Sartorius AG VZO O.N.

10-Year Study

SRT.XETRA · Healthcare · DE · Common Stock

Executive Summary: Sartorius AG VZO O.N. has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 76.3% and an annualized volatility of 119.2%.

1Y CAGR
-3.4%
3Y CAGR
-13.0%
5Y CAGR
-15.6%
10Y CAGR
+10.9%

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 →
76.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
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 →
36.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +98.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -34.8%
% 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.
2026-0.81.1-11.9-0.8————————-12.5%
202529.1-14.5-10.59.3-6.92.3-12.04.6-0.718.02.3-2.011.3%
20242.61.5-0.4-19.8-11.6-7.715.4-4.82.0-6.4-4.6-4.0-34.8%
20230.9-3.9-1.7-11.3-10.12.015.70.7-12.1-26.621.812.3-20.4%
2022-15.5-14.8-3.5-7.811.5-9.223.4-3.9-19.1-3.44.96.9-32.7%
20217.26.2-5.79.3-3.68.324.026.90.3-20.42.3-8.144.9%
20208.0-0.815.116.715.9-16.06.611.91.410.26.5-0.398.1%
201921.46.011.48.04.16.84.0-4.1-7.94.69.21.483.1%
201817.519.1-4.313.4-0.90.49.79.2-7.4-11.9-8.1-5.927.9%
2017-9.35.315.13.05.8-6.8-1.00.0-2.9-0.7-0.6-1.64.2%
2016———-7.3-8.913.13.8-1.52.2-2.2-2.34.0-0.7%

