thyssenkrupp nucera AG & Co. KGaA

10-Year Study

NCH2.XETRA · Industrials · DE · Common Stock

Executive Summary: thyssenkrupp nucera AG & Co. KGaA has compounded at -4.2% annually over the last 10 years, with a maximum drawdown of 91.9% and an annualized volatility of 208.7%.

1Y CAGR
-36.2%
3Y CAGR
-7.4%
5Y CAGR
-4.2%
10Y CAGR
-4.2%

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 →
91.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.89
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
341.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +1150.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -90.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-28.21.2-10.01.2————————-33.8%
20250.00.00.0700.056.30.00.00.00.00.00.00.01150.0%
20243.01.42.76.0-10.41.90.03.5-1.54.3-4.6-91.3-90.8%
20231.80.00.02.5-0.45.00.00.00.2-0.90.00.99.3%
20220.10.0-0.3-0.50.4-0.80.41.0-0.80.21.0-0.7-0.0%

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 208.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.2% of variance. Idiosyncratic stock-specific factors contribute 39.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-12-0110000
2022-01-0110010.029363028794
2022-02-0110010.029363028794
2022-03-019979.939360854569
2022-04-019929.788719534914
2022-05-019969.909041281853
2022-06-019889.668397787973
2022-07-019933.801421290353
2022-08-0110035.105161960582
2022-09-019949.849358680343
2022-10-019969.909041281853
2022-11-0110070.210323921165
2022-12-0110000
2023-01-0110180.540969589269
2023-02-0110180.540969589269
2023-03-0110180.540969589269
2023-04-0110431.293219643625
2023-05-0110391.172897896684
2023-06-0110912.738037150826
2023-07-0110912.738037150826
2023-08-0110912.738037150826
2023-09-0110932.797719752336
2023-10-0110832.497393656946
2023-11-0110832.497393656946
2023-12-0110932.797719752336
2024-01-0111263.79061330057
2024-02-0111424.272856832255
2024-03-0111735.205111235058
2024-04-0112437.311220078469
2024-05-0111143.429648059751
2024-06-0111354.061576367167
2024-07-0111354.061576367167
2024-08-0111755.26575038049
2024-09-0111584.754143820013
2024-10-0112086.258643928724
2024-11-0111534.603502500358
2024-12-011003.0090002174225
2025-01-011003.0090002174225
2025-02-011003.0090002174225
2025-03-011003.0090002174225
2025-04-018024.07200173938
2025-05-0112537.61250271778
2025-06-0112537.61250271778
2025-07-0112537.61250271778
2025-08-0112537.61250271778
2025-09-0112537.61250271778
2025-10-0112537.61250271778
2025-11-0112537.61250271778
2025-12-0112537.61250271778
2026-01-019007.020821952454
2026-02-019112.336766975284
2026-03-018204.613621778515
2026-04-018304.914521800258
Annual Return Matrix
YearAnnual Return
20220
20230.09327977197523363
2024-0.9082568775231905
202511.5
2026-0.3376
Total Factor Risk
2.087390377881666
VTI.US Exposure
-0.006884875029704719
VEA.US Exposure
-0.0046763377549894234
VWO.US Exposure
0.016912250756056228
QQQ.US Exposure
0.0016884020350143281
VTV.US Exposure
0.07819315018820619
IJR.US Exposure
-0.0004196482182963603
QUAL.US Exposure
-0.004455169182003846
SHV.US Exposure
0.42159370489719283
TLT.US Exposure
0.001568638897328808
LQD.US Exposure
0.04316547435483759
HYG.US Exposure
0.005761712314676108
GLD.US Exposure
0.007778282552208378
USO.US Exposure
0.004432049465997231
VNQ.US Exposure
-0.005517387280681565
BTC-USD.CC Exposure
0.012557303139009273
CPER.US Exposure
0.008249086484973838
VIX.INDX Exposure
0.002524925125044739
UUP.US Exposure
0.005362868657094367
TIP.US Exposure
0.014462341154549477
Idiosyncratic Exposure
0.39770322744348646
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
208.7%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$1.0B
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 →
-4.0%
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 →
-23.6%
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 →
33.8% 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 →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is thyssenkrupp nucera AG & Co. KGaA a high-risk investment?

thyssenkrupp nucera AG & Co. KGaA (NCH2.XETRA) has an annualized volatility of 208.7% 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 NCH2.XETRA?

Over the past 10 years, NCH2.XETRA has generated a Compound Annual Growth Rate (CAGR) of -4.2%. It has had a positive return in 40% 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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