Aurubis AG

10-Year Study

NDA.XETRA · Industrials · DE · Common Stock

Executive Summary: Aurubis AG has compounded at 17.6% annually over the last 10 years, with a maximum drawdown of 51.5% and an annualized volatility of 47.1%.

1Y CAGR
+166.1%
3Y CAGR
+41.7%
5Y CAGR
+21.6%
10Y CAGR
+17.6%

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 →
51.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +64.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -43.1%
% 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.
202629.18.8-13.225.2————————52.7%
2025-1.110.04.3-10.41.014.2-0.710.79.56.35.64.264.9%
2024-9.7-10.611.315.43.3-5.7-1.6-5.2-3.69.63.33.05.7%
202326.6-2.3-8.3-0.3-15.79.88.9-10.6-8.310.7-2.4-2.0-0.9%
20224.316.23.20.6-19.7-26.18.4-14.0-10.718.418.60.7-12.0%
2021-0.117.8-2.31.39.3-0.19.1-15.7-9.014.21.516.243.3%
2020-9.9-10.9-11.626.38.95.53.06.4-3.3-5.516.2-0.319.6%
201910.41.32.0-9.1-9.79.2-7.61.91.57.6-2.327.430.8%
20189.0-18.20.88.6-6.3-5.76.9-9.5-5.0-10.9-10.4-10.1-43.1%
2017-0.6-0.118.02.28.0-0.99.5-0.3-8.72.5-0.811.344.8%
2016———8.4-0.9-13.013.81.65.6-5.05.49.725.3%

