Deutsche Pfandbriefbank AG

10-Year Study

PBB.XETRA · Financial Services · DE · Common Stock

Executive Summary: Deutsche Pfandbriefbank AG has compounded at -1.1% annually over the last 10 years, with a maximum drawdown of 98.8% and an annualized volatility of 267.1%.

1Y CAGR
-90.0%
3Y CAGR
-47.8%
5Y CAGR
-11.6%
10Y CAGR
-1.1%

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 →
98.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
47.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1257.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +296.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -88.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-86.0-13.9-17.817.9————————-88.4%
20252.52.6-2.0-1.13.42.6-1.86.1-2.4-1.72.6-0.910.1%
2024-2.60.61.3-1.32.3-0.41.31.84.8-1.90.4-1.54.8%
20235.9-1.70.40.0-2.11.63.00.2-4.9-3.07.76.914.1%
20221.5-0.41.3-6.50.6-5.96.9-3.3-2.44.88.1-1.52.0%
2021-7.711.29.9-3.44.2-14.511.53987.9-30.1-7.0-86.30.4296.6%
20200.1-12.8-45.0-3.924.24.8-17.213.3-7.3-7.459.75.2-18.7%
201912.610.10.713.6-0.6-7.6-2.64.63.89.511.66.579.6%
201811.3-3.6-10.75.0-2.9-0.911.6-6.02.4-8.9-10.5-16.9-29.6%
20173.26.316.65.5-0.6-4.83.26.26.9-2.65.42.957.8%
2016———2.216.3-13.7-3.11.6-4.512.54.6-6.85.7%

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 267.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.8% of variance. Idiosyncratic stock-specific factors contribute 34.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110222.188310697391
2016-05-0111890.737066992217
2016-06-0110256.676331451243
2016-07-019943.537311155196
2016-08-0110100.106821303221
2016-09-019642.30123607508
2016-10-0110845.414314054631
2016-11-0111345.94842057073
2016-12-0110569.510148023806
2017-01-0110906.760262475202
2017-02-0111589.195788188616
2017-03-0113507.40119029452
2017-04-0114254.845109110332
2017-05-0114162.97878834122
2017-06-0113476.270410499008
2017-07-0113913.322142530138
2017-08-0114781.016328399206
2017-09-0115804.669616969326
2017-10-0115386.540515794293
2017-11-0116210.28536548146
2017-12-0116678.467877308103
2018-01-0118563.71127727758
2018-02-0117889.516252098278
2018-03-0115979.551350526475
2018-04-0116778.269494887838
2018-05-0116291.469555928585
2018-06-0116138.867694185868
2018-07-0118006.71448191668
2018-08-0116931.786967801007
2018-09-0117334.961086525254
2018-10-0115789.714634518541
2018-11-0114136.731268121472
2018-12-0111744.849687166183
2019-01-0113229.665801922783
2019-02-0114566.763314512438
2019-03-0114674.195025179306
2019-04-0116676.331451243706
2019-05-0116582.328704410193
2019-06-0115329.467419502518
2019-07-0114938.196245994202
2019-08-0115619.10575309019
2019-09-0116213.032198992827
2019-10-0117749.12253929498
2019-11-0119806.50083931024
2019-12-0121095.986571036166
2020-01-0121124.980924767282
2020-02-0118430.032046390967
2020-03-0110127.880360140392
2020-04-019729.284297268427
2020-05-0112083.625820235007
2020-06-0112668.396154433085
2020-07-0110495.345643216846
2020-08-0111888.905844651305
2020-09-0111021.516862505723
2020-10-0110202.960476117809
2020-11-0116293.60598199298
2020-12-0117141.15672211201
2021-01-0115825.72867388982
2021-02-0117599.267511063634
2021-03-0119333.740271631315
2021-04-0118679.078284755073
2021-05-0119459.789409430796
2021-06-0116641.843430489855
2021-07-0118561.88005493667
2021-08-01758794.781344184
2021-09-01530285.8345384508
2021-10-01493289.1040035337
2021-11-0167744.38968345843
2021-12-0167989.5362289338
2022-01-0168989.25702080333
2022-02-0168743.5225241242
2022-03-0169637.12685566249
2022-04-0165079.72497240052
2022-05-0165456.71811999573
2022-06-0161603.02979335264
2022-07-0165867.21284360753
2022-08-0163677.87466365
2022-09-0162128.02946922271
2022-10-0165090.89604527208
2022-11-0170391.1131508529
2022-12-0169347.15048622471
2023-01-0173448.31969926108
2023-02-0172212.08534840317
2023-03-0172512.02778180974
2023-04-0172534.45724703858
2023-05-0171020.68664280673
2023-06-0172170.02646278721
2023-07-0174303.30553292028
2023-08-0174485.52383569548
2023-09-0170869.31540368259
2023-10-0168744.44811067272
2023-11-0174034.19852056667
2023-12-0179126.47300288275
2024-01-0177080.43774156994
2024-02-0177548.18494131087
2024-03-0178566.89481067235
2024-04-0177553.92474217141
2024-05-0179344.5563290877
2024-06-0178997.33912611888
2024-07-0180033.2625767629
2024-08-0181488.15074113241
2024-09-0185428.11654095394
2024-10-0183826.88091853802
2024-11-0184142.53503807297
2024-12-0182909.6479341672
2025-01-0184996.8688862389
2025-02-0187222.25837119568
2025-03-0185517.20570157215
2025-04-0184576.48959684496
2025-05-0187475.07738881523
2025-06-0189735.73812469898
2025-07-0188136.52249305244
2025-08-0193483.91540611172
2025-09-0191220.31491420914
2025-10-0189712.22589784735
2025-11-0192043.44077818305
2025-12-0191249.81143648126
2026-01-0112733.099343811993
2026-02-0110962.91774759652
2026-03-019015.7179917595
2026-04-0110627.193651762553
Annual Return Matrix
YearAnnual Return
20170.5779792671306054
2018-0.2958076381137116
20190.7961904266929993
2020-0.18746835259906536
20212.9664497169684947
20220.019967988202178155
20230.14101981765783766
20240.04781174729153692
20250.10059340149335094
2026-0.8835373631521407
Total Factor Risk
2.6707216111144345
VTI.US Exposure
0.022699618756702816
VEA.US Exposure
0.014860389653390321
VWO.US Exposure
0.00027348512504997186
QQQ.US Exposure
-0.0031893093445550386
VTV.US Exposure
0.012626081730554621
IJR.US Exposure
-0.0033274442226558375
QUAL.US Exposure
-0.003338790916949162
SHV.US Exposure
0.487843348671371
TLT.US Exposure
0.00037333323131507424
LQD.US Exposure
0.00038942294966059143
HYG.US Exposure
0.015378853815731602
GLD.US Exposure
-0.0000672816218859158
USO.US Exposure
0.00022220652758324458
VNQ.US Exposure
0.0019775603369595733
BTC-USD.CC Exposure
0.024466172577141055
CPER.US Exposure
-0.0006685675469713536
VIX.INDX Exposure
0.030273607167201864
UUP.US Exposure
0.040770945891118494
TIP.US Exposure
0.015451425373238408
Idiosyncratic Exposure
0.34298494184599854
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
267.1%

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 →4.85%
Market Cap$403.7M
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 →
-81.1%
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 →
88.6% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Deutsche Pfandbriefbank AG a high-risk investment?

Deutsche Pfandbriefbank AG (PBB.XETRA) has an annualized volatility of 267.1% and experienced a maximum drawdown of 98.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, PBB.XETRA has generated a Compound Annual Growth Rate (CAGR) of -1.1%. It has had a positive return in 70% 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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