Sartorius Aktiengesellschaft

10-Year Study

SRT3.XETRA · Healthcare · DE · Common Stock

Executive Summary: Sartorius Aktiengesellschaft has compounded at 14.4% annually over the last 10 years, with a maximum drawdown of 68.7% and an annualized volatility of 44.7%.

1Y CAGR
+8.8%
3Y CAGR
-10.2%
5Y CAGR
-10.8%
10Y CAGR
+14.4%

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 →
68.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +80.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -37.7%
% 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.
2026-4.61.9-11.87.6————————-7.8%
202530.1-14.0-11.06.3-7.12.4-13.25.7-0.220.35.5-1.615.3%
20242.32.65.4-23.3-14.5-9.320.0-5.11.1-5.7-8.4-1.2-35.3%
202311.1-1.9-3.5-9.1-10.81.118.40.6-14.7-26.625.112.8-9.5%
2022-20.0-17.22.2-10.64.6-11.230.6-4.5-14.10.0-0.23.6-37.7%
202119.53.60.110.3-13.78.416.19.5-1.51.98.3-1.973.5%
202010.4-1.77.715.629.8-12.111.29.1-1.33.75.1-10.180.9%
201920.26.510.16.74.26.12.8-1.9-8.04.19.8-0.375.9%
201821.015.32.313.1-2.02.28.512.5-10.6-8.4-12.4-2.937.5%
2017-7.89.016.12.88.0-6.9-5.44.4-3.1-1.10.6-1.213.5%
2016———-3.215.26.97.7-0.84.5-3.4-2.10.626.8%

