OMV Aktiengesellschaft

10-Year Study

OMV.XETRA · Energy · DE · Common Stock

Executive Summary: OMV Aktiengesellschaft has compounded at 15.3% annually over the last 10 years, with a maximum drawdown of 57.2% and an annualized volatility of 37.7%.

1Y CAGR
+35.9%
3Y CAGR
+21.6%
5Y CAGR
+11.6%
10Y CAGR
+15.3%

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 →
57.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +61.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -25.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.79.014.7-6.2————————23.8%
20255.97.311.9-2.92.83.5-2.95.7-2.83.10.7-0.135.8%
20245.1-1.86.03.22.1-7.4-3.40.7-2.6-0.1-1.4-1.3-1.5%
2023-5.41.6-8.81.7-2.64.84.95.45.2-9.0-4.61.1-7.1%
20227.3-19.91.412.111.8-14.4-8.7-2.8-5.723.77.1-3.10.4%
20215.613.18.6-3.413.27.2-5.33.310.01.7-12.37.957.3%
2020-10.2-16.3-32.618.36.3-1.2-10.23.4-13.7-9.943.217.5-23.5%
201913.47.13.90.1-9.41.56.33.44.88.1-2.7-3.236.2%
2018-2.6-8.90.88.2-1.3-0.8-0.4-6.13.83.4-10.1-13.4-25.9%
2017-4.011.42.912.713.7-2.15.20.62.74.90.42.461.8%
2016———0.91.80.2-5.65.41.911.97.011.038.7%

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 37.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.0% of variance. Idiosyncratic stock-specific factors contribute 16.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110090.929952383685
2016-05-0110269.849693075554
2016-06-0110290.430841604039
2016-07-019714.87579599564
2016-08-0110241.093454190808
2016-09-0110434.28374734668
2016-10-0111677.9731512822
2016-11-0112498.135505708222
2016-12-0113871.26384028455
2017-01-0113320.377488382765
2017-02-0114839.510068269175
2017-03-0115271.140496816019
2017-04-0117205.481613217828
2017-05-0119568.226148815327
2017-06-0119163.344042223624
2017-07-0120164.86432218461
2017-08-0120282.97286443692
2017-09-0120824.82359015547
2017-10-0121838.965062245425
2017-11-0121927.528541104926
2017-12-0122450.375767311114
2018-01-0121868.438414319313
2018-02-0119924.48798118295
2018-03-0120084.76277895703
2018-04-0121725.087487809076
2018-05-0121450.002868452757
2018-06-0121271.728529631117
2018-07-0121180.44002065286
2018-08-0119884.9033331421
2018-09-0120650.063105960642
2018-10-0121358.7143594745
2018-11-0119206.729390166944
2018-12-0116633.081865641674
2019-01-0118854.555102977454
2019-02-0120197.923240204233
2019-03-0120976.134473065227
2019-04-0121006.54007228501
2019-05-0119036.773564339393
2019-06-0119321.754345705926
2019-07-0120547.444208593883
2019-08-0121239.458436119552
2019-09-0122266.149389019563
2019-10-0124079.800355688145
2019-11-0123419.48253112271
2019-12-0122659.629395903852
2020-01-0120357.480924789168
2020-02-0117042.19494004934
2020-03-0111488.081578796397
2020-04-0113595.748953014743
2020-05-0114450.045895244106
2020-06-0114275.715678962766
2020-07-0112813.306752337787
2020-08-0113249.096437381675
2020-09-0111428.346050140553
2020-10-0110295.880901841545
2020-11-0114739.831334977913
2020-12-0117325.526361080832
2021-01-0118288.681085422522
2021-02-0120675.520624175322
2021-03-0122444.71057311686
2021-04-0121675.24812116344
2021-05-0124527.99609890425
2021-06-0126304.71573633182
2021-07-0124919.970168091328
2021-08-0125734.539039642015
2021-09-0128313.923469680452
2021-10-0128802.707819402214
2021-11-0125251.20475015776
2021-12-0127249.584074350296
2022-01-0129226.234868911706
2022-02-0123404.925133383054
2022-03-0123736.159715449485
2022-04-0126614.22178876714
2022-05-0129758.40456657679
2022-06-0125478.959899030462
2022-07-0123250.817509035627
2022-08-0122610.14858585279
2022-09-0121311.815156904362
2022-10-0126357.710401009692
2022-11-0128234.323905685273
2022-12-0127355.573403706036
2023-01-0125881.475532097986
2023-02-0126283.99116516551
2023-03-0123982.201250645405
2023-04-0124401.71246629568
2023-05-0123761.043543112846
2023-06-0124895.51660834146
2023-07-0126125.222305088635
2023-08-0127527.895703057766
2023-09-0128962.552349262805
2023-10-0126349.391888015598
2023-11-0125145.28713212093
2023-12-0125414.276289369514
2024-01-0126720.856519993114
2024-02-0126234.080087200968
2024-03-0127816.103493775456
2024-04-0128719.164132866732
2024-05-0129334.01698124032
2024-06-0127164.24760484195
2024-07-0126250.71711318914
2024-08-0126438.744191383164
2024-09-0125740.204233836266
2024-10-0125713.312489243297
2024-11-0125350.59663817337
2024-12-0125028.18254833343
2025-01-0126505.93769720613
2025-02-0128453.90396420171
2025-03-0131825.91360220297
2025-04-0130912.383110550167
2025-05-0131772.20182433595
2025-06-0132872.46859044232
2025-07-0131911.536916986974
2025-08-0133733.00441741724
2025-09-0132786.41500774482
2025-10-0133790.373472548905
2025-11-0134034.19195685847
2025-12-0133991.16516550972
2026-01-0135927.370776203315
2026-02-0139154.3801273593
2026-03-0144891.28564052549
2026-04-0142094.54420285698
Annual Return Matrix
YearAnnual Return
20170.6184809131891311
2018-0.25911788568544647
20190.3623229644958934
2020-0.2354011595523824
20210.5727997814578583
20220.0038895760414747738
2023-0.07096532343473105
2024-0.015192002189634901
20250.35811560027849976
20260.23839662447257393
Total Factor Risk
0.3768485801921897
VTI.US Exposure
-0.02847588020889438
VEA.US Exposure
0.09758966878292032
VWO.US Exposure
0.018678438068988626
QQQ.US Exposure
0.009755879357705558
VTV.US Exposure
0.16693754254861923
IJR.US Exposure
-0.007237020345639999
QUAL.US Exposure
-0.019717380510406824
SHV.US Exposure
0.4703081990819576
TLT.US Exposure
-0.008524483060541002
LQD.US Exposure
0.03717137107546251
HYG.US Exposure
0.027437695366831633
GLD.US Exposure
0.008729265506476673
USO.US Exposure
0.04064419908315449
VNQ.US Exposure
-0.01032544754227845
BTC-USD.CC Exposure
0.004132830751678687
CPER.US Exposure
0.005492790210180523
VIX.INDX Exposure
0.0035205260465575048
UUP.US Exposure
-0.0005382479251101709
TIP.US Exposure
0.01938277777266146
Idiosyncratic Exposure
0.16503727593967607
Value Score
39.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
61.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.7%

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 →26.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.13%
Market Cap$20.6B
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
$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 →
+2.0%
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 →
+18.2%
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 →
7.0% 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 →
0.26
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is OMV Aktiengesellschaft a high-risk investment?

OMV Aktiengesellschaft (OMV.XETRA) has an annualized volatility of 37.7% and experienced a maximum drawdown of 57.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, OMV.XETRA has generated a Compound Annual Growth Rate (CAGR) of 15.3%. It has had a positive return in 60% 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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