Nagarro SE

10-Year Study

NA9.XETRA · Technology · DE · Common Stock

Executive Summary: Nagarro SE has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 91.9% and an annualized volatility of 155.4%.

1Y CAGR
-17.2%
3Y CAGR
-14.6%
5Y CAGR
-11.6%
10Y CAGR
+5.0%

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 →
91.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.92
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
8.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
369.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +466.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -83.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026392.0-20.8-16.01.6————————232.7%
2025476.2-2.5-10.7-15.1-7.01.5-4.0-5.6-2.3-6.052.2-80.4-0.0%
20244.5-9.9-3.1-10.412.5-5.65.9-4.215.30.99.5-85.0-83.2%
202313.4-22.6-3.54.0-20.53.08.1-19.4-1.4-3.125.64.8-20.9%
2022683.7-16.712.9-6.4-5.9-14.55.2-11.9-9.510.98.51.1466.5%
2021286.218.34.9-2.6-1.515.324.218.3-0.314.94.6-89.30.0%
20200.00.00.00.00.00.00.00.00.00.00.00.00.0%
2019—————-48.90.00.00.09.70.00.0-43.9%

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 155.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.7% of variance. Idiosyncratic stock-specific factors contribute 26.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-06-015111.768113603662
2019-07-015111.768113603662
2019-08-015111.768113603662
2019-09-015111.768113603662
2019-10-015608.340096066278
2019-11-015608.340096066278
2019-12-015608.340096066278
2020-01-015608.340096066278
2020-02-015608.340096066278
2020-03-015608.340096066278
2020-04-015608.340096066278
2020-05-015608.340096066278
2020-06-015608.340096066278
2020-07-015608.340096066278
2020-08-015608.340096066278
2020-09-015608.340096066278
2020-10-015608.340096066278
2020-11-015608.340096066278
2020-12-015608.340096066278
2021-01-0121660.98593592974
2021-02-0125625.468814116193
2021-03-0126889.477623144605
2021-04-0126200.00233998174
2021-05-0125797.837634906915
2021-06-0129733.577771243166
2021-07-0136915.582760752804
2021-08-0143666.68030333741
2021-09-0143523.054224396896
2021-10-0149986.87039899697
2021-11-0152285.121342873186
2021-12-015608.340096066278
2022-01-0143953.96167132193
2022-02-0136628.30139276828
2022-03-0141368.458569564704
2022-04-0138725.46998410707
2022-05-0136427.21904023086
2022-06-0131141.241869315585
2022-07-0132750.01753002893
2022-08-0128842.99092543938
2022-09-0126113.83253463814
2022-10-0128957.90347263319
2022-11-0131428.523237300113
2022-12-0131773.260878881545
2023-01-0136025.025125052525
2023-02-0127866.234274291994
2023-03-0126889.477623144605
2023-04-0127952.4332897391
2023-05-0122235.548671898792
2023-06-0122910.65258413655
2023-07-0124763.624710162618
2023-08-0119966.011259769282
2023-09-0119693.10126270986
2023-10-0119089.82499499411
2023-11-0123973.579040627545
2023-12-0125122.704512565644
2024-01-0126243.11645275705
2024-02-0123643.212769971215
2024-03-0122910.65258413655
2024-04-0120526.23183491674
2024-05-0123097.39277585237
2024-06-0121804.612014870247
2024-07-0123097.39277585237
2024-08-0122120.63612470498
2024-09-0125496.184895997285
2024-10-0125726.0099903849
2024-11-0128182.258384126722
2024-12-014217.938823740206
2025-01-0124303.974521387376
2025-02-0123700.66904356812
2025-03-0121158.250844482696
2025-04-0117955.041683877604
2025-05-0116691.032874849196
2025-06-0116941.860033657853
2025-07-0116270.0276530128
2025-08-0115364.514444317294
2025-09-0115013.993202241614
2025-10-0114114.32201424737
2025-11-0121484.031128888535
2025-12-014217.938823740206
2026-01-0120753.77854123087
2026-02-0116445.28827405064
2026-03-0113810.53693778178
2026-04-0114032.53372442971
Annual Return Matrix
YearAnnual Return
20200
20210
20224.665359149878854
2023-0.20931299408227455
2024-0.8321064986601854
20250
20262.3268699027707873
Total Factor Risk
1.5541618649010522
VTI.US Exposure
0.08916356078006288
VEA.US Exposure
0.006538372355278782
VWO.US Exposure
0.018759993482810797
QQQ.US Exposure
0.06161381729653788
VTV.US Exposure
0.04083534934998275
IJR.US Exposure
0.025687779595178532
QUAL.US Exposure
0.04072316206046334
SHV.US Exposure
0.33741767515960547
TLT.US Exposure
0.0009550160838879596
LQD.US Exposure
0.02586330428160827
HYG.US Exposure
0.018454829712042306
GLD.US Exposure
0.00755446720462133
USO.US Exposure
0.00013006726728974344
VNQ.US Exposure
0.04021101025100435
BTC-USD.CC Exposure
0.006192553033222542
CPER.US Exposure
-0.0006006390170637766
VIX.INDX Exposure
-0.0025749412588352235
UUP.US Exposure
0.01815008107498105
TIP.US Exposure
0.0009307530831917198
Idiosyncratic Exposure
0.26399378820412917
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
155.4%

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 →12.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.15%
Market Cap$603.9M
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 →
-8.4%
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 →
-15.6%
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 →
39.1% 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 →
1.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Nagarro SE a high-risk investment?

Nagarro SE (NA9.XETRA) has an annualized volatility of 155.4% and experienced a maximum drawdown of 91.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of NA9.XETRA?

Over the past 10 years, NA9.XETRA has generated a Compound Annual Growth Rate (CAGR) of 5.0%. It has had a positive return in 29% 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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