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 44.7%. The dominant macroeconomic risk driver is QUAL.US, accounting for 29.1% of variance. Idiosyncratic stock-specific factors contribute 32.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019684.817053462963
2016-05-0111159.237230521181
2016-06-0111930.161195050097
2016-07-0112852.565412349495
2016-08-0112751.86958766908
2016-09-0113320.06449288015
2016-10-0112868.744357801743
2016-11-0112604.438715046233
2016-12-0112676.361650512488
2017-01-0111687.421287851486
2017-02-0112737.492430631146
2017-03-0114789.079304695422
2017-04-0115201.261623392787
2017-05-0116411.078955482822
2017-06-0115277.215363868387
2017-07-0114458.014614918808
2017-08-0115089.14208866285
2017-09-0114626.193917013712
2017-10-0114468.86249568128
2017-11-0114557.484480471958
2017-12-0114383.881237995816
2018-01-0117405.684735322855
2018-02-0120073.03744376377
2018-03-0120525.137734650434
2018-04-0123211.957188021264
2018-05-0122757.887932475656
2018-06-0123266.456643769714
2018-07-0125246.194882920907
2018-08-0128406.513186490673
2018-09-0125391.48961464018
2018-10-0123248.29015852023
2018-11-0120360.413408277826
2018-12-0119779.215906262423
2019-01-0123775.00677992548
2019-02-0125318.842248780544
2019-03-0127884.32889882865
2019-04-0129762.7397585975
2019-05-0131002.853141241634
2019-06-0132881.2454258722
2019-07-0133811.33975042444
2019-08-0133173.042273299725
2019-09-0130528.685586064184
2019-10-0131768.798968708325
2019-11-0134887.32321112131
2019-12-0134796.13785724635
2020-01-0138407.05186550114
2020-02-0137750.53217771206
2020-03-0140656.29678612958
2020-04-0146987.13114419137
2020-05-0161002.760265550176
2020-06-0153602.25799381077
2020-07-0159610.99945389094
2020-08-0165033.50954947859
2020-09-0164190.81125058976
2020-10-0166572.32973099484
2020-11-0169979.71594898525
2020-12-0162945.10675131977
2021-01-0175219.03803073814
2021-02-0177930.28379096281
2021-03-0178021.6548962207
2021-04-0186095.37590507361
2021-05-0174315.0603506243
2021-06-0180553.85489844972
2021-07-0193545.2323192546
2021-08-01102389.65439097694
2021-09-01100884.99388877949
2021-10-01102830.03376960142
2021-11-01111380.85720548188
2021-12-01109215.62763534773
2022-01-0187361.49448132642
2022-02-0172333.33457167589
2022-03-0173947.77414117848
2022-04-0166105.66653168733
2022-05-0169143.11029545615
2022-06-0161374.6345341541
2022-07-0180169.92536509434
2022-08-0176561.81620272163
2022-09-0165737.48871560348
2022-10-0165737.48871560348
2022-11-0165608.63298127255
2022-12-0168001.76092311008
2023-01-0175530.91460265922
2023-02-0174113.44579960397
2023-03-0171497.04469549775
2023-04-0164956.99855485424
2023-05-0157918.15422565821
2023-06-0158583.23705219985
2023-07-0169335.49300274541
2023-08-0169723.47191624843
2023-09-0159451.550466793225
2023-10-0143637.216404076134
2023-11-0154592.7029426734
2023-12-0161557.655371744244
2024-01-0162980.21376269147
2024-02-0164624.44785401427
2024-03-0168097.70151238775
2024-04-0152262.581869922025
2024-05-0144709.22478517853
2024-06-0140543.768598357216
2024-07-0148634.00290515163
2024-08-0146171.75687372993
2024-09-0146690.13325804211
2024-10-0144005.72857264923
2024-11-0140321.60994438604
2024-12-0139840.27238582791
2025-01-0151836.7839748567
2025-02-0144598.145458192936
2025-03-0139676.495391508186
2025-04-0142184.13906091531
2025-05-0139193.54179591867
2025-06-0140122.2987105139
2025-07-0134837.67186646705
2025-08-0136815.92409455488
2025-09-0136760.198679679175
2025-10-0144227.40427302482
2025-11-0146660.74738926431
2025-12-0145917.74185758813
2026-01-0143800.176092311005
2026-02-0144636.05731544671
2026-03-0139360.71804054581
2026-04-0142351.31530554245
Annual Return Matrix
YearAnnual Return
20170.13470107863436476
20180.37509588538693794
20190.7592273638223102
20200.8089681966877065
20210.7350932148996288
2022-0.3773623574260243
2023-0.09476380411166418
2024-0.35279743607461844
20250.15254588153674642
2026-0.07766990291262132
Total Factor Risk
0.44725331533028473
VTI.US Exposure
0.16741456152166914
VEA.US Exposure
0.04658204524270928
VWO.US Exposure
-0.027289533899819397
QQQ.US Exposure
-0.13201248795982481
VTV.US Exposure
-0.07331223494758941
IJR.US Exposure
0.05652616662157734
QUAL.US Exposure
0.2908873199584369
SHV.US Exposure
0.11575575414762529
TLT.US Exposure
0.1384163454701337
LQD.US Exposure
0.016259484977030933
HYG.US Exposure
-0.013275041920138266
GLD.US Exposure
-0.005016911624011885
USO.US Exposure
-0.001482004359591508
VNQ.US Exposure
0.02111929219625296
BTC-USD.CC Exposure
-0.0029099390939644133
CPER.US Exposure
0.05799328958536435
VIX.INDX Exposure
-0.029388915137209967
UUP.US Exposure
-0.0061871309754545824
TIP.US Exposure
0.05289521115892926
Idiosyncratic Exposure
0.32702472903787505
Value Score
11.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.7%

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 →95.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.35%
Market Cap$14.7B
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
$137
Avg Yield on Cost
1.37%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$137.461.37%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 →
+2.3%
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 →
+2.5%
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 →
14.1% 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 →
1.45
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sartorius Aktiengesellschaft a high-risk investment?

Sartorius Aktiengesellschaft (SRT3.XETRA) has an annualized volatility of 44.7% and experienced a maximum drawdown of 68.7% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of SRT3.XETRA?

Over the past 10 years, SRT3.XETRA has generated a Compound Annual Growth Rate (CAGR) of 14.4%. 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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