RATIONAL Aktiengesellschaft

10-Year Study

RAA.XETRA · Industrials · DE · Common Stock

Executive Summary: RATIONAL Aktiengesellschaft has compounded at 6.3% annually over the last 10 years, with a maximum drawdown of 47.4% and an annualized volatility of 44.2%.

1Y CAGR
-5.9%
3Y CAGR
+4.1%
5Y CAGR
-0.0%
10Y CAGR
+6.3%

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 →
47.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +46.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -37.2%
% 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.
20262.58.9-15.810.0————————3.5%
20254.21.0-11.8-1.6-2.2-1.6-4.6-6.31.9-2.11.32.7-18.3%
20242.16.45.10.6-1.7-0.24.112.60.4-1.6-1.7-6.919.5%
20238.54.3-1.86.2-2.25.72.63.4-14.7-10.49.319.128.7%
2022-17.8-11.1-4.7-6.95.6-8.322.4-20.6-7.114.13.8-6.3-37.2%
20214.2-10.6-6.64.76.53.919.95.8-15.95.5-5.310.618.9%
2020-5.2-10.6-20.4-8.910.94.41.55.924.8-3.815.82.28.7%
201910.35.3-4.59.5-4.06.31.72.93.83.71.83.246.7%
20185.4-5.7-4.21.73.44.54.817.2-9.2-17.9-1.9-1.3-7.3%
2017-0.92.91.05.75.7-3.014.02.76.7-3.3-2.4-2.328.6%
2016———-5.6-2.8-1.94.01.91.25.9-12.12.1-8.3%

