Porsche Automobil Holding SE

10-Year Study

PAH3.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Porsche Automobil Holding SE has compounded at 0.3% annually over the last 10 years, with a maximum drawdown of 84.8% and an annualized volatility of 106.4%.

1Y CAGR
-6.9%
3Y CAGR
-9.8%
5Y CAGR
-15.4%
10Y CAGR
+0.3%

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 →
84.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
76.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +185.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -66.5%
% 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.
2026214.4-0.6-13.85.8————————185.1%
20255.1-1.6-8.04.72.4-4.04.93.0-8.1-65.70.7-0.3-66.5%
20240.46.2-0.5-2.45.4-11.9-2.1-1.61.0-7.2-9.25.0-17.2%
20236.9-1.8-1.6-4.62.86.32.2-7.8-5.9-9.66.43.3-5.2%
2022-1.210.3-3.3-9.5-1.0-17.111.50.1-17.5-2.73.1-12.2-36.5%
20212.015.436.2-3.15.6-2.33.5-6.00.24.5-17.412.551.6%
2020-8.3-7.9-31.319.014.04.6-6.06.7-0.8-5.515.95.8-5.0%
201910.03.2-4.610.5-9.86.54.4-4.44.610.61.8-0.834.2%
20186.6-7.1-2.34.9-8.6-13.56.1-5.86.4-3.00.4-8.6-24.1%
20177.3-6.0-1.95.0-3.3-3.5-1.6-1.613.615.212.8-0.737.5%
2016———7.61.6-14.413.4-3.10.08.1-2.68.217.0%

