Sixt SE

10-Year Study

SIX2.XETRA · Industrials · DE · Common Stock

Executive Summary: Sixt SE has compounded at 6.6% annually over the last 10 years, with a maximum drawdown of 54.5% and an annualized volatility of 86.7%.

1Y CAGR
-7.6%
3Y CAGR
-7.4%
5Y CAGR
-7.4%
10Y CAGR
+6.6%

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 →
54.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +58.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.4-0.7-2.417.0————————6.1%
2025-0.18.9-7.45.50.12.410.3-7.4-2.6-7.5-7.80.8-6.8%
2024-10.4-4.56.7-2.7-16.2-7.4-2.6-1.12.710.7-4.012.8-18.1%
202332.512.5-4.3-8.4-7.17.00.0-10.2-10.9-7.412.211.019.8%
2022-7.8-6.7-8.51.74.1-19.221.5-18.0-15.815.8-3.2-6.5-40.9%
2021-2.27.29.42.512.6-12.53.3-3.016.312.5-3.68.458.5%
20201.7-13.5-37.625.417.0-5.7-6.619.41.9-15.947.92.19.5%
201914.62.015.06.7-8.46.1-1.6-5.80.8-0.4-1.94.432.7%
201811.54.01.911.011.1-9.815.5-0.1-3.2-16.0-5.8-18.4-5.1%
2017-5.70.6-0.15.22.81.416.57.25.218.5-5.2-1.650.9%
2016———6.84.2-10.14.26.2-1.410.1-9.92.510.9%

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 86.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.0% of variance. Idiosyncratic stock-specific factors contribute 6.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110684.843244449405
2016-05-0111132.96329354011
2016-06-0110004.992747963852
2016-07-0110421.733794488453
2016-08-0111065.88195916546
2016-09-0110913.533415151178
2016-10-0112012.523708579718
2016-11-0110822.129867231955
2016-12-0111087.638067611291
2017-01-0110458.71917884637
2017-02-0110516.400758674554
2017-03-0110510.961731563093
2017-04-0111055.003904942541
2017-05-0111361.848711368963
2017-06-0111516.344973781102
2017-07-0113414.398080999665
2017-08-0114380.257726207743
2017-09-0115132.740153966308
2017-10-0117936.01472721187
2017-11-0117008.3398415709
2017-12-0116736.555840678346
2018-01-0118666.043735356467
2018-02-0119407.28550708468
2018-03-0119777.920339172153
2018-04-0121956.738815128865
2018-05-0124393.897132656475
2018-06-0122014.83878165793
2018-07-0125422.040611402434
2018-08-0125399.08512774741
2018-09-0124596.03369407565
2018-10-0120649.670869128637
2018-11-0119456.571460448515
2018-12-0115877.301126854849
2019-01-0118194.661385696752
2019-02-0118561.753877050098
2019-03-0121349.464465022873
2019-04-0122771.979248019637
2019-05-0120867.622447841128
2019-06-0122136.31038714716
2019-07-0121772.062925359813
2019-08-0120503.12395403325
2019-09-0120667.60571237309
2019-10-0120585.350886979806
2019-11-0120185.875264978247
2019-12-0121067.10922682138
2020-01-0121419.586076090593
2020-02-0118517.432779203395
2020-03-0111556.928483766598
2020-04-0114487.308936739933
2020-05-0116942.98783889323
2020-06-0115979.499051656814
2020-07-0114922.040611402434
2020-08-0117812.45118821823
2020-09-0118153.185317416046
2020-10-0115274.51746067165
2020-11-0122594.555394399198
2020-12-0123076.28584179404
2021-01-0122559.29934173826
2021-02-0124180.743054780767
2021-03-0126460.169586076092
2021-04-0127118.15240432891
2021-05-0130525.549481200494
2021-06-0126695.163449737815
2021-07-0127564.65469150954
2021-08-0126742.162222470157
2021-09-0131113.048086578154
2021-10-0134990.404998326456
2021-11-0133721.46602699989
2021-12-0136564.877831083344
2022-01-0133697.952694410356
2022-02-0131442.039495704565
2022-03-0128763.109449960953
2022-04-0129256.582617427204
2022-05-0130461.536315965637
2022-06-0124610.11937967199
2022-07-0129904.38469262524
2022-08-0124509.539216780096
2022-09-0120636.282494700437
2022-10-0123893.33928372197
2022-11-0123126.241213879282
2022-12-0121617.17616869352
2023-01-0128646.853732009375
2023-02-0132218.258395626464
2023-03-0130834.96039272565
2023-04-0128244.421510654916
2023-05-0126231.11681356689
2023-06-0128073.719736695308
2023-07-0128073.719736695308
2023-08-0125207.46401874373
2023-09-0122469.20673881513
2023-10-0120805.757001004127
2023-11-0123339.311614414823
2023-12-0125898.44360147272
2024-01-0123211.34106883856
2024-02-0122174.91353341515
2024-03-0123659.210085908737
2024-04-0123032.21577596787
2024-05-0119295.883074863326
2024-06-0117868.82182305032
2024-07-0117410.29789133103
2024-08-0117221.493919446617
2024-09-0117693.48990293429
2024-10-0119581.529621778423
2024-11-0118799.341738257284
2024-12-0121199.82148834096
2025-01-0121172.84949235747
2025-02-0123060.889211201604
2025-03-0121348.181412473503
2025-04-0122521.449291531855
2025-05-0122548.421287515343
2025-06-0123080.99966529064
2025-07-0125465.803860314627
2025-08-0123583.063706348323
2025-09-0122969.429878388935
2025-10-0121254.044404775188
2025-11-0119594.4438246123
2025-12-0119747.852281602143
2026-01-0118478.745955595226
2026-02-0118353.229945330804
2026-03-0117920.89702108669
2026-04-0120961.17371415821
Annual Return Matrix
YearAnnual Return
20170.5094789114345659
2018-0.05133999623357821
20190.32686966497023184
20200.09537030417133363
20210.5845217935747604
2022-0.4087994422254837
20230.19804933814525838
2024-0.1814248834962645
2025-0.06848969023335127
20260.061440677966101864
Total Factor Risk
0.8666444978559656
VTI.US Exposure
-0.017888296452140667
VEA.US Exposure
0.04978548763263006
VWO.US Exposure
-0.00746396520436986
QQQ.US Exposure
0.02281905982797902
VTV.US Exposure
-0.0011175274324550124
IJR.US Exposure
0.023233431815079336
QUAL.US Exposure
-0.01476157041100105
SHV.US Exposure
0.8199950935273408
TLT.US Exposure
-0.004814235570040401
LQD.US Exposure
0.004538410956296007
HYG.US Exposure
0.0589123204250533
GLD.US Exposure
-0.0008988191160223938
USO.US Exposure
0.002396125529469044
VNQ.US Exposure
-0.008767654429127839
BTC-USD.CC Exposure
0.0006100206277959434
CPER.US Exposure
0.002148235621016854
VIX.INDX Exposure
-0.005285195245862064
UUP.US Exposure
-0.0019838822001981317
TIP.US Exposure
0.011270195140371982
Idiosyncratic Exposure
0.06727276495818525
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
86.7%

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 →10.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.90%
Market Cap$3.1B
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 →
+14.2%
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 →
-1.0%
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 →
23.0% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sixt SE a high-risk investment?

Sixt SE (SIX2.XETRA) has an annualized volatility of 86.7% and experienced a maximum drawdown of 54.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of SIX2.XETRA?

Over the past 10 years, SIX2.XETRA has generated a Compound Annual Growth Rate (CAGR) of 6.6%. It has had a positive return in 60% 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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