Talanx AG

10-Year Study

TLX.XETRA · Financial Services · DE · Common Stock

Executive Summary: Talanx AG has compounded at 18.8% annually over the last 10 years, with a maximum drawdown of 41.3% and an annualized volatility of 24.0%.

1Y CAGR
+2.4%
3Y CAGR
+34.5%
5Y CAGR
+32.1%
10Y CAGR
+18.8%

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 →
41.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +54.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -24.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.40.5-1.310.6————————2.6%
2025-0.16.810.34.316.3-3.86.11.0-3.9-6.86.21.642.2%
20240.61.511.2-3.77.01.9-5.810.8-2.9-6.213.02.431.4%
20232.3-0.4-5.46.719.80.86.011.4-3.3-0.912.0-2.952.7%
2022-0.7-7.32.2-0.5-0.1-4.8-2.0-0.83.14.511.94.18.6%
2021-3.011.94.9-3.02.10.34.07.3-4.212.8-5.17.839.6%
20202.0-10.8-23.05.21.64.6-6.50.6-11.6-8.122.42.7-24.8%
20198.84.81.23.74.17.1-0.1-1.15.24.24.72.154.5%
20184.62.1-2.95.8-8.3-5.24.5-0.60.7-3.4-0.3-5.5-9.1%
20170.06.2-2.00.13.6-0.86.6-0.3-1.6-1.42.5-1.411.6%
2016———-3.49.4-12.01.1-2.73.64.26.06.010.9%

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 24.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 38.6% of variance. Idiosyncratic stock-specific factors contribute 37.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019655.108980987987
2016-05-0110558.477845835652
2016-06-019294.954657545142
2016-07-019394.439583167608
2016-08-019144.857211041284
2016-09-019474.73351364251
2016-10-019869.143266247713
2016-11-0110458.992920213188
2016-12-0111089.01439821812
2017-01-0111090.804231962453
2017-02-0111773.178346989102
2017-03-0111537.56662158937
2017-04-0111549.747434571631
2017-05-0111968.12107230928
2017-06-0111873.757059899768
2017-07-0112659.891814493676
2017-08-0112623.54824596293
2017-09-0112420.20324556519
2017-10-0112242.313658420171
2017-11-0112545.491607668442
2017-12-0112371.18168801209
2018-01-0112941.293453185903
2018-02-0113209.967385251768
2018-03-0112832.362182801686
2018-04-0113573.104764935166
2018-05-0112449.536631930634
2018-06-0111807.831516983533
2018-07-0112343.837005807014
2018-08-0112275.922758730409
2018-09-0112358.95115742582
2018-10-0111936.152652931349
2018-11-0111898.416991488346
2018-12-0111249.154800731842
2019-01-0112238.137379683398
2019-02-0112819.485323363295
2019-03-0112970.47768673932
2019-04-0113446.1260042956
2019-05-0113992.42303714899
2019-06-0114991.896030546495
2019-07-0114983.990931509028
2019-08-0114826.634714819822
2019-09-0115597.85418821096
2019-10-0116251.044069684192
2019-11-0117022.263543075333
2019-12-0117384.257417866516
2020-01-0117738.445628828256
2020-02-0115826.057990613315
2020-03-0112182.354227985044
2020-04-0112819.83334659136
2020-05-0113030.287964362422
2020-06-0113623.319544984486
2020-07-0112741.975578712909
2020-08-0112824.357648556199
2020-09-0111333.5255747355
2020-10-0110411.065149948294
2020-11-0112741.975578712909
2020-12-0113079.707262747594
2021-01-0112684.352875666214
2021-02-0114191.641476413968
2021-03-0114891.76477607191
2021-04-0114446.991090605361
2021-05-0114749.025534961418
2021-06-0114800.53297271498
2021-07-0115392.918224484923
2021-08-0116517.530427173653
2021-09-0115830.731445390182
2021-10-0117856.823243974224
2021-11-0116946.792220189323
2021-12-0118260.281600509108
2022-01-0118131.51300612521
2022-02-0116809.422480311827
2022-03-0117178.575690080343
2022-04-0117084.16196006682
2022-05-0117069.39583167608
2022-06-0116254.822607588892
2022-07-0115923.653647283429
2022-08-0115798.365285180176
2022-09-0116290.669000079544
2022-10-0117015.651101742103
2022-11-0119047.510142391217
2022-12-0119835.186142709408
2023-01-0120300.6423514438
2023-02-0120211.15066422719
2023-03-0119110.15432344284
2023-04-0120390.134038660402
2023-05-0124433.666772730885
2023-06-0124621.102139845676
2023-07-0126096.969214859597
2023-08-0129072.12035637578
2023-09-0128111.625964521518
2023-10-0127853.93962294169
2023-11-0131203.911781083447
2023-12-0130290.30108980988
2024-01-0130477.686739320656
2024-02-0130922.808448015272
2024-03-0134389.91528120277
2024-04-0133124.85084718797
2024-05-0135434.134118208574
2024-06-0136112.28223689443
2024-07-0134029.36321692785
2024-08-0137710.802640999114
2024-09-0136620.89332590883
2024-10-0134368.43727627078
2024-11-0138849.18661999841
2024-12-0139793.77137856971
2025-01-0139769.55890541722
2025-02-0142457.988624612204
2025-03-0146841.838358125846
2025-04-0148876.33243178745
2025-05-0156827.221382547126
2025-06-0154639.646806141114
2025-07-0157970.72627475936
2025-08-0158567.33752287009
2025-09-0156280.32773844563
2025-10-0152452.072229735095
2025-11-0155683.71649033489
2025-12-0156578.63336250099
2026-01-0152949.248269827374
2026-02-0153197.836289873514
2026-03-0152501.789833744326
2026-04-0158070.16148277782
Annual Return Matrix
YearAnnual Return
20170.11562500000000009
2018-0.09069682392325651
20190.5453834288719663
2020-0.24761196590974088
20210.3960772388627034
20220.08624754955347402
20230.5270994117160497
20240.31374631307170975
20250.4217962108756166
20260.026362038664323295
Total Factor Risk
0.23981323206468305
VTI.US Exposure
0.26924612079969695
VEA.US Exposure
0.38623933157742724
VWO.US Exposure
-0.04375549559621193
QQQ.US Exposure
-0.06323258008036406
VTV.US Exposure
-0.024470609578103385
IJR.US Exposure
-0.07010347599660013
QUAL.US Exposure
-0.06460489357506818
SHV.US Exposure
0.06580784005530999
TLT.US Exposure
0.002943960007924539
LQD.US Exposure
0.10070328224743781
HYG.US Exposure
-0.021796341486083
GLD.US Exposure
0.0011977299619300255
USO.US Exposure
0.0021558400391453237
VNQ.US Exposure
-0.012163734242445752
BTC-USD.CC Exposure
0.003763050510614447
CPER.US Exposure
-0.009617897893165448
VIX.INDX Exposure
0.09147771270762493
UUP.US Exposure
-0.009901627518538842
TIP.US Exposure
0.0203631846125749
Idiosyncratic Exposure
0.37574860344689454
Value Score
45.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.0%

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 →11.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.32%
Market Cap$28.3B
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
$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 →
+8.6%
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 →
+5.5%
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 →
5.6% 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 →
0.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Talanx AG a high-risk investment?

Talanx AG (TLX.XETRA) has an annualized volatility of 24.0% and experienced a maximum drawdown of 41.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, TLX.XETRA has generated a Compound Annual Growth Rate (CAGR) of 18.8%. It has had a positive return in 80% 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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