Norma Group AG NA O.N.

10-Year Study

NOEJ.XETRA · Industrials · DE · Common Stock

Executive Summary: Norma Group AG NA O.N. has compounded at -8.3% annually over the last 10 years, with a maximum drawdown of 80.3% and an annualized volatility of 54.2%.

1Y CAGR
+19.6%
3Y CAGR
-2.8%
5Y CAGR
-18.8%
10Y CAGR
-8.3%

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 →
80.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +40.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -46.6%
% 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.
20260.57.85.2-11.8————————0.5%
202511.0-7.4-17.2-13.717.110.513.42.1-10.3-1.4-5.39.50.8%
2024-5.7-7.323.18.5-0.4-5.1-0.6-14.11.4-14.76.010.5-4.6%
202316.129.2-14.7-1.1-19.30.3-5.35.93.4-5.3-6.83.5-2.9%
2022-4.9-3.7-16.0-9.710.2-12.6-14.5-14.1-11.716.14.01.8-46.6%
2021-1.7-4.32.714.63.3-8.53.2-4.1-14.31.6-12.84.5-17.8%
2020-13.3-9.9-42.834.914.8-10.0-1.015.5-2.10.538.613.410.4%
20196.92.2-8.2-2.6-14.74.5-11.0-11.510.83.614.01.2-9.3%
201813.3-4.50.40.29.0-10.2-7.75.4-3.6-13.37.2-15.6-21.7%
20171.6-1.49.111.1-1.8-4.012.7-0.38.85.0-8.54.740.8%
2016———-8.8-0.6-2.89.33.3-4.6-8.5-10.98.6-15.9%

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 54.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.5% of variance. Idiosyncratic stock-specific factors contribute 23.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019122.4833267128
2016-05-019067.654868181724
2016-06-018815.490999560954
2016-07-019638.675754217975
2016-08-019952.828709414396
2016-09-019496.63920888127
2016-10-018692.140034705526
2016-11-017742.468273713701
2016-12-018408.066944032113
2017-01-018543.883673768058
2017-02-018424.635696514812
2017-03-019194.952018565366
2017-04-0110211.99640400577
2017-05-0110030.968409608831
2017-06-019628.954025631912
2017-07-0110849.762706194726
2017-08-0110818.036419895046
2017-09-0111772.255441031966
2017-10-0112358.32932616922
2017-11-0111310.99600677385
2017-12-0111842.058497627062
2018-01-0113414.10382387991
2018-02-0112811.095314754028
2018-03-0112863.989881039493
2018-04-0112895.74230101817
2018-05-0114061.04304739604
2018-06-0112621.62614204177
2018-07-0111644.12201292049
2018-08-0112267.148920156384
2018-09-0111826.744161736113
2018-10-0110251.980932867806
2018-11-0110988.872279484016
2018-12-019276.64589910309
2019-01-019912.556710083418
2019-02-0110127.375551420628
2019-03-019293.815726202673
2019-04-019053.2029436976
2019-05-017721.901068344797
2019-06-018071.909431122075
2019-07-017185.84704480358
2019-08-016361.8260124187245
2019-09-017048.514561685935
2019-10-017301.044301812632
2019-11-018319.996445819657
2019-12-018417.448934791246
2020-01-017301.044301812632
2020-02-016578.918483828479
2020-03-013765.706341075871
2020-04-015081.484811105767
2020-05-015834.631306056741
2020-06-015249.837971190232
2020-07-015196.577533398842
2020-08-016004.238882732956
2020-09-015879.999372791704
2020-10-015911.046183437519
2020-11-018192.045953461144
2020-12-019292.613576968912
2021-01-019137.274989023856
2021-02-018746.759423804644
2021-03-018986.405260186908
2021-04-0110295.545775752127
2021-05-0110635.38813740043
2021-06-019733.697811043048
2021-07-0110049.288118584183
2021-08-019634.520499257804
2021-09-018254.923585122619
2021-10-018385.670381133574
2021-11-017308.152662499217
2021-12-017637.280215759654
2022-01-017263.072066233196
2022-02-016992.562354958081
2022-03-015874.485166523803
2022-04-015306.417386213961
2022-05-015848.900294787899
2022-06-015109.996654889089
2022-07-014371.093014990278
2022-08-013756.9254249336204
2022-09-013317.905751500073
2022-10-013850.4839957349836
2022-11-014006.42365829692
2022-12-014078.3958102485835
2023-01-014733.33193953712
2023-02-016117.606782212372
2023-03-015220.359181284104
2023-04-015162.760552779578
2023-05-014168.243398632686
2023-06-014180.604628797223
2023-07-013960.715853735025
2023-08-014192.965858961761
2023-09-014336.256820890218
2023-10-014106.489515167987
2023-11-013827.2772887876063
2023-12-013960.715853735025
2024-01-013733.3789801593107
2024-02-013459.132152787941
2024-03-014257.2024419309655
2024-04-014620.408312600614
2024-05-014602.663544563148
2024-06-014369.995400472496
2024-07-014344.697999205536
2024-08-013732.6995045054464
2024-09-013783.268173360373
2024-10-013226.9082812401994
2024-11-013419.121490246911
2024-12-013778.2243733143778
2025-01-014192.965858961761
2025-02-013884.431644749221
2025-03-013216.7945474692146
2025-04-012776.75566055487
2025-05-013251.0296669523946
2025-06-013590.767493884719
2025-07-014071.627187388932
2025-08-014155.254960172273
2025-09-013726.6626246576484
2025-10-013674.3952666680607
2025-11-013481.0060421065837
2025-12-013810.29039744099
2026-01-013831.1973406368256
2026-02-014129.121281177479
2026-03-014343.4174489347915
2026-04-013831.1973406368256
Annual Return Matrix
YearAnnual Return
20170.4084162954996846
2018-0.2166356971668426
2019-0.0926193554930147
20200.10397029420165649
2021-0.17813431576579108
2022-0.46598845465526506
2023-0.02885447170621369
2024-0.04607537807807016
20250.00848706189952475
20260.005486968449931462
Total Factor Risk
0.5418475240013707
VTI.US Exposure
-0.04547306595262073
VEA.US Exposure
0.05643921549068678
VWO.US Exposure
0.014130337899429574
QQQ.US Exposure
0.04631624562196517
VTV.US Exposure
0.025278370237453412
IJR.US Exposure
0.06003361866651175
QUAL.US Exposure
-0.01740052263400187
SHV.US Exposure
0.5952164436829743
TLT.US Exposure
-0.0023519324079002714
LQD.US Exposure
0.010025921668098207
HYG.US Exposure
-0.007642774706626763
GLD.US Exposure
-0.001161214857120908
USO.US Exposure
0.00003538684494385537
VNQ.US Exposure
-0.0150433346106345
BTC-USD.CC Exposure
0.0025038700124605843
CPER.US Exposure
0.018509519177987353
VIX.INDX Exposure
0.00851200749990881
UUP.US Exposure
0.0042385205299444876
TIP.US Exposure
0.013919725239236928
Idiosyncratic Exposure
0.23391366259730376
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
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 →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$477.9M
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 →
-4.7%
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 →
-3.0%
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 →
20.1% 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 →
0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Norma Group AG NA O.N. a high-risk investment?

Norma Group AG NA O.N. (NOEJ.XETRA) has an annualized volatility of 54.2% and experienced a maximum drawdown of 80.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, NOEJ.XETRA has generated a Compound Annual Growth Rate (CAGR) of -8.3%. 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.

Run a Full Backtest on Norma Group AG NA O.N.

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest