Nordex SE

10-Year Study

NDX1.XETRA · Industrials · DE · Common Stock

Executive Summary: Nordex SE has compounded at 7.6% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 1557.1%.

1Y CAGR
+233.2%
3Y CAGR
+62.0%
5Y CAGR
+23.1%
10Y CAGR
+7.6%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
57044138306197577728.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
7.68159061637172e+22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
159707.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +465960.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -99.9%
% 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.
2026341314.127.65.61.3————————465960.6%
2025256900.0-6.6-30.8-12.75.5-3.6-10.2-99.9111400.013.0-9.5-99.9-1.0%
2024-8.4128.30.5-1.826.99.24.0-100.0260900.00.4-12.2-100.0-99.9%
20231128.8-85.6-42.3-19.53.7-1.415.61102.5-92.569.210.8-52.4-21.2%
20221319.8-91.91059.5-92.4-21.11431.2-94.01.81291.7-88.151.3-45.11.8%
20216.1923.0-88.6-12.1-21.17.8-15.5-2.2-7.58.31149.3-93.0-33.0%
2020-2.4-9.8-33.24.217.51.3-0.324.81.011.259.413.083.4%
201931.213.129.6-1.0-11.9-4.7-12.0-13.88.917.45.5-2.459.2%
201819.7-10.8-25.434.710.1-17.010.3-7.13.9-11.15.2-12.5-14.5%
2017-4.5-28.7-5.85.7-7.9-15.67.31.1-17.2-8.1-3.84.0-56.5%
2016———1.44.5-0.5-2.80.39.0-11.4-18.95.0-15.4%

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 1557.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.7% of variance. Idiosyncratic stock-specific factors contribute 33.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110138.931080311373
2016-05-0110595.073096639453
2016-06-0110543.240934118092
2016-07-0110250.854376305297
2016-08-0110286.121131573951
2016-09-0111212.929561420162
2016-10-019933.643440288588
2016-11-018055.154737041959
2016-12-018455.335105373077
2017-01-018073.808619707612
2017-02-015759.920258211505
2017-03-015428.137459654452
2017-04-015739.177900132902
2017-05-015283.035883804822
2017-06-014459.891779001329
2017-07-014785.409151319536
2017-08-014839.329789253844
2017-09-014004.9838617808996
2017-10-013679.8462122650462
2017-11-013538.8741218910195
2017-12-013679.8462122650462
2018-01-014405.971141067021
2018-02-013929.5139548129864
2018-03-012931.7922916271123
2018-04-013947.740649325992
2018-05-014345.832542244161
2018-06-013606.8919688627298
2018-07-013980.1120182266945
2018-08-013697.265995823049
2018-09-013842.415037022973
2018-10-013416.9356369850007
2018-11-013595.2629580406297
2018-12-013145.7660907537497
2019-01-014126.067970381621
2019-02-014665.131953673817
2019-03-016046.041389785456
2019-04-015987.991266375547
2019-05-015274.729447503322
2019-06-015025.91608126068
2019-07-014420.495538257072
2019-08-013808.809569014619
2019-09-014146.810328460224
2019-10-014868.331118283653
2019-11-015133.709891779
2019-12-015009.350674007973
2020-01-014889.073476362255
2020-02-014408.059616479969
2020-03-012944.228213404215
2020-04-013066.5464211125877
2020-05-013603.5693943421297
2020-06-013651.2720713878866
2020-07-013638.7886842604894
2020-08-014540.725270552496
2020-09-014586.339472185304
2020-10-015100.57907727359
2020-11-018131.858743117524
2020-12-019189.291816973608
2021-01-019753.275109170305
2021-02-0199774.54045521865
2021-03-0111353.90165179419
2021-04-019977.169166508449
2021-05-017874.73894057338
2021-06-018492.642870704385
2021-07-017174.150370229731
2021-08-017019.365862920067
2021-09-016493.02259350674
2021-10-017032.656161002467
2021-11-0187858.36629177691
2021-12-016152.458705145244
2022-01-0187351.43235269796
2022-02-017037.070438579835
2022-03-0181592.93425882113
2022-04-016161.287260299981
2022-05-014863.109929751281
2022-06-0174463.64385931863
2022-07-014477.881146762863
2022-08-014559.521549269033
2022-09-0163453.386059426615
2022-10-017540.385682826841
2022-11-0111404.833984664703
2022-12-016265.426238845642
2023-01-0176988.796728803
2023-02-0111122.068735053512
2023-03-016414.94209227264
2023-04-015164.2301120182265
2023-05-015356.464780710082
2023-06-015280.520220239226
2023-07-016104.044047845072
2023-08-0173400.41740537708
2023-09-015527.3400417695075
2023-10-019354.790904296968
2023-11-0110368.030483636228
2023-12-014936.396430605658
2024-01-014521.549269033605
2024-02-0110320.902640257791
2024-03-0110368.030483636228
2024-04-0110179.520920781906
2024-05-0112912.910487499275
2024-06-0114097.209399534579
2024-07-0114666.793059868174
2024-08-014.746534923335191
2024-09-0112388.456607874372
2024-10-0112435.922139234599
2024-11-0110917.030567685588
2024-12-014.746534923335191
2025-01-0112198.595387763171
2025-02-0111391.68407062844
2025-03-017879.24832991728
2025-04-016882.47579267135
2025-05-017262.198685558602
2025-06-017001.139168407062
2025-07-016289.158913992785
2025-08-014.746534923335191
2025-09-015292.386376746855
2025-10-015980.634318145873
2025-11-015411.049752482568
2025-12-014.699069653671834
2026-01-0116043.288399468385
2026-02-0120467.059046895763
2026-03-0121615.720524017466
2026-04-0121900.512625783176
Annual Return Matrix
YearAnnual Return
2017-0.5647900211634865
2018-0.14513653307879826
20190.5924104111655977
20200.834427736244161
2021-0.33047520661157026
20220.018361363987039026
2023-0.21212121212121204
2024-0.9990384615599536
2025-0.009999983236193333
20264659.6060858600395
Total Factor Risk
15.570758539840517
VTI.US Exposure
0.08194995243067728
VEA.US Exposure
0.059947742480870286
VWO.US Exposure
0.0035528951749091856
QQQ.US Exposure
-0.00039065185034148337
VTV.US Exposure
-0.0011946473606634985
IJR.US Exposure
-0.00113279851750438
QUAL.US Exposure
0.013789815112155603
SHV.US Exposure
0.40720221682300906
TLT.US Exposure
0.000581863092656819
LQD.US Exposure
0.0014565445875953705
HYG.US Exposure
0.052087298955901445
GLD.US Exposure
-0.00019530845371774455
USO.US Exposure
-0.0005879279694854717
VNQ.US Exposure
-0.0004881058627289447
BTC-USD.CC Exposure
0.004482697011075351
CPER.US Exposure
0.000009488771694041335
VIX.INDX Exposure
-0.00028735961509387237
UUP.US Exposure
0.04266423892828401
TIP.US Exposure
0.0017365766986764445
Idiosyncratic Exposure
0.33481546956203045
Value Score
33.9
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
1557.1%

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 →40.3x
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$10.8B
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 →
+12.9%
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 →
+111.3%
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 →
1.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Nordex SE a high-risk investment?

Nordex SE (NDX1.XETRA) has an annualized volatility of 1557.1% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of NDX1.XETRA?

Over the past 10 years, NDX1.XETRA has generated a Compound Annual Growth Rate (CAGR) of 7.6%. 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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