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 47.1%. The dominant macroeconomic risk driver is HYG.US, accounting for 19.6% of variance. Idiosyncratic stock-specific factors contribute 19.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110835.7984141393
2016-05-0110737.462451068264
2016-06-019336.847922889026
2016-07-0110624.293049188025
2016-08-0110796.939386216356
2016-09-0111405.196285340382
2016-10-0110836.943853429588
2016-11-0111425.785556583267
2016-12-0112531.449467513909
2017-01-0112458.255896864644
2017-02-0112451.411897105187
2017-03-0114690.774345596214
2017-04-0115008.83420052633
2017-05-0116215.525856860178
2017-06-0116077.529058362994
2017-07-0117604.628720172044
2017-08-0117555.518010601038
2017-09-0116028.446984774248
2017-10-0116428.319841013024
2017-11-0116299.715644696187
2017-12-0118142.46973892575
2018-01-0119770.110334439636
2018-02-0116178.098628050087
2018-03-0116315.32225502633
2018-04-0117710.782306399284
2018-05-0116592.5185632755
2018-06-0115651.053374607329
2018-07-0116731.088081417824
2018-08-0115144.482848478427
2018-09-0114394.19147735896
2018-10-0112826.686444585079
2018-11-0111488.584265673187
2018-12-0110327.309277199172
2019-01-0111404.967197482323
2019-02-0111557.88334273548
2019-03-0111792.4120374215
2019-04-0110718.562702778549
2019-05-019679.305634702228
2019-06-0110572.920097018705
2019-07-019765.700393172036
2019-08-019948.369323990366
2019-09-0110094.011929750208
2019-10-0110859.27991959016
2019-11-0110605.021033128967
2019-12-0113508.051006411595
2020-01-0112172.554701885105
2020-02-0110848.541426243732
2020-03-019594.629035167849
2020-04-0112117.688159880416
2020-05-0113198.982849910226
2020-06-0113930.002204970633
2020-07-0114346.283479042753
2020-08-0115265.126241727778
2020-09-0114757.467548273107
2020-10-0113945.236547531435
2020-11-0116209.369120674892
2020-12-0116158.597524132972
2021-01-0116143.363181572173
2021-02-0119016.239465538027
2021-03-0118579.626644063326
2021-04-0118816.360309383148
2021-05-0120568.05198003499
2021-06-0120557.54257454662
2021-07-0122435.490290970214
2021-08-0118905.790481972217
2021-09-0117196.165069256123
2021-10-0119631.71263219085
2021-11-0119931.560002405422
2021-12-0123161.41244118885
2022-01-0124150.384724421623
2022-02-0128055.788620633368
2022-03-0128963.83561800745
2022-04-0129150.79994616435
2022-05-0123416.78813095807
2022-06-0117295.503291706158
2022-07-0118753.733416186773
2022-08-0116136.433273865941
2022-09-0114416.498907537276
2022-10-0117071.169006703683
2022-11-0120249.304861530705
2022-12-0120393.544304159946
2023-01-0125820.406573676086
2023-02-0125230.734427036947
2023-03-0123141.309981644332
2023-04-0123070.579105469184
2023-05-0119457.634496049664
2023-06-0121367.482696707717
2023-07-0123271.918696719174
2023-08-0120801.60705132427
2023-09-0119082.18813267623
2023-10-0121128.085885037985
2023-11-0120622.05944257197
2023-12-0120203.086386167673
2024-01-0118244.270655849898
2024-02-0116310.31095813133
2024-03-0118147.939211536865
2024-04-0120937.79978293925
2024-05-0121619.937516286715
2024-06-0120394.86155934378
2024-07-0120060.7369183674
2024-08-0119016.640369289624
2024-09-0118334.473999959908
2024-10-0120088.571093121347
2024-11-0120742.874651714865
2024-12-0121355.42694817746
2025-01-0121118.779190804413
2025-02-0123234.80646371391
2025-03-0124237.151750660774
2025-04-0121704.72865975012
2025-05-0121917.408099973938
2025-06-0125036.29610751093
2025-07-0124851.99492570394
2025-08-0127503.05689110595
2025-09-0130111.594422856095
2025-10-0132011.30548579512
2025-11-0133797.58942301359
2025-12-0135215.27099661809
2026-01-0145479.294753028975
2026-02-0149482.977340347235
2026-03-0142953.97338571808
2026-04-0153778.374678919055
Annual Return Matrix
YearAnnual Return
20170.4477550889829345
2018-0.4307660739793703
20190.307993267543069
20200.19621975934672564
20210.43338011894888306
2022-0.11950342597011454
2023-0.009339127870647834
20240.057037847583464085
20250.6490080522423582
20260.5271322115931942
Total Factor Risk
0.4705740117075173
VTI.US Exposure
-0.14477835210172288
VEA.US Exposure
0.07298988625306708
VWO.US Exposure
0.02328426064998745
QQQ.US Exposure
0.1409215599907326
VTV.US Exposure
0.12777328609336702
IJR.US Exposure
0.08891118054917337
QUAL.US Exposure
0.009472180887547192
SHV.US Exposure
0.017932432600292147
TLT.US Exposure
0.05216344588614205
LQD.US Exposure
0.026913641144234838
HYG.US Exposure
0.1958833215432968
GLD.US Exposure
0.021441571649506667
USO.US Exposure
0.000521774038840638
VNQ.US Exposure
0.0652311235866164
BTC-USD.CC Exposure
0.002860983079919358
CPER.US Exposure
0.11812997051140654
VIX.INDX Exposure
0.005197016634650666
UUP.US Exposure
-0.012106412539703248
TIP.US Exposure
-0.0037563843617182905
Idiosyncratic Exposure
0.19101351390436366
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.1%

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 →11.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.03%
Market Cap$6.6B
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
$458
Avg Yield on Cost
4.58%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$458.184.58%Solid

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 →
+14.3%
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 →
+52.5%
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 →
0.0% 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 →
1.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aurubis AG a high-risk investment?

Aurubis AG (NDA.XETRA) has an annualized volatility of 47.1% and experienced a maximum drawdown of 51.5% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, NDA.XETRA has generated a Compound Annual Growth Rate (CAGR) of 17.6%. 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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