Porsche AG

10-Year Study

P911.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Porsche AG has compounded at 84.6% annually over the last 10 years, with a maximum drawdown of 89.1% and an annualized volatility of 243.0%.

1Y CAGR
+798.5%
3Y CAGR
+206.6%
5Y CAGR
+84.6%
10Y CAGR
+84.6%

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 →
89.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
21.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
465.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1215.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +2514.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -68.3%
% 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.
20262459.60.4-6.48.7————————2514.9%
20256.2-2.2-4.4593.133.8161.7-85.4-25.173.9-5.4-31.7-11.0163.9%
2024-11.87.6-15.516.754.3-11.1-10.45.8-12.1-1.2-19.0-4.7-18.4%
20233.89.4-18.7-12.2-16.4-12.5-5.7-34.816.3-38.038.7-13.0-68.3%
20221.0-8.08.7-4.71.8-12.8-1.6-6.4-21.9-4.927.27.3-20.3%

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 243.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 13.2% of variance. Idiosyncratic stock-specific factors contribute 38.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-12-0110000
2022-01-0110101.351253389008
2022-02-019290.540420808788
2022-03-0110101.351253389008
2022-04-019628.377932105477
2022-05-019797.297493221986
2022-06-018547.297090487904
2022-07-018412.162085969228
2022-08-017871.621262426361
2022-09-016148.648746610993
2022-10-015844.59458370989
2022-11-017432.432497740662
2022-12-017972.972515815368
2023-01-018277.027081450551
2023-02-019054.054162901102
2023-03-017364.864995481324
2023-04-016469.594382342849
2023-05-015405.40541629011
2023-06-014729.729588228566
2023-07-014459.459579191213
2023-08-012905.4054162901107
2023-09-013378.378334839559
2023-10-012094.59458370989
2023-11-012905.4054162901107
2023-12-012527.027081450551
2024-01-012229.7297895956067
2024-02-012398.648545243952
2024-03-012027.0270814505513
2024-04-012364.864794114283
2024-05-013648.648746610993
2024-06-013243.2431289538417
2024-07-012905.4054162901107
2024-08-013074.3243733054965
2024-09-012702.702708145055
2024-10-012668.918957015386
2024-11-012162.162085969228
2024-12-012060.8108325802204
2025-01-012189.1891674197796
2025-02-012141.8918755648347
2025-03-012047.297291854945
2025-04-0114189.188361951617
2025-05-0118986.485855173603
2025-06-0149695.94543436482
2025-07-017263.5137420923165
2025-08-015439.189167419779
2025-09-019459.459176457132
2025-10-018952.702909512096
2025-11-016114.864592747243
2025-12-015439.189167419779
2026-01-01139222.97117873823
2026-02-01139831.07927900934
2026-03-01130844.5929083361
2026-04-01142229.72789674543
Annual Return Matrix
YearAnnual Return
2022-0.20270274841846325
2023-0.6830508224582634
2024-0.18449198755824803
20251.639344223850808
202625.149068090642597
Total Factor Risk
2.429965491419253
VTI.US Exposure
0.13238966507505615
VEA.US Exposure
0.07571164858365101
VWO.US Exposure
0.062523066594875
QQQ.US Exposure
0.10960416544583648
VTV.US Exposure
0.10338992126829617
IJR.US Exposure
0.04315285156579876
QUAL.US Exposure
-0.009842711908818623
SHV.US Exposure
0.001495751147391088
TLT.US Exposure
0.0009182649503525593
LQD.US Exposure
0.0004958559641160062
HYG.US Exposure
-0.00027551782952028474
GLD.US Exposure
-0.0013336003217147606
USO.US Exposure
0.00005255395858678932
VNQ.US Exposure
0.023700443838034286
BTC-USD.CC Exposure
0.02849833158602138
CPER.US Exposure
-0.006528990237398232
VIX.INDX Exposure
-0.005460354287066318
UUP.US Exposure
0.05140696029568828
TIP.US Exposure
0.001382297439067249
Idiosyncratic Exposure
0.3887193968717469
Value Score
16.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
243.0%

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 →84.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.55%
Market Cap$36.0B
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 →
+6.2%
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 →
+116.5%
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 →
11.6% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Porsche AG a high-risk investment?

Porsche AG (P911.XETRA) has an annualized volatility of 243.0% and experienced a maximum drawdown of 89.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of P911.XETRA?

Over the past 10 years, P911.XETRA has generated a Compound Annual Growth Rate (CAGR) of 84.6%. 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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