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 44.2%. The dominant macroeconomic risk driver is QUAL.US, accounting for 41.8% of variance. Idiosyncratic stock-specific factors contribute 19.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019439.00299009185
2016-05-019175.620693953055
2016-06-018997.254249126603
2016-07-019355.070630584827
2016-08-019531.275027981977
2016-09-019642.618002500176
2016-10-0110215.555635082923
2016-11-018981.038893406867
2016-12-019166.974972326534
2017-01-019080.493075154596
2017-02-019342.098346009036
2017-03-019438.306988522145
2017-04-019973.408791092168
2017-05-0110543.584630212146
2017-06-0110227.540683389627
2017-07-0111655.225009656404
2017-08-0111972.367256828282
2017-09-0112777.84098832223
2017-10-0112356.449059225539
2017-11-0112062.351374664804
2017-12-0111790.202420456524
2018-01-0112422.290314101561
2018-02-0111708.997301142852
2018-03-0111215.179251255335
2018-04-0111401.732352843179
2018-05-0111785.942495955416
2018-06-0112314.656879864451
2018-07-0112909.461795807456
2018-08-0115134.472686257548
2018-09-0113746.59372636032
2018-10-0111279.255821300365
2018-11-0111069.974072707482
2018-12-0110926.780388057898
2019-01-0112050.299687909936
2019-02-0112689.164958542247
2019-03-0112116.390219943902
2019-04-0113261.939697140595
2019-05-0112728.303940430165
2019-06-0113532.901499735299
2019-07-0113767.577433259743
2019-08-0114169.876212912312
2019-09-0114706.273763085508
2019-10-0115253.849295915434
2019-11-0115533.22235152275
2019-12-0116024.92277961308
2020-01-0115186.79867660978
2020-02-0113577.601089908843
2020-03-0110812.912556781512
2020-04-019851.862729732966
2020-05-0110923.976637053695
2020-06-0111401.690395301743
2020-07-0111575.552574650486
2020-08-0112261.84961183104
2020-09-0115304.435282343402
2020-10-0114721.082307121802
2020-11-0117043.054607740178
2020-12-0117420.519459043888
2021-01-0118152.569961115234
2021-02-0116219.49964397792
2021-03-0115155.737755493663
2021-04-0115867.199445173217
2021-05-0116905.095743407423
2021-06-0117572.099715799362
2021-07-0121063.520015598333
2021-08-0122277.926754473105
2021-09-0118735.908127792798
2021-10-0119770.914291849254
2021-11-0118726.707085764916
2021-12-0120709.31938697564
2022-01-0117015.498375379313
2022-02-0115134.087664112605
2022-03-0114421.083417762602
2022-04-0113420.57622512936
2022-05-0114170.870853453416
2022-06-0112988.013717647958
2022-07-0115892.457885117783
2022-08-0112613.24648944953
2022-09-0111723.1764820576
2022-10-0113374.492036088423
2022-11-0113878.086193130566
2022-12-0112999.724807889994
2023-01-0114100.601843910541
2023-02-0114709.598281221657
2023-03-0114451.946891624904
2023-04-0115342.016899016835
2023-05-0115005.75682149411
2023-06-0115854.688693553226
2023-07-0116273.175679928132
2023-08-0116823.187218252024
2023-09-0114348.134061749162
2023-10-0112853.5373292544
2023-11-0114049.213728013941
2023-12-0116727.531428049606
2024-01-0117074.2784228407
2024-02-0118174.30149948849
2024-03-0119106.93126244072
2024-04-0119226.497915080407
2024-05-0118899.137772523485
2024-06-0118862.7457755543
2024-07-0119639.09110092887
2024-08-0122113.69012874795
2024-09-0122198.60232025204
2024-10-0121834.689754832212
2024-11-0121470.77965750306
2024-12-0119990.873000692303
2025-01-0120827.86918625817
2025-02-0121046.21623189193
2025-03-0118559.486538416448
2025-04-0118256.227301278595
2025-05-0117856.636017093995
2025-06-0117572.805589731757
2025-07-0116770.676121099335
2025-08-0115721.737585195406
2025-09-0116017.908465921222
2025-10-0115684.716225104678
2025-11-0115894.503932285465
2025-12-0116326.419800010613
2026-01-0116733.654761008613
2026-02-0118226.849618001266
2026-03-0115351.523984288136
2026-04-0116894.080654735095
Annual Return Matrix
YearAnnual Return
20170.2861606425291927
2018-0.07323216358868878
20190.4665731542593323
20200.08708913600546553
20210.18878885533027923
2022-0.3722765792068623
20230.2867604257204792
20240.19508805508328342
2025-0.18330631186315793
20260.034769463340891926
Total Factor Risk
0.4415734594629096
VTI.US Exposure
-0.07532367674461875
VEA.US Exposure
-0.010309266455110825
VWO.US Exposure
-0.006728952953370884
QQQ.US Exposure
-0.03973627278750328
VTV.US Exposure
0.007703619545421957
IJR.US Exposure
0.059639059241428594
QUAL.US Exposure
0.418301512715254
SHV.US Exposure
0.25060413391312836
TLT.US Exposure
0.06423916506747832
LQD.US Exposure
-0.022969154695203227
HYG.US Exposure
0.16082553530096186
GLD.US Exposure
0.03013923188483967
USO.US Exposure
0.006782832764433164
VNQ.US Exposure
-0.02448692335393355
BTC-USD.CC Exposure
-0.0023878152933132072
CPER.US Exposure
-0.006460178633817294
VIX.INDX Exposure
-0.0013115978377577157
UUP.US Exposure
-0.00495424652550672
TIP.US Exposure
-0.0029789786402403123
Idiosyncratic Exposure
0.1994119734874299
Value Score
38.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.2%

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 →28.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.48%
Market Cap$7.2B
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 →
-1.1%
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 →
+2.5%
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 →
11.3% 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 →
1.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is RATIONAL Aktiengesellschaft a high-risk investment?

RATIONAL Aktiengesellschaft (RAA.XETRA) has an annualized volatility of 44.2% and experienced a maximum drawdown of 47.4% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, RAA.XETRA has generated a Compound Annual Growth Rate (CAGR) of 6.3%. 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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