29.0-8.9-37.9%
201717.813.9-9.81.40.9-1.2-3.1-4.97.2-3.24.717.644.1%
2016———-4.38.6-13.93.8-5.15.0-1.1-12.9-1.5-21.5%

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 334.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.8% of variance. Idiosyncratic stock-specific factors contribute 48.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019571.027883187593
2016-05-0110389.501605472566
2016-06-018943.180231746475
2016-07-019280.266013478355
2016-08-018805.604558780604
2016-09-019245.872095236886
2016-10-019142.055766375186
2016-11-017962.890104450904
2016-12-017846.001548360896
2017-01-019242.445394895485
2017-02-0110528.981000850328
2017-03-019493.609838437425
2017-04-019631.185511403297
2017-05-019717.360679248157
2017-06-019597.172337644206
2017-07-019303.999086213244
2017-08-018848.121025979466
2017-09-019487.644841546839
2017-10-019183.810744609293
2017-11-019611.386798319647
2017-12-0111307.476552485627
2018-01-0113427.588745193101
2018-02-0113003.566306651608
2018-03-0112862.310103689417
2018-04-0112720.926985899763
2018-05-017491.1476907847145
2018-06-018127.244806010686
2018-07-018316.220984097572
2018-08-018588.199459342835
2018-09-018238.422194865027
2018-10-017072.582589823969
2018-11-017709.948853324534
2018-12-017026.004848146409
2019-01-017538.994580736868
2019-02-017228.053253461601
2019-03-017026.004848146409
2019-04-019264.401660045944
2019-05-018763.976495373956
2019-06-019124.795349840722
2019-07-018531.976190778369
2019-08-017870.369195233079
2019-09-017105.707359790844
2019-10-018867.0313352709
2019-11-019605.929460738898
2019-12-0110929.143451829477
2020-01-0110722.906857208127
2020-02-019073.267929892249
2020-03-016169.075933141269
2020-04-019227.977104565127
2020-05-019480.664526036577
2020-06-019358.19171753836
2020-07-019301.587704491516
2020-08-019461.881131572603
2020-09-019329.889711014937
2020-10-0140552.343275308805
2020-11-0115229.398550632672
2020-12-0114795.857500031729
2021-01-0115549.858489967382
2021-02-0128746.20793538801
2021-03-0118895.46025662178
2021-04-0165515.86296994925
2021-05-0123387.356744888508
2021-06-0165158.91985913644
2021-07-0166497.19871925836
2021-08-0168384.62976478419
2021-09-0127540.518526949672
2021-10-0192765.86746123446
2021-11-0121093.24538884596
2021-12-0117996.52292104093
2022-01-0118935.692353754708
2022-02-0117666.544079161784
2022-03-0156477.09821938498
2022-04-0147745.35673458908
2022-05-0166909.49858579205
2022-06-0160099.24751126716
2022-07-0155588.69345888664
2022-08-0154989.655318353456
2022-09-0144166.35898755035
2022-10-0146115.76984650445
2022-11-0150956.30516147235
2022-12-0193621.10367761491
2023-01-0195444.3714308923
2023-02-0182818.36400107025
2023-03-0133505.513965111466
2023-04-0188593.3411055858
2023-05-0184895.14768548007
2023-06-0126923.712388034844
2023-07-0129977.283310996405
2023-08-0124301.65207209154
2023-09-0195003.99619034905
2023-10-0124519.94427782191
2023-11-0122616.221865932534
2023-12-0122527.381874024344
2024-01-0193656.1264842342
2024-02-0117133.50170700443
2024-03-0179095.61975813257
2024-04-0122400.466562423404
2024-05-0190256.64845926392
2024-06-0179084.40703762797
2024-07-0116125.798393339466
2024-08-0113975.860906328406
2024-09-0171803.61869805912
2024-10-0117361.948783744472
2024-11-0153036.763480969814
2024-12-0127224.30625275395
2025-01-0118698.7425393695
2025-02-0114277.918089170358
2025-03-0159222.89303631976
2025-04-0152722.938025085314
2025-05-015836.812885804344
2025-06-0113998.705129860764
2025-07-0162757.18514383367
2025-08-0155715.6111911958
2025-09-0155207.94994479205
2025-10-0143820.56565882825
2025-11-0142833.754267511074
2025-12-0119874.861786468482
2026-01-0141310.77633799957
2026-02-0139660.88358102877
2026-03-0136170.72582589824
2026-04-0132172.908760930542
Annual Return Matrix
YearAnnual Return
20170.44117694634509297
2018-0.3786407766990292
20190.5555274566473989
20200.3537984532131824
20210.2163217252533245
20224.202177336609632
2023-0.7593770956642685
20240.208498457787742
2025-0.2699589256031829
20260.6187739621331614
Total Factor Risk
3.3445531993688955
VTI.US Exposure
-0.0002802307605981081
VEA.US Exposure
0.006569297427154141
VWO.US Exposure
0.033288788756854
QQQ.US Exposure
0.030207273553432522
VTV.US Exposure
0.015103075465665097
IJR.US Exposure
0.006750836140140886
QUAL.US Exposure
0.011375310284838808
SHV.US Exposure
0.28816297932947765
TLT.US Exposure
0.05977085992373054
LQD.US Exposure
0.006512143160340119
HYG.US Exposure
0.0072399951407782085
GLD.US Exposure
0.0005642233572398793
USO.US Exposure
-0.000706945357424591
VNQ.US Exposure
0.00016229424164083538
BTC-USD.CC Exposure
-0.00037173852077848515
CPER.US Exposure
0.007527221817728623
VIX.INDX Exposure
0.028989839575324153
UUP.US Exposure
0.011023554522955569
TIP.US Exposure
0.0010607010172528147
Idiosyncratic Exposure
0.4870505209242473
Value Score
43.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
85.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
334.5%

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 →16.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.09%
Market Cap$585.8M
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 →
-14.5%
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 →
-30.8%
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 →
51.6% 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 →
0.78
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Mutares SE & Co. KGaA a high-risk investment?

Mutares SE & Co. KGaA (MUX.XETRA) has an annualized volatility of 334.5% and experienced a maximum drawdown of 93.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, MUX.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.1%. It has had a positive return in 70% 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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