Ottobock SE & Co. KGaA

10-Year Study

OBCK.XETRA · Healthcare · DE · Common Stock

Executive Summary: Ottobock SE & Co. KGaA has compounded at -10.2% annually over the last 10 years, with a maximum drawdown of 92.0% and an annualized volatility of 93.3%.

1Y CAGR
-91.7%
3Y CAGR
-25.4%
5Y CAGR
-21.4%
10Y CAGR
-10.2%

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 →
92.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
77.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +151.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -84.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.9-6.2-9.112.9————————-10.3%
202523.96.5-13.66.19.413.5-14.94.62.1-88.36.6-11.8-84.9%
202416.317.85.38.50.76.18.4-0.87.17.326.9-4.1151.6%
202334.512.79.1-1.215.86.8-8.12.46.93.49.52.6136.1%
2022-26.5-12.04.0-30.16.8-12.123.1-4.4-15.3-10.1-9.5-1.5-64.8%
2021-7.0—11.4-20.9-17.015.3-8.7-4.6-0.717.3-1.9-6.0-26.5%
2020-5.9-2.6-3.5————————136.5109.3%
2019————-7.610.48.2-10.9-14.622.51.53.88.5%

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 93.3%. The dominant macroeconomic risk driver is QUAL.US, accounting for 19.2% of variance. Idiosyncratic stock-specific factors contribute 77.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019238.538692786644
2019-06-0110202.858467492495
2019-07-0111044.551416139397
2019-08-019838.839253918557
2019-09-018400.925965448387
2019-10-0110289.35067158819
2019-11-0110448.46146626449
2019-12-0110850.449986782642
2020-01-0110212.443358790946
2020-02-019947.387655835977
2020-03-019602.98290378661
2020-12-0122714.529290441274
2021-01-0121125.27263492623
2021-03-0123534.706667514612
2021-04-0118615.916848607798
2021-05-0115456.29531896395
2021-06-0117823.189015852342
2021-07-0116267.409364532286
2021-08-0115527.057697921178
2021-09-0115423.211944801753
2021-10-0118087.176997343366
2021-11-0117744.419956009384
2021-12-0116688.437277698977
2022-01-0112259.358892305405
2022-02-0110785.95985637916
2022-03-0111218.030322059481
2022-04-017844.250682794344
2022-05-018373.847294427023
2022-06-017358.845192811676
2022-07-019058.987428563838
2022-08-018661.322072890196
2022-09-017334.247621090746
2022-10-016590.018698656651
2022-11-015963.1235084343225
2022-12-015872.84876574228
2023-01-017901.11853664099
2023-02-018902.14677209227
2023-03-019709.32267219192
2023-04-019593.23625514656
2023-05-0111108.806598617053
2023-06-0111864.811209500851
2023-07-0110899.268721505643
2023-08-0111159.531978811388
2023-09-0111931.08374589656
2023-10-0112334.160899474147
2023-11-0113511.146679958241
2023-12-0113865.854083068976
2024-01-0116123.08614310346
2024-02-0118984.933933504326
2024-03-0119992.62681744829
2024-04-0121693.612897583247
2024-05-0121850.811511365882
2024-06-0123180.966118171917
2024-07-0125127.830738101828
2024-08-0124938.383983882817
2024-09-0126719.985494733293
2024-10-0128678.939477045282
2024-11-0136393.837180595365
2024-12-0134890.3574296008
2025-01-0143225.994933735456
2025-02-0146031.41093856037
2025-03-0139751.469377859125
2025-04-0142161.870264215555
2025-05-0146112.026369275896
2025-06-0152351.6626748071
2025-07-0144564.20911546288
2025-08-0146611.84302378719
2025-09-0147595.35226259158
2025-10-015590.680120121125
2025-11-015961.511101412504
2025-12-015260.156854187504
2026-01-014897.387415967676
2026-02-014595.079550784486
2026-03-014175.879311063796
2026-04-014716.002696857762
Annual Return Matrix
YearAnnual Return
20201.0934181824819
2021-0.2652968034551434
2022-0.6480887534274847
20231.361009901012911
20241.5162789987963299
2025-0.8492375188531369
2026-0.10344827586206895
Total Factor Risk
0.9331038931558584
VTI.US Exposure
0.004269902615990425
VEA.US Exposure
-0.01877986018586862
VWO.US Exposure
0.027363194572685084
QQQ.US Exposure
-0.04555808568269078
VTV.US Exposure
-0.019897513701483432
IJR.US Exposure
0.007882948700394955
QUAL.US Exposure
0.19164806941495505
SHV.US Exposure
0.010632003070792179
TLT.US Exposure
0.003440342398433424
LQD.US Exposure
0.004442314026100199
HYG.US Exposure
0.001915662972734494
GLD.US Exposure
0.008174413724348668
USO.US Exposure
0.0021875794169669152
VNQ.US Exposure
0.002129693723458658
BTC-USD.CC Exposure
0.023602395194716155
CPER.US Exposure
-0.0011916690559679857
VIX.INDX Exposure
0.004882717758053829
UUP.US Exposure
0.019575654633581477
TIP.US Exposure
0.0004882427227242246
Idiosyncratic Exposure
0.7727919936800751
Value Score
26
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
93.3%

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 →60.1x
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$3.5B
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 →
+5.5%
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 →
-76.9%
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 →
91.2% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ottobock SE & Co. KGaA a high-risk investment?

Ottobock SE & Co. KGaA (OBCK.XETRA) has an annualized volatility of 93.3% and experienced a maximum drawdown of 92.0% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, OBCK.XETRA has generated a Compound Annual Growth Rate (CAGR) of -10.2%. It has had a positive return in 43% 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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