Renk Group AG

10-Year Study

R3NK.XETRA · Industrials · DE · Common Stock

Executive Summary: Renk Group AG has compounded at 47.9% annually over the last 10 years, with a maximum drawdown of 80.9% and an annualized volatility of 127.4%.

1Y CAGR
-34.5%
3Y CAGR
+61.1%
5Y CAGR
+47.9%
10Y CAGR
+47.9%

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 →
80.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
154.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +215.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -10.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026222.75.3-11.04.5————————215.9%
202564.521.648.419.348.2-13.00.5-8.440.3-24.9-23.3-66.812.8%
20242.2101.736.3-26.3-2.5-3.53.73.0-17.8-17.38.4-25.015.1%
2023-3.1-0.6-2.7-1.6-0.53.20.70.4-2.6-3.65.4-5.1-10.2%

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 127.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.0% of variance. Idiosyncratic stock-specific factors contribute 9.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-12-0110000
2023-01-019687.748093806018
2023-02-019633.255710047171
2023-03-019368.374797398707
2023-04-019215.796255710911
2023-05-019170.305569542183
2023-06-019463.868641766509
2023-07-019526.33722167084
2023-08-019565.429814953444
2023-09-019319.189914963747
2023-10-018982.812157425895
2023-11-019466.99230322643
2023-12-018982.812157425895
2024-01-019180.30686536687
2024-02-0118517.794679334533
2024-03-0125242.76928163557
2024-04-0118603.38817760224
2024-05-0118141.08578419212
2024-06-0117511.426859994943
2024-07-0118159.263085288843
2024-08-0118706.60181831236
2024-09-0115380.991455593696
2024-10-0112717.703443180877
2024-11-0113780.553221100701
2024-12-0110342.284353617606
2025-01-0117016.112816317218
2025-02-0120695.031410697455
2025-03-0130710.027866673387
2025-04-0136637.220920840526
2025-05-0154304.58255920926
2025-06-0147260.98285147717
2025-07-0147490.81079637825
2025-08-0143479.26848537754
2025-09-0161015.837129648025
2025-10-0145819.3348334613
2025-11-0135135.81763715036
2025-12-0111665.509324524648
2026-01-0137643.0315815258
2026-02-0139648.80273702616
2026-03-0135268.14281754795
2026-04-0136856.04498231907
Annual Return Matrix
YearAnnual Return
2023-0.10171878425741043
20240.15134149221498117
20250.12794320148857574
20262.159402985074627
Total Factor Risk
1.273903658615007
VTI.US Exposure
0.06636280766902501
VEA.US Exposure
0.02046260761449351
VWO.US Exposure
0.0022751908482242303
QQQ.US Exposure
0.06475260388087607
VTV.US Exposure
0.0014532667512995394
IJR.US Exposure
0.017764807001815562
QUAL.US Exposure
0.00016129820535094514
SHV.US Exposure
0.5599958000167036
TLT.US Exposure
0.00947439446974617
LQD.US Exposure
0.039524746718395995
HYG.US Exposure
0.06755316615981521
GLD.US Exposure
-0.0006897023151216374
USO.US Exposure
-0.0002532474394664059
VNQ.US Exposure
0.0009284037263642131
BTC-USD.CC Exposure
0.017215824458058353
CPER.US Exposure
0.0009267190084893038
VIX.INDX Exposure
0.0005303019619997414
UUP.US Exposure
0.006292523402685772
TIP.US Exposure
0.025826715054280674
Idiosyncratic Exposure
0.09944177280696424
Value Score
28.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
127.4%

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 →53.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.06%
Market Cap$5.4B
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 →
-4.0%
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 →
-14.4%
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 →
40.2% 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 →
2.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Renk Group AG a high-risk investment?

Renk Group AG (R3NK.XETRA) has an annualized volatility of 127.4% and experienced a maximum drawdown of 80.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of R3NK.XETRA?

Over the past 10 years, R3NK.XETRA has generated a Compound Annual Growth Rate (CAGR) of 47.9%. It has had a positive return in 75% 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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