Salzgitter AG

10-Year Study

SZG.XETRA · Basic Materials · DE · Common Stock

Executive Summary: Salzgitter AG has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 77.0% and an annualized volatility of 77.1%.

1Y CAGR
+145.1%
3Y CAGR
+17.9%
5Y CAGR
+14.4%
10Y CAGR
+6.8%

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 →
77.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
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 →
47.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +155.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -45.7%
% 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.
202613.120.2-33.130.9————————19.0%
202512.99.420.0-7.5-2.5-2.511.5-2.515.59.226.712.7155.6%
2024-7.2-8.82.10.0-4.3-20.5-8.3-4.53.7-14.516.9-3.4-42.3%
202330.96.5-8.5-1.5-12.59.1-4.9-13.7-7.7-6.315.63.01.4%
2022-4.130.77.4-5.8-4.5-37.76.7-1.0-20.315.722.42.9-7.5%
2021-1.315.57.7-0.60.9-6.230.8-2.9-8.28.9-17.719.944.8%
2020-23.1-1.7-27.612.70.93.5-7.116.04.6-11.535.428.211.6%
20192.92.1-4.013.9-18.98.2-21.2-16.9-6.75.410.610.1-20.9%
20182.1-2.9-12.09.7-3.0-14.613.3-7.710.3-17.8-19.9-9.8-45.7%
20175.6-2.6-1.7-7.27.76.36.2-0.41.78.24.210.043.1%
2016———18.8-2.9-16.717.8-2.26.92.53.18.836.0%

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 77.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 44.4% of variance. Idiosyncratic stock-specific factors contribute 12.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111876.671488304815
2016-05-0111529.048431882347
2016-06-019603.959014525379
2016-07-0111313.097956772695
2016-08-0111059.659632656289
2016-09-0111826.067543243584
2016-10-0112124.063385162068
2016-11-0112501.174402217643
2016-12-0113604.135756245263
2017-01-0114366.450700687898
2017-02-0113993.386138798065
2017-03-0113760.226601489283
2017-04-0112762.705636665536
2017-05-0113746.040752919727
2017-06-0114610.493807063158
2017-07-0115510.481249098852
2017-08-0115442.947307711987
2017-09-0115700.711152867634
2017-10-0116981.11189146198
2017-11-0117699.055362018207
2017-12-0119470.4259940559
2018-01-0119881.53653669949
2018-02-0119312.893308465464
2018-03-0116993.390789895955
2018-04-0118642.01894857281
2018-05-0118078.119840188276
2018-06-0115430.017255573177
2018-07-0117474.965465598154
2018-08-0116124.054082966286
2018-09-0117784.775096161447
2018-10-0114616.16814649098
2018-11-0111707.790123858736
2018-12-0110563.480509574285
2019-01-0110873.290140137578
2019-02-0111096.403306000382
2019-03-0110650.223485253693
2019-04-0112133.319069966466
2019-05-019836.002288340163
2019-06-0110643.33986037404
2019-07-018390.394552634149
2019-08-016976.50730454924
2019-09-016509.44405426901
2019-10-016860.276368236723
2019-11-017587.289479681679
2019-12-018352.348571880393
2020-01-016424.88709459868
2020-02-016312.888657367573
2020-03-014569.285079743074
2020-04-015150.486272284574
2020-05-015195.4623888969
2020-06-015377.924959186616
2020-07-014997.930261438212
2020-08-015798.709785444855
2020-09-016062.799123733157
2020-10-015367.180923056888
2020-11-017267.200922777823
2020-12-019317.451384399288
2021-01-019197.220503899945
2021-02-0110622.782007692917
2021-03-0111438.58457788961
2021-04-0111369.887862029833
2021-05-0111472.909680330044
2021-06-0110760.175439412475
2021-07-0114074.966395817733
2021-08-0113671.34412077971
2021-09-0112546.383073724553
2021-10-0113662.739589680144
2021-11-0111249.656981530492
2021-12-0113490.974544541239
2022-01-0112932.796286563444
2022-02-0116908.833830225627
2022-03-0118154.025757780124
2022-04-0117097.761426584744
2022-05-0116324.888489928047
2022-06-0110162.369827397757
2022-07-0110845.150997893052
2022-08-0110740.082696520514
2022-09-018564.950256508047
2022-10-019908.559415450016
2022-11-0112131.830718641137
2022-12-0112481.965367925099
2023-01-0116342.097552127181
2023-02-0117409.989628051702
2023-03-0115930.70794361009
2023-04-0115685.595084719747
2023-05-0113731.110728687509
2023-06-0114978.535183230004
2023-07-0114237.289712236574
2023-08-0112293.781947228643
2023-09-0111344.632400478135
2023-10-0110630.502830193067
2023-11-0112284.758817318829
2023-12-0112655.358297326082
2024-01-0111742.394292172668
2024-02-0110711.89704329707
2024-03-0110937.847378873785
2024-04-0110937.847378873785
2024-05-0110466.086519722981
2024-06-018322.162946563538
2024-07-017635.195787965749
2024-08-017293.991246633767
2024-09-017566.033962316805
2024-10-016468.700436738091
2024-11-017561.4293754040655
2024-12-017303.2004204592495
2025-01-018248.396534001851
2025-02-019022.990376878462
2025-03-0110825.709408705925
2025-04-0110014.278870527389
2025-05-019767.305572480385
2025-06-019525.448482114203
2025-07-0110623.107584545332
2025-08-0110362.646102612523
2025-09-0111971.925973125957
2025-10-0113078.8872713404
2025-11-0116567.210690083393
2025-12-0118669.506937112506
2026-01-0121115.98442812426
2026-02-0125371.73899899071
2026-03-0116976.50730454924
2026-04-0122222.945726338705
Annual Return Matrix
YearAnnual Return
20170.4312137384484416
2018-0.45746022645836326
2019-0.2093185040375488
20200.11554867522747791
20210.447925402340162
2022-0.07479142246431769
20230.013891476565585759
2024-0.42291634508662446
20251.5563459664630845
20260.19033383158943695
Total Factor Risk
0.7714639657654433
VTI.US Exposure
-0.10419271207873453
VEA.US Exposure
0.2213622863928456
VWO.US Exposure
-0.05106112183633565
QQQ.US Exposure
-0.019761506026436827
VTV.US Exposure
0.009237366629589915
IJR.US Exposure
0.06982014770667327
QUAL.US Exposure
0.1125085095652244
SHV.US Exposure
0.4437727595254225
TLT.US Exposure
0.028817842266255674
LQD.US Exposure
-0.017507309541002523
HYG.US Exposure
0.03439771337167583
GLD.US Exposure
0.005269441365286616
USO.US Exposure
0.001974474752757062
VNQ.US Exposure
0.028381549009416415
BTC-USD.CC Exposure
0.012967389058128768
CPER.US Exposure
0.10872750019965483
VIX.INDX Exposure
0.009264670791526923
UUP.US Exposure
-0.016307688480686835
TIP.US Exposure
-0.00222144280684553
Idiosyncratic Exposure
0.12455013013558389
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
77.1%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.51%
Market Cap$2.1B
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 →
+2.9%
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 →
+37.7%
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 →
14.6% 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 →
2.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Salzgitter AG a high-risk investment?

Salzgitter AG (SZG.XETRA) has an annualized volatility of 77.1% and experienced a maximum drawdown of 77.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SZG.XETRA has generated a Compound Annual Growth Rate (CAGR) of 6.8%. 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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