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 119.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 81.8% of variance. Idiosyncratic stock-specific factors contribute 3.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019268.105637738678
2016-05-018443.06725810217
2016-06-019545.967131467058
2016-07-019911.440315243613
2016-08-019766.89234600392
2016-09-019983.71429986346
2016-10-019766.89234600392
2016-11-019545.967131467058
2016-12-019927.810910428649
2017-01-019000.488146528854
2017-02-019481.871369852353
2017-03-0110909.678742987315
2017-04-0111233.312817029946
2017-05-0111882.066628463894
2017-06-0111078.322756825208
2017-07-0110971.340846545125
2017-08-0110975.444107222447
2017-09-0110657.243316283579
2017-10-0110580.427446569178
2017-11-0110515.963806410993
2017-12-0110344.518255972722
2018-01-0112152.273418652858
2018-02-0114470.261971970485
2018-03-0113853.04667105291
2018-04-0115712.007697151064
2018-05-0115574.180585917326
2018-06-0115643.101216121571
2018-07-0117159.17114134318
2018-08-0118744.147547594286
2018-09-0117365.90473360641
2018-10-0115298.5405126246
2018-11-0114058.110660695715
2018-12-0113231.16214246804
2019-01-0116056.568400648033
2019-02-0117021.344030109445
2019-03-0118966.119801062603
2019-04-0120488.95303181442
2019-05-0121319.580335476934
2019-06-0122773.18165418002
2019-07-0123673.04086989126
2019-08-0122703.96389130604
2019-09-0120904.259609058303
2019-10-0121873.336587643527
2019-11-0123880.694158513204
2019-12-0124226.797122057855
2020-01-0126164.936930053555
2020-02-0125957.28364143161
2020-03-0129867.846707840763
2020-04-0134868.97156723334
2020-05-0140425.79111573318
2020-06-0133944.25225148743
2020-07-0136170.10137883708
2020-08-0140482.68494740045
2020-09-0141039.15784111892
2020-10-0145212.62672354635
2020-11-0148134.06343075041
2020-12-0147994.94874461448
2021-01-0151472.830047187505
2021-02-0154672.49612666341
2021-03-0151568.33697674583
2021-04-0156376.73592687707
2021-05-0154355.809297422726
2021-06-0158885.469504991124
2021-07-0173031.91346364723
2021-08-0192683.63152719119
2021-09-0192962.37026975403
2021-10-0174007.52736096668
2021-11-0175680.01641304271
2021-12-0169547.56598821374
2022-01-0158746.08598453495
2022-02-0150035.21729595121
2022-03-0148259.60905830168
2022-04-0144482.76984244894
2022-05-0149588.48540158896
2022-06-0145042.29895791328
2022-07-0155603.4552284738
2022-08-0153435.27813740264
2022-09-0143223.81872077311
2022-10-0141755.049486738695
2022-11-0143783.34783623745
2022-12-0146790.83982426725
2023-01-0147210.47604898444
2023-02-0145392.00996101902
2023-03-0144612.1781947068
2023-04-0139553.79162510347
2023-05-0135549.23559083416
2023-06-0136251.784564665264
2023-07-0141942.48360464376
2023-08-0142223.50036434125
2023-09-0137094.863142107235
2023-10-0127230.99235237105
2023-11-0133160.557760468626
2023-12-0137235.36444736861
2024-01-0138218.94433007195
2024-02-0138780.99199864168
2024-03-0138640.476544205565
2024-04-0130997.290433035498
2024-05-0127390.32620922385
2024-06-0125276.8781260833
2024-07-0129165.63731420365
2024-08-0127756.662492660114
2024-09-0128320.252421277528
2024-10-0126516.77030937171
2024-11-0125305.063282184066
2024-12-0124290.595751002827
2025-01-0131349.53413842138
2025-02-0126798.56527368041
2025-03-0123997.00037495313
2025-04-0126232.569985355603
2025-05-0124421.475617434615
2025-06-0124987.44260740992
2025-07-0121987.817560540785
2025-08-0123006.55814249634
2025-09-0122836.768045503744
2025-10-0126940.02872282474
2025-11-0127562.592411797585
2025-12-0127024.923771321035
2026-01-0126798.536975330913
2026-02-0127081.520470318566
2026-03-0123855.5086274593
2026-04-0123657.420180967943
Annual Return Matrix
YearAnnual Return
20170.04197373915596447
20180.27905058651026393
20190.8310407552407768
20200.981068669655732
20210.44906011585266437
2022-0.32721096476335465
2023-0.20421679569732498
2024-0.3476471598569403
20250.11256735109946114
2026-0.12460732984293199
Total Factor Risk
1.1920888671244612
VTI.US Exposure
0.045537099443219396
VEA.US Exposure
0.02852045488285495
VWO.US Exposure
-0.004049149659617799
QQQ.US Exposure
-0.016447174569394308
VTV.US Exposure
-0.014881599875077619
IJR.US Exposure
0.002438276143492844
QUAL.US Exposure
0.0055432681965068556
SHV.US Exposure
0.8175318541350916
TLT.US Exposure
-0.01484713612799663
LQD.US Exposure
0.10740674618317059
HYG.US Exposure
-0.004392957637404747
GLD.US Exposure
0.0009417064581604657
USO.US Exposure
0.0031427930268604983
VNQ.US Exposure
0.016382687115057953
BTC-USD.CC Exposure
-0.0003840180495972884
CPER.US Exposure
-0.000005966104426586442
VIX.INDX Exposure
-0.007786845860837056
UUP.US Exposure
0.004680433905189153
TIP.US Exposure
-0.003269418411478722
Idiosyncratic Exposure
0.03393894680622657
Value Score
20.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
119.2%

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 →73.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.45%
Market Cap$11.3B
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
$103
Avg Yield on Cost
1.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$103.291.03%Solid

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 →
-8.0%
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 →
-6.0%
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 →
18.8% 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 →
1.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sartorius AG VZO O.N. a high-risk investment?

Sartorius AG VZO O.N. (SRT.XETRA) has an annualized volatility of 119.2% and experienced a maximum drawdown of 76.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SRT.XETRA has generated a Compound Annual Growth Rate (CAGR) of 10.9%. 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.

Run a Full Backtest on Sartorius AG VZO O.N.

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest