RWE AG

10-Year Study

RWE.XETRA · Utilities · DE · Common Stock

Executive Summary: RWE AG has compounded at 20.4% annually over the last 10 years, with a maximum drawdown of 28.6% and an annualized volatility of 32.4%.

1Y CAGR
+84.5%
3Y CAGR
+17.1%
5Y CAGR
+16.3%
10Y CAGR
+20.4%

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 →
28.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +62.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -27.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202618.31.95.80.7————————28.4%
20253.61.58.93.60.26.91.4-4.710.512.82.53.562.4%
2024-16.6-9.71.53.710.1-8.37.9-5.40.2-8.97.1-9.5-27.8%
2023-1.9-1.4-1.57.3-6.11.9-1.9-2.7-7.62.89.04.61.2%
20224.511.2-4.72.43.6-14.414.5-5.2-0.83.27.7-1.019.1%
20212.6-11.66.6-3.1-2.2-0.9-1.810.3-7.78.92.64.66.1%
202014.6-0.6-23.113.013.57.22.84.1-4.0-0.69.4-0.633.8%
201914.1-0.811.4-4.71.3-3.112.95.910.7-4.7-1.51.648.8%
2018-5.21.822.21.5-2.40.714.9-2.6-2.7-19.010.7-0.514.2%
20173.79.815.5-2.118.9-3.52.117.6-8.311.7-10.3-11.743.9%
2016———15.9-9.820.612.1-7.84.6-5.7-18.0-0.45.0%

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 32.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.8% of variance. Idiosyncratic stock-specific factors contribute 21.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111588.285470571509
2016-05-0110451.179982940004
2016-06-0112605.402331532556
2016-07-0114128.859823713392
2016-08-0113027.352857549045
2016-09-0113622.519192493603
2016-10-0112845.26585157805
2016-11-0110535.570088143304
2016-12-0110495.6497014501
2017-01-0110886.551037816318
2017-02-0111952.459482513505
2017-03-0113800.170599943134
2017-04-0113507.079897640033
2017-05-0116061.07477964174
2017-06-0115496.957634347455
2017-07-0115825.646858117712
2017-08-0118614.955928348023
2017-09-0117073.756042081317
2017-10-0119063.63377878874
2017-11-0117100.36963321012
2017-12-0115101.620699459765
2018-01-0114319.931760022746
2018-02-0114577.537674154106
2018-03-0117819.960193346604
2018-04-0118078.81717372761
2018-05-0117642.195052601648
2018-06-0117760.36394654535
2018-07-0120411.94199601933
2018-08-0119875.234574921808
2018-09-0119329.542223485925
2018-10-0115663.69064543645
2018-11-0117341.939152686948
2018-12-0117251.066249644584
2019-01-0119684.276371907876
2019-02-0119520.500426499857
2019-03-0121740.00568666477
2019-04-0120712.08416263861
2019-05-0120990.162069945978
2019-06-0120342.45095251635
2019-07-0122961.50127949957
2019-08-0124322.661359112877
2019-09-0126932.38555587148
2019-10-0125655.729314756893
2019-11-0125261.415979528007
2019-12-0125674.495308501562
2020-01-0129420.073926642024
2020-02-0129251.066249644584
2020-03-0122492.12396929201
2020-04-0125421.666192777935
2020-05-0128860.961046346318
2020-06-0130925.675291441567
2020-07-0131790.617003127663
2020-08-0133102.758032413985
2020-09-0131790.617003127663
2020-10-0131601.705999431328
2020-11-0134564.00341199886
2020-12-0134365.19761160079
2021-01-0135249.92891669036
2021-02-0131154.392948535682
2021-03-0133222.06425931191
2021-04-0132183.90673869775
2021-05-0131479.783906738696
2021-06-0131183.963605345463
2021-07-0130622.689792436737
2021-08-0133765.59567813478
2021-09-0131173.727608757465
2021-10-0133949.274950241685
2021-11-0134847.19931760023
2021-12-0136449.246516917825
2022-01-0138071.765709411426
2022-02-0142337.105487631496
2022-03-0140336.99175433608
2022-04-0141318.05516064827
2022-05-0142789.53653682115
2022-06-0136611.202729599085
2022-07-0141933.80722206426
2022-08-0139742.16661927779
2022-09-0139439.40858686381
2022-10-0140691.83963605345
2022-11-0143833.266988911
2022-12-0143405.28859823712
2023-01-0142580.83593972135
2023-02-0141996.36053454649
2023-03-0141370.25874324708
2023-04-0144407.278930907014
2023-05-0141718.05516064827
2023-06-0142517.94142735285
2023-07-0141728.74609041797
2023-08-0140587.65993744669
2023-09-0137484.446971851
2023-10-0138529.54222348592
2023-11-0141984.646005118
2023-12-0143914.92749502417
2024-01-0136609.95166334945
2024-02-0133058.85698038101
2024-03-0133549.3886835371
2024-04-0134797.04293431902
2024-05-0138309.809496730166
2024-06-0135131.9874893375
2024-07-0137924.93602502133
2024-08-0135879.783906738696
2024-09-0135934.717088427635
2024-10-0132734.944555018483
2024-11-0135044.07165197612
2024-12-0131701.22263292579
2025-01-0132855.84304805232
2025-02-0133339.6644867785
2025-03-0136308.55843048052
2025-04-0137606.141597952796
2025-05-0137679.84077338641
2025-06-0140295.706568097805
2025-07-0140841.626386124524
2025-08-0138942.280352573216
2025-09-0143013.932328689225
2025-10-0148518.62382712539
2025-11-0149746.94341768553
2025-12-0151475.68950810349
2026-01-0160870.059709980094
2026-02-0162030.139323286894
2026-03-0165601.36479954506
2026-04-0166079.04464031845
Annual Return Matrix
YearAnnual Return
20170.4388457245646542
20180.14233211076886
20190.48828454641350216
20200.3384955458198038
20210.06064417056090243
20220.19084186220668986
20230.011741400950107561
2024-0.27812194073375773
20250.623776158545992
20260.28369421122403904
Total Factor Risk
0.32401368836512223
VTI.US Exposure
0.06415645239231497
VEA.US Exposure
0.04439269711043406
VWO.US Exposure
0.008102578439855436
QQQ.US Exposure
0.02712173880715388
VTV.US Exposure
0.11507397909416257
IJR.US Exposure
-0.00022509788723048426
QUAL.US Exposure
0.027351840687366236
SHV.US Exposure
0.41805370024713256
TLT.US Exposure
0.013986949629035475
LQD.US Exposure
-0.005637975313819881
HYG.US Exposure
0.07434183700515341
GLD.US Exposure
-0.002338915363554604
USO.US Exposure
0.0003388014225202451
VNQ.US Exposure
0.0086537098787465
BTC-USD.CC Exposure
0.0007918404405549166
CPER.US Exposure
0.002740898891136441
VIX.INDX Exposure
-0.002066230045841749
UUP.US Exposure
-0.00412370107018935
TIP.US Exposure
-0.0006923942506709344
Idiosyncratic Exposure
0.20997728988574027
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.4%

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 →13.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.04%
Market Cap$42.1B
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 →
+5.4%
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 →
+30.5%
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 →
1.7% 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 →
0.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is RWE AG a high-risk investment?

RWE AG (RWE.XETRA) has an annualized volatility of 32.4% and experienced a maximum drawdown of 28.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, RWE.XETRA has generated a Compound Annual Growth Rate (CAGR) of 20.4%. It has had a positive return in 90% 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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