SÜSS MicroTec SE

10-Year Study

SMHN.XETRA · Technology · DE · Common Stock

Executive Summary: SÜSS MicroTec SE has compounded at 24.3% annually over the last 10 years, with a maximum drawdown of 63.9% and an annualized volatility of 64.7%.

1Y CAGR
+76.6%
3Y CAGR
+39.4%
5Y CAGR
+23.5%
10Y CAGR
+24.3%

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 →
63.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
53.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +160.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -47.7%
% 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.
202627.211.1-11.330.4————————63.4%
2025-10.4-14.3-8.6-2.014.321.3-30.5-20.620.0-8.622.514.6-18.9%
202414.321.3-4.827.617.013.02.3-7.618.2-19.9-11.0-0.676.2%
202320.618.86.02.84.7-0.8-6.8-4.81.4-25.563.33.984.4%
2022-9.5-8.8-7.9-6.913.2-19.014.2-20.0-19.815.831.60.4-27.2%
202120.63.313.21.5-13.718.6-4.0-7.0-9.91.8-7.90.511.1%
2020-14.0-14.7-26.131.222.238.6-14.723.24.2-2.420.21.857.5%
201917.9-0.4-0.815.2-13.5-7.0-4.3-9.51.819.716.93.437.9%
2018-3.6-7.0-16.92.918.7-15.111.72.9-5.3-19.6-11.4-12.8-47.7%
201719.210.13.618.78.0-7.718.513.421.2-1.6-0.81.7160.0%
2016———3.8-17.9-11.3-11.13.75.4-2.9-4.24.7-28.4%

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 64.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.6% of variance. Idiosyncratic stock-specific factors contribute 21.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110382.494791486813
2016-05-018529.18493962729
2016-06-017567.365355617713
2016-07-016725.140140658633
2016-08-016972.386247223086
2016-09-017349.240880785479
2016-10-017135.60551124003
2016-11-016837.022457036961
2016-12-017158.051037673954
2017-01-018531.487044902564
2017-02-019394.891628394167
2017-03-019732.610472276898
2017-04-0111547.9355870944
2017-05-0112476.144434084972
2017-06-0111514.324850075394
2017-07-0113644.923282341702
2017-08-0115468.075555095136
2017-09-0118745.00730918425
2017-10-0118443.086202332033
2017-11-0118292.068096274044
2017-12-0118610.794571635764
2018-01-0117939.73088389332
2018-02-0116687.155403616605
2018-03-0113868.687915098359
2018-04-0114271.326127743821
2018-05-0116933.13535227966
2018-06-0114383.093338858385
2018-07-0116060.752558214486
2018-08-0116530.497139634197
2018-09-0115658.114345569025
2018-10-0112593.666908387722
2018-11-0111161.987637694672
2018-12-019730.423472265387
2019-01-0111475.189060395734
2019-02-0111430.413112791648
2019-03-0111340.976322847246
2019-04-0113063.411489807431
2019-05-0111296.200375243161
2019-06-0110502.204265801076
2019-07-0110054.790105551529
2019-08-019104.13573212703
2019-09-019271.84410143076
2019-10-0111094.881268920426
2019-11-0112973.859594599262
2019-12-0113421.273754848811
2020-01-0111542.295429169975
2020-02-019842.305788643716
2020-03-017269.818248788518
2020-04-019540.269576527735
2020-05-0111654.177745548304
2020-06-0116150.304453422657
2020-07-0113779.13601989019
2020-08-0116977.911299883745
2020-09-0117693.75093523027
2020-10-0117268.66719615088
2020-11-0120758.19837241157
2020-12-0121138.506163886876
2021-01-0125500.420134212738
2021-02-0126339.30729652267
2021-03-0129806.392946349435
2021-04-0130253.807106598986
2021-05-0126115.542663766017
2021-06-0130980.811952530592
2021-07-0129750.451788160273
2021-08-0127681.434672007552
2021-09-0124941.238762848625
2021-10-0125388.53781783441
2021-11-0123375.34675460709
2021-12-0123487.22907098542
2022-01-0121250.388480265206
2022-02-0119371.41015458637
2022-03-0117850.294093948916
2022-04-0116620.049034842363
2022-05-0118812.113677958492
2022-06-0115243.965606547188
2022-07-0117411.973249536702
2022-08-0113934.067704916146
2022-09-0111178.908111467937
2022-10-0112940.363962844021
2022-11-0117028.097194884725
2022-12-0117095.779089977786
2023-01-0120618.805897993716
2023-02-0124503.263234227703
2023-03-0125971.20066300632
2023-04-0126705.111824763746
2023-05-0127947.21272603796
2023-06-0127719.534514313345
2023-07-0125841.24682021709
2023-08-0124589.01665573167
2023-09-0124930.5339733186
2023-10-0118578.334887254394
2023-11-0130337.833949146494
2023-12-0131533.08700806888
2024-01-0136029.78924226205
2024-02-0143713.75623007241
2024-03-0141607.79032425153
2024-04-0153105.42491108119
2024-05-0162155.57627450304
2024-06-0170240.68510652993
2024-07-0171839.72743073541
2024-08-0166357.49392819733
2024-09-0178464.03536033702
2024-10-0162816.85601482556
2024-11-0155906.971925826176
2024-12-0155564.41866086536
2025-01-0149796.60899892952
2025-02-0142658.35606662293
2025-03-0139003.53373159755
2025-04-0138215.523095871176
2025-05-0143697.75659840925
2025-06-0152994.46343681296
2025-07-0136856.70545714056
2025-08-0129259.758048735574
2025-09-0135107.10544793214
2025-10-0132091.347537322883
2025-11-0139319.95810168399
2025-12-0145052.20023711685
2026-01-0157299.4003015758
2026-02-0163653.21086133269
2026-03-0156470.642402477075
2026-04-0173609.81617689377
Annual Return Matrix
YearAnnual Return
20171.5999807033624394
2018-0.4771623836472153
20190.3793103448275863
20200.575
20210.11111111111111116
2022-0.2721244792942906
20230.8444954653488013
20240.7620989231611608
2025-0.18918974907142128
20260.6338783852835974
Total Factor Risk
0.6466830144460032
VTI.US Exposure
-0.09047334261958584
VEA.US Exposure
0.09178303410551573
VWO.US Exposure
-0.009005393672470342
QQQ.US Exposure
0.06334308530715871
VTV.US Exposure
-0.03225425472318624
IJR.US Exposure
0.019849306097921175
QUAL.US Exposure
0.17030166599626498
SHV.US Exposure
0.49594020438412384
TLT.US Exposure
-0.005814777035727521
LQD.US Exposure
0.008161970590513098
HYG.US Exposure
0.02894127543347336
GLD.US Exposure
-0.0023017400231212103
USO.US Exposure
0.007526265588771771
VNQ.US Exposure
0.014242297542730742
BTC-USD.CC Exposure
-0.004524535141489077
CPER.US Exposure
0.040335932289079494
VIX.INDX Exposure
-0.014199265801914735
UUP.US Exposure
-0.00021822075782763298
TIP.US Exposure
0.002171469281341067
Idiosyncratic Exposure
0.21619502315842865
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
64.7%

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 →17.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.39%
Market Cap$967.2M
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 →
+18.8%
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 →
+59.3%
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 →
0.0% 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 →
1.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SÜSS MicroTec SE a high-risk investment?

SÜSS MicroTec SE (SMHN.XETRA) has an annualized volatility of 64.7% and experienced a maximum drawdown of 63.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SMHN.XETRA has generated a Compound Annual Growth Rate (CAGR) of 24.3%. 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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