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 106.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 18.7% of variance. Idiosyncratic stock-specific factors contribute 26.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110759.536459115803
2016-05-0110927.354921536758
2016-06-019350.305248637647
2016-07-0110602.37096928393
2016-08-0110275.509089170842
2016-09-0110277.762602603148
2016-10-0111112.484464414973
2016-11-0110819.527718215217
2016-12-0111703.997596252339
2017-01-0112554.562340376133
2017-02-0111796.767232548927
2017-03-0111568.274628170284
2017-04-0112149.646949562271
2017-05-0111753.472459334324
2017-06-0111347.464455947227
2017-07-0111161.75446263948
2017-08-0110982.975730343216
2017-09-0112480.12810882421
2017-10-0114374.069572105598
2017-11-0116217.23869487428
2017-12-0116097.290320818365
2018-01-0117163.065597727364
2018-02-0115945.041587566067
2018-03-0115571.333943375354
2018-04-0116332.577609636843
2018-05-0114925.770633305561
2018-06-0112909.79800325052
2018-07-0113700.09833513159
2018-08-0112900.340075663418
2018-09-0113723.760226170802
2018-10-0113316.796186782118
2018-11-0113368.831860582635
2018-12-0112218.891271391305
2019-01-0113439.817533700269
2019-02-0113870.477608271076
2019-03-0113236.352586077384
2019-04-0114632.370013247926
2019-05-0113198.486731586063
2019-06-0114055.470574577637
2019-07-0114680.274245755882
2019-08-0114035.803548259331
2019-09-0114685.191002335458
2019-10-0116234.891216760676
2019-11-0116525.15057567025
2019-12-0116392.32985973586
2020-01-0115039.402340922436
2020-02-0113843.913465084199
2020-03-019514.641008481405
2020-04-0111322.607519906036
2020-05-0112909.76385910761
2020-06-0113503.667080948933
2020-07-0112693.32413717751
2020-08-0113540.611043581584
2020-09-0113435.037353692347
2020-10-0112701.04071347601
2020-11-0114716.637757958999
2020-12-0115572.597276663162
2021-01-0115876.309427880742
2021-02-0118328.16618637239
2021-03-0124965.855857086273
2021-04-0124181.701470929675
2021-05-0125540.160340895123
2021-06-0124949.261803630205
2021-07-0125820.176456930578
2021-08-0124258.76480148595
2021-09-0124309.673718570313
2021-10-0125407.20304838908
2021-11-0120983.146451057783
2021-12-0123602.514374684164
2022-01-0123308.328439339515
2022-02-0125707.05691145741
2022-03-0124864.106311203377
2022-04-0122499.317117141727
2022-05-0122270.17577404772
2022-06-0118461.977082451274
2022-07-0120591.274122836967
2022-08-0120614.697004875783
2022-09-0117011.226594190033
2022-10-0116554.924268291015
2022-11-0117063.842718420085
2022-12-0114987.195946407352
2023-01-0116016.744287684889
2023-02-0115724.265559485924
2023-03-0115478.564307078761
2023-04-0114764.883431896093
2023-05-0115180.21278629864
2023-06-0116133.756265450224
2023-07-0116495.684180335706
2023-08-0115204.35269533864
2023-09-0114308.71768256873
2023-10-0112928.47484942433
2023-11-0113759.679864516042
2023-12-0114207.514442972451
2024-01-0114262.725522063945
2024-02-0115146.102787527827
2024-03-0115066.342069681366
2024-04-0114701.341181933649
2024-05-0115495.738810964365
2024-06-0113657.65716548983
2024-07-0113372.929157732282
2024-08-0113159.357543806933
2024-09-0113292.04168316967
2024-10-0112337.508023873585
2024-11-0111201.805542277276
2024-12-0111761.564621204878
2025-01-0112360.145590625385
2025-02-0112156.305057430447
2025-03-0111182.37752495937
2025-04-0111703.314713394064
2025-05-0111984.594162717329
2025-06-0111503.16174763381
2025-07-0112063.125691418893
2025-08-0112425.053606304375
2025-09-0111421.215804640871
2025-10-013921.749060441715
2025-11-013948.726025468316
2025-12-013935.2178427077633
2026-01-0112373.837391933788
2026-02-0112302.134691814965
2026-03-0110605.170789002854
2026-04-0111219.765361449896
Annual Return Matrix
YearAnnual Return
20170.37536685123489577
2018-0.24093490097592318
20190.34155624235040327
2020-0.05000708197595449
20210.5156440480262405
2022-0.36501697622171647
2023-0.052023174062910904
2024-0.17215888335608398
2025-0.6654171473399912
20261.8511167132058302
Total Factor Risk
1.0636479947151853
VTI.US Exposure
0.1866259411088539
VEA.US Exposure
0.04454711252229269
VWO.US Exposure
0.01582862901489066
QQQ.US Exposure
0.10138496918295592
VTV.US Exposure
0.057364272617237984
IJR.US Exposure
0.05927328528731026
QUAL.US Exposure
0.039585716058503605
SHV.US Exposure
0.08078527690192272
TLT.US Exposure
-0.005971048241594061
LQD.US Exposure
0.03939988829659698
HYG.US Exposure
0.012262028778823765
GLD.US Exposure
0.0006148646797026193
USO.US Exposure
0.0012255795696249582
VNQ.US Exposure
0.04408829232998878
BTC-USD.CC Exposure
0.017236979530847185
CPER.US Exposure
-0.0027032426186079828
VIX.INDX Exposure
-0.0028064218727956894
UUP.US Exposure
0.027719734079298525
TIP.US Exposure
0.018813722651636444
Idiosyncratic Exposure
0.26472442012251063
Value Score
48.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
106.4%

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 →3.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.73%
Market Cap$9.8B
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 →
-2.4%
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 →
+4.8%
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 →
20.0% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Porsche Automobil Holding SE a high-risk investment?

Porsche Automobil Holding SE (PAH3.XETRA) has an annualized volatility of 106.4% and experienced a maximum drawdown of 84.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of PAH3.XETRA?

Over the past 10 years, PAH3.XETRA has generated a Compound Annual Growth Rate (CAGR) of 0.3%. 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 Porsche Automobil Holding SE

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

Start a Free Backtest