Sixt SE

10-Year Study

SIX3.XETRA · Industrials · DE · Common Stock

Executive Summary: Sixt SE has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 48.5% and an annualized volatility of 67.4%.

1Y CAGR
+13.5%
3Y CAGR
+2.8%
5Y CAGR
+1.9%
10Y CAGR
+9.3%

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 →
48.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +51.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.82.6-1.319.2————————21.7%
20252.40.7-6.54.72.93.83.0-2.9-3.7-4.0-5.61.9-4.2%
2024-5.2-2.09.1-4.4-9.2-6.8-0.23.3-1.39.8-6.47.8-7.7%
202328.19.9-2.6-3.50.27.3-5.7-11.3-2.7-6.916.06.533.4%
2022-7.9-9.0-6.51.612.5-18.815.1-13.2-21.425.9-1.5-6.2-33.6%
2021-2.411.16.93.39.6-9.62.8-4.915.811.2-6.28.151.3%
2020-3.8-12.3-35.117.916.6-6.6-6.510.0-2.5-11.247.3-4.5-12.0%
201916.25.43.212.5-8.56.3-6.13.2-2.90.82.15.241.0%
20187.72.16.79.37.1-5.06.11.0-4.7-11.4-1.3-20.0-6.8%
2017-2.9-0.51.27.43.52.015.22.65.86.4-0.9-3.641.0%
2016———1.63.4-7.04.13.60.56.0-9.36.08.1%

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 67.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.3% of variance. Idiosyncratic stock-specific factors contribute 7.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110159.606105366815
2016-05-0110506.784835056622
2016-06-019775.204332840965
2016-07-0110180.679468242246
2016-08-0110543.220088626293
2016-09-0110598.562284588872
2016-10-0111236.514032496307
2016-11-0110195.88380108321
2016-12-0110807.523387493844
2017-01-0110494.77104874446
2017-02-0110446.36139832595
2017-03-0110570.910881339241
2017-04-0111352.752338749386
2017-05-0111751.2949286066
2017-06-0111992.043328409653
2017-07-0113814.19990152634
2017-08-0114176.898079763663
2017-09-0114997.262432299362
2017-10-0115950.093549975381
2017-11-0115803.289020187101
2017-12-0115233.323485967505
2018-01-0116407.759724273757
2018-02-0116753.205317577547
2018-03-0117875.84441161989
2018-04-0119545.406203840474
2018-05-0120927.109798129
2018-06-0119876.632200886263
2018-07-0121089.354997538157
2018-08-0121296.386016740522
2018-09-0120290.73362875431
2018-10-0117983.613983259478
2018-11-0117747.001477104877
2018-12-0114197.616937469225
2019-01-0116504.69719350074
2019-02-0117392.063023141312
2019-03-0117954.032496307238
2019-04-0120201.989167897584
2019-05-0118486.459871984243
2019-06-0119653.17577548006
2019-07-0118457.429837518463
2019-08-0119039.96061053668
2019-09-0118488.074839980305
2019-10-0118641.37863121615
2019-11-0119039.96061053668
2019-12-0120021.07336287543
2020-01-0119254.593796159526
2020-02-0116893.74692269818
2020-03-0110961.024126046284
2020-04-0112923.249630723783
2020-05-0115069.463318562284
2020-06-0114072.791728212704
2020-07-0113152.02363367799
2020-08-0114471.806991629739
2020-09-0114103.476120137864
2020-10-0112522.816346627276
2020-11-0118446.558345642545
2020-12-0117617.843426883308
2021-01-0117188.143771541112
2021-02-0119091.127523387495
2021-03-0120410.95027080256
2021-04-0121086.164451009357
2021-05-0123111.9251600197
2021-06-0120885.987198424424
2021-07-0121469.58148695224
2021-08-0120425.288035450518
2021-09-0123650.33973412112
2021-10-0126291.79714426391
2021-11-0124663.909404234364
2021-12-0126660.364352535697
2022-01-0124541.053668143773
2022-02-0122329.57163958641
2022-03-0120885.987198424424
2022-04-0121223.870014771048
2022-05-0123875.72624322994
2022-06-0119392.92959133432
2022-07-0122316.49433776465
2022-08-0119360.433284096507
2022-09-0115218.749384539637
2022-10-0119165.53421959626
2022-11-0118873.185622845886
2022-12-0117703.751846381092
2023-01-0122673.79615952733
2023-02-0124915.214180206796
2023-03-0124265.524372230433
2023-04-0123420.935499753814
2023-05-0123472.14180206795
2023-06-0125196.45494830133
2023-07-0123753.658296405712
2023-08-0121079.15312653865
2023-09-0120516.12013786312
2023-10-0119108.49827671098
2023-11-0122170.083702609554
2023-12-0123612.880354505174
2024-01-0122381.211225997045
2024-02-0121923.741999015267
2024-03-0123929.61102904973
2024-04-0122873.894633185624
2024-05-0120762.46184145741
2024-06-0119347.828655834568
2024-07-0119310.17232890202
2024-08-0119950.09354997538
2024-09-0119686.5780403742
2024-10-0121606.341703594288
2024-11-0120213.569670113247
2024-12-0121794.544559330378
2025-01-0122321.496799606106
2025-02-0122472.08271787297
2025-03-0121004.037419990153
2025-04-0121982.74741506647
2025-05-0122622.629246676515
2025-06-0123476.120137863123
2025-07-0124185.130477597242
2025-08-0123476.120137863123
2025-09-0122609.551944854753
2025-10-0121703.59428852782
2025-11-0120482.52092565239
2025-12-0120876.415558838013
2026-01-0121033.97341211226
2026-02-0121585.42589857213
2026-03-0121309.699655342196
2026-04-0125406.203840472674
Annual Return Matrix
YearAnnual Return
20170.4095110359506662
2018-0.06798953291134013
20190.41017140066917857
2020-0.12003501972318675
20210.5132592398825773
2022-0.33595236688138996
20230.3337783176921332
2024-0.07700609870018948
2025-0.04212655134834242
20260.21698113207547176
Total Factor Risk
0.6742118483372188
VTI.US Exposure
-0.035817607610992216
VEA.US Exposure
0.09731137148594805
VWO.US Exposure
-0.01215282002768081
QQQ.US Exposure
0.033841100609783015
VTV.US Exposure
-0.00948033128258719
IJR.US Exposure
0.04246560838100225
QUAL.US Exposure
-0.007836938685560355
SHV.US Exposure
0.742598156054936
TLT.US Exposure
-0.0033671811072930797
LQD.US Exposure
0.018223328364444378
HYG.US Exposure
0.049978570692067
GLD.US Exposure
-0.0009495042661931497
USO.US Exposure
0.0012035004396985926
VNQ.US Exposure
-0.00839565022285453
BTC-USD.CC Exposure
0.00018691325442250984
CPER.US Exposure
0.0025091482982750046
VIX.INDX Exposure
-0.00822847409671333
UUP.US Exposure
-0.0031056595766560716
TIP.US Exposure
0.022455042144966648
Idiosyncratic Exposure
0.0785614271509876
Value Score
46.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
69.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
67.4%

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 →9.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.81%
Market Cap$3.3B
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 →
+17.4%
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 →
+14.3%
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 →
2.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sixt SE a high-risk investment?

Sixt SE (SIX3.XETRA) has an annualized volatility of 67.4% and experienced a maximum drawdown of 48.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of SIX3.XETRA?

Over the past 10 years, SIX3.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.3%. It has had a positive return in 50% 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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