Symrise AG

10-Year Study

SY1.XETRA · Basic Materials · DE · Common Stock

Executive Summary: Symrise AG has compounded at 4.1% annually over the last 10 years, with a maximum drawdown of 44.9% and an annualized volatility of 41.8%.

1Y CAGR
-30.4%
3Y CAGR
-8.6%
5Y CAGR
-6.4%
10Y CAGR
+4.1%

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 →
44.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +47.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -32.1%
% 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.
20263.29.2-5.62.8————————9.3%
2025-3.8-1.6-1.56.14.6-15.1-10.84.1-10.6-3.1-0.5-3.6-32.1%
2024-3.7-1.417.3-9.29.84.52.12.04.2-10.9-5.5-1.84.1%
2023-4.1-0.73.59.2-7.8-4.03.5-3.2-6.16.57.3-3.4-1.0%
2022-18.70.52.24.2-8.61.19.4-8.1-3.72.95.4-6.7-21.3%
2021-5.3-5.86.93.91.98.35.8-3.0-5.85.24.14.721.3%
2020-0.9-5.2-3.68.67.76.22.59.02.1-10.3-0.83.217.9%
201912.66.73.76.7-1.10.9-1.21.55.0-3.22.06.547.0%
2018-5.9-0.7-2.32.74.88.12.94.1-2.3-5.7-3.9-9.5-8.8%
2017-3.85.56.23.10.9-3.0-4.53.74.74.06.90.325.5%
2016———-1.9-1.28.43.14.7-1.2-4.2-8.61.3-0.6%

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 41.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.4% of variance. Idiosyncratic stock-specific factors contribute 13.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019806.777514885705
2016-05-019693.123980283732
2016-06-0110511.345269951053
2016-07-0110836.21993929042
2016-08-0111346.742741724158
2016-09-0111212.661409250273
2016-10-0110745.117316384127
2016-11-019816.895778063834
2016-12-019940.648448692373
2017-01-019565.928422373412
2017-02-0110091.92509042361
2017-03-0110715.8910287921
2017-04-0111047.651472695035
2017-05-0111145.008674163235
2017-06-0110805.272208057504
2017-07-0110319.193905324424
2017-08-0110697.261183167342
2017-09-0111197.283179391641
2017-10-0111639.808958010164
2017-11-0112441.217481451444
2017-12-0112477.807722396172
2018-01-0111735.616860201562
2018-02-0111651.992953557361
2018-03-0111387.177540133545
2018-04-0111690.323765294548
2018-05-0112252.12646107529
2018-06-0113246.967868298085
2018-07-0113631.500123370126
2018-08-0114192.422970178857
2018-09-0113867.854335264537
2018-10-0113081.154591377097
2018-11-0112576.675968838044
2018-12-0111377.212294167939
2019-01-0112805.991388956363
2019-02-0113666.77059085684
2019-03-0114167.729817507847
2019-04-0115116.704315276666
2019-05-0114947.96458416616
2019-06-0115086.9998488955
2019-07-0114908.753923456963
2019-08-0115136.902587329792
2019-09-0115892.673727135882
2019-10-0115379.320106270454
2019-11-0115693.043646247157
2019-12-0116719.750887978014
2020-01-0116566.465895332403
2020-02-0115710.870151506166
2020-03-0115151.171442397628
2020-04-0116455.949213587162
2020-05-0117721.305925400284
2020-06-0118824.15835751324
2020-07-0119287.93440152099
2020-08-0121015.76651103541
2020-09-0121461.352633904407
2020-10-0119251.573686395048
2020-11-0119096.968920291423
2020-12-0119715.3497304028
2021-01-0118678.658115554772
2021-02-0117591.030896087923
2021-03-0118805.968436374485
2021-04-0119533.469646166825
2021-05-0119911.383906797215
2021-06-0121563.013444474833
2021-07-0122810.926194060252
2021-08-0122131.912313486362
2021-09-0120856.475592798244
2021-10-0121939.2253886159
2021-11-0122847.631197914376
2021-12-0123912.018928229187
2022-01-0119443.41901659663
2022-02-0119544.35299540757
2022-03-0119975.612881754038
2022-04-0120819.789716095693
2022-05-0119032.892962547125
2022-06-0119236.65450817399
2022-07-0121042.697540439578
2022-08-0119329.268176053956
2022-09-0118606.854788578028
2022-10-0119144.040840294023
2022-11-0120181.363651143707
2022-12-0118829.131416920263
2023-01-0118056.700528100653
2023-02-0117930.74823504209
2023-03-0118560.54795463805
2023-04-0120273.977319023674
2023-05-0118701.189900098885
2023-06-0117960.471828574817
2023-07-0118588.970901864323
2023-08-0117986.656899067933
2023-09-0116894.305273164417
2023-10-0117994.154742481594
2023-11-0119303.48477574371
2023-12-0118637.592121143727
2024-01-0117945.514396050625
2024-02-0117687.393485674722
2024-03-0120753.131592890055
2024-04-0118835.8641742713
2024-05-0120676.393460809424
2024-06-0121612.361495513727
2024-07-0122075.621106429207
2024-08-0122510.515151573112
2024-09-0123465.38081202409
2024-10-0120912.747672703834
2024-11-0119759.323051851792
2024-12-0119409.52570402263
2025-01-0118666.416738552878
2025-02-0118363.88258224197
2025-03-0118095.394755717585
2025-04-0119201.5370578998
2025-05-0120093.07271951754
2025-06-0117049.94290545258
2025-07-0115206.085494542067
2025-08-0115833.456065889211
2025-09-0114161.743019067859
2025-10-0113729.469393688423
2025-11-0113664.437078365852
2025-12-0113174.781998290031
2026-01-0113591.753902417098
2026-02-0114838.844184485202
2026-03-0114008.725806544162
2026-04-0114406.570559105767
Annual Return Matrix
YearAnnual Return
20170.2552307615342282
2018-0.08820423047974968
20190.4695823946740192
20200.17916527958432127
20210.21286303591940636
2022-0.2125662214706745
2023-0.010172497686452675
20240.04141809617150982
2025-0.32122081707748507
20260.0934959349593496
Total Factor Risk
0.41808086998234395
VTI.US Exposure
-0.005551544338196676
VEA.US Exposure
0.09131314504130277
VWO.US Exposure
-0.008189349006583137
QQQ.US Exposure
-0.029110125890179847
VTV.US Exposure
-0.025700045213035393
IJR.US Exposure
-0.010970572594215538
QUAL.US Exposure
0.11433041809281151
SHV.US Exposure
0.634198837276138
TLT.US Exposure
-0.014742666756748929
LQD.US Exposure
0.07851425581858737
HYG.US Exposure
-0.0024792200975871123
GLD.US Exposure
0.010363781542392928
USO.US Exposure
-0.0010778530771473375
VNQ.US Exposure
0.0254573405460894
BTC-USD.CC Exposure
0.0027811981639803843
CPER.US Exposure
-0.006039819926377742
VIX.INDX Exposure
0.013211326973040258
UUP.US Exposure
-0.00182754630410587
TIP.US Exposure
0.0028941855543734418
Idiosyncratic Exposure
0.13262425419546148
Value Score
33.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.8%

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 →41.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.68%
Market Cap$10.4B
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 →
+2.4%
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 →
-0.9%
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 →
29.3% 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 →
0.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Symrise AG a high-risk investment?

Symrise AG (SY1.XETRA) has an annualized volatility of 41.8% and experienced a maximum drawdown of 44.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of SY1.XETRA?

Over the past 10 years, SY1.XETRA has generated a Compound Annual Growth Rate (CAGR) of 4.1%. 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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