Nemetschek AG O.N.

10-Year Study

NEM.XETRA · Technology · DE · Common Stock

Executive Summary: Nemetschek AG O.N. has compounded at 14.6% annually over the last 10 years, with a maximum drawdown of 58.4% and an annualized volatility of 54.2%.

1Y CAGR
-51.4%
3Y CAGR
-4.5%
5Y CAGR
+1.4%
10Y CAGR
+14.6%

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 →
58.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +87.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -57.5%
% 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.
2026-20.3-8.3-6.0-1.0————————-32.1%
202523.8-3.4-4.68.95.60.66.6-10.0-6.1-9.7-3.7-3.6-0.4%
20249.62.54.0-8.91.09.9-3.86.7-1.36.9-1.3-4.720.5%
20232.59.817.911.54.4-6.3-3.5-3.8-9.221.613.7-1.965.6%
2022-28.1-2.110.5-13.1-12.3-13.112.5-9.4-16.4-1.8-3.62.3-57.5%
2021-3.6-10.44.314.0-1.96.715.411.59.39.412.70.987.8%
20204.7-8.5-19.627.023.3-13.32.06.7-6.2-0.66.8-8.93.2%
201916.914.718.48.2-16.115.7-3.8-5.4-2.8-2.617.79.685.3%
20185.96.57.89.74.8-0.715.219.0-10.9-7.9-7.8-10.628.9%
2017-14.48.110.012.010.5-5.40.7-2.67.511.44.7-6.836.7%
2016———15.07.9-7.016.0-5.22.24.1-8.05.831.5%

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 54.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.8% of variance. Idiosyncratic stock-specific factors contribute 14.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111495.857253214985
2016-05-0112407.715960556809
2016-06-0111537.057513746044
2016-07-0113383.041245701996
2016-08-0112693.164089125858
2016-09-0112976.264408730822
2016-10-0113511.489116769415
2016-11-0112429.149184325724
2016-12-0113145.155182598948
2017-01-0111246.913767248823
2017-02-0112157.939381087264
2017-03-0113375.922083036701
2017-04-0114986.29182508066
2017-05-0116553.94659113286
2017-06-0115655.49311561823
2017-07-0115770.762962177556
2017-08-0115360.123600781591
2017-09-0116512.670594828764
2017-10-0118400.006058861843
2017-11-0119271.64907072207
2017-12-0117970.205546888017
2018-01-0119029.067389690845
2018-02-0120265.68109180691
2018-03-0121850.45214256502
2018-04-0123963.480210242506
2018-05-0125107.469061936717
2018-06-0124938.123873430377
2018-07-0128735.742740726157
2018-08-0134202.27510262197
2018-09-0130477.286841666795
2018-10-0128082.597434072013
2018-11-0125905.648373952954
2018-12-0123160.302337205958
2019-01-0127066.67777458005
2019-02-0131057.80154198034
2019-03-0136766.233962950064
2019-04-0139789.75749405474
2019-05-0133398.264136082034
2019-06-0138640.39140247505
2019-07-0137180.88732031688
2019-08-0135159.42380223875
2019-09-0134166.98223238764
2019-10-0133276.70822036081
2019-11-0139151.153455823325
2019-12-0142909.389721140884
2020-01-0144916.23623502325
2020-02-0141085.06642027295
2020-03-0133043.13909632076
2020-04-0141960.72342810403
2020-05-0151739.42349929566
2020-06-0144860.49470606947
2020-07-0145740.165709871406
2020-08-0148818.8248837456
2020-09-0145813.40220239628
2020-10-0145520.22902497766
2020-11-0148598.88819885184
2020-12-0144274.07261545919
2021-01-0142661.43080022418
2021-02-0138226.72261015768
2021-03-0139876.02053954165
2021-04-0145446.91679667975
2021-05-0144569.89654493403
2021-06-0147547.145518714315
2021-07-0154857.5410109211
2021-08-0161180.41775852407
2021-09-0166840.07634165922
2021-10-0173104.10639361395
2021-11-0182389.46363925537
2021-12-0183126.37271088625
2022-01-0159794.98326239416
2022-02-0158542.237840621645
2022-03-0164702.9642981566
2022-04-0156213.51429134038
2022-05-0149282.47928626608
2022-06-0142831.07893182266
2022-07-0148199.83641073025
2022-08-0143676.441630439724
2022-09-0136505.778639482574
2022-10-0135860.661324770146
2022-11-0134555.58248383042
2022-12-0135363.83465366031
2023-01-0136238.81003953407
2023-02-0139805.58627061907
2023-03-0146924.370257047216
2023-04-0152337.58463472637
2023-05-0154658.43166361199
2023-06-0151225.48054347991
2023-07-0149434.405246974355
2023-08-0147568.65447825627
2023-09-0143195.36800012118
2023-10-0152538.96605522653
2023-11-0159733.258607370604
2023-12-0158569.04830427604
2024-01-0164196.064769233104
2024-02-0165808.0249625108
2024-03-0168449.91593329194
2024-04-0162352.731789333375
2024-05-0162987.92771777823
2024-06-0169245.29302170587
2024-07-0166606.65868916524
2024-08-0171054.62063951288
2024-09-0170112.24041563793
2024-10-0174974.85572335238
2024-11-0174032.47549947743
2024-12-0170564.61018797618
2025-01-0187376.43708629333
2025-02-0184436.22290552719
2025-03-0180515.98782168771
2025-04-0187678.01693451885
2025-05-0192624.85042184826
2025-06-0193155.00083309351
2025-07-0199289.59844893137
2025-08-0189368.21218134173
2025-09-0183915.23652281919
2025-10-0175735.77303503537
2025-11-0172895.68154622155
2025-12-0170282.79737651283
2026-01-0156006.604159408664
2026-02-0151348.85411775398
2026-03-0148243.68742331753
2026-04-0147751.404898589804
Annual Return Matrix
YearAnnual Return
20170.3670592166668587
20180.2888167737856917
20190.852712848752796
20200.03180382902639933
20210.8775406869134739
2022-0.5745774355311302
20230.6561848814722329
20240.20481059930120749
2025-0.003993684804786013
2026-0.3205818965517242
Total Factor Risk
0.5416659200576915
VTI.US Exposure
0.1671849524817989
VEA.US Exposure
-0.01269830278031034
VWO.US Exposure
-0.011536290804420592
QQQ.US Exposure
-0.05386664750254421
VTV.US Exposure
-0.026831342519344555
IJR.US Exposure
-0.028813008714650208
QUAL.US Exposure
0.23323463705400477
SHV.US Exposure
0.5077735171428257
TLT.US Exposure
-0.0020690840773292126
LQD.US Exposure
-0.010478184569674765
HYG.US Exposure
0.06929168784026969
GLD.US Exposure
0.0025438708620381476
USO.US Exposure
-0.001353778823868125
VNQ.US Exposure
-0.01085773455385114
BTC-USD.CC Exposure
0.020652599483067354
CPER.US Exposure
0.0003829548928721161
VIX.INDX Exposure
0.00004816555607320455
UUP.US Exposure
0.006602386525623761
TIP.US Exposure
0.009972948988567038
Idiosyncratic Exposure
0.14081665351885247
Value Score
35.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
54.2%

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 →36.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.07%
Market Cap$7.5B
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 →
-5.0%
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 →
-34.0%
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 →
54.2% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Nemetschek AG O.N. a high-risk investment?

Nemetschek AG O.N. (NEM.XETRA) has an annualized volatility of 54.2% and experienced a maximum drawdown of 58.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, NEM.XETRA has generated a Compound Annual Growth Rate (CAGR) of 14.6%. 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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