Friedrich Vorwerk Group SE

10-Year Study

VH2.XETRA · Industrials · DE · Common Stock

Executive Summary: Friedrich Vorwerk Group SE has compounded at 30.1% annually over the last 10 years, with a maximum drawdown of 96.9% and an annualized volatility of 249.4%.

1Y CAGR
+35.0%
3Y CAGR
+100.6%
5Y CAGR
+12.8%
10Y CAGR
+30.1%

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 →
96.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
21.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
338.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1242.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +2657.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -80.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263028.0-11.1-12.913.9————————2657.8%
20251075.7-7.545.825.11.5-3.245.4-15.513.813.7-13.7-96.4-3.8%
20241.9-3.22.20.45.69.610.014.96.423.5-10.4-88.8-80.4%
2023-43.3-19.4-2.711.7-2.43.6-0.517.2-3.41.13.719.8-28.9%
2022621.311.633.5-25.86.0-13.518.3-17.1-28.28.325.0-10.0527.7%
2021-6.57.7468.11.5-7.66.2-8.9-6.04.2-10.7-14.1-89.3-58.3%
2020-9.3-13.9-20.315.72.9-0.5-2.62.3-7.7-14.111.31.2-34.4%
2019————21.1-3.54.7-4.7-9.24.9-1.8-9.1-0.8%

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 249.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 20.5% of variance. Idiosyncratic stock-specific factors contribute 45.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0112110.672060719126
2019-06-0111683.794607646312
2019-07-0112233.20225148566
2019-08-0111660.07940300137
2019-09-0110592.88539337295
2019-10-0111106.719853298498
2019-11-0110909.091388840849
2019-12-019915.019699971788
2020-01-018996.047792579373
2020-02-017747.035957518445
2020-03-016177.075387617733
2020-04-017146.2452446329235
2020-05-017351.779028603144
2020-06-017312.253184933061
2020-07-017120.9491268640195
2020-08-017285.375400147432
2020-09-016724.110530931994
2020-10-015773.913139189864
2020-11-016425.296841505959
2020-12-016501.9767822138
2021-01-016079.051611950888
2021-02-016545.454531747405
2021-03-0137185.06040987943
2021-04-0137737.866750660374
2021-05-0134863.32120943096
2021-06-0137028.775820186325
2021-07-0133715.49508786093
2021-08-0131706.087912641317
2021-09-0133040.55435604516
2021-10-0129512.570059932965
2021-11-0125355.652938530748
2021-12-012711.4625851314554
2022-01-0119557.47094550064
2022-02-0121827.668642418557
2022-03-0129144.427756341254
2022-04-0121628.2219960879
2022-05-0122932.016501807913
2022-06-0119838.5776733452
2022-07-0123466.720075244528
2022-08-0119452.648807952304
2022-09-0113971.937180226958
2022-10-0115129.802827791442
2022-11-0118912.332586125085
2022-12-0117021.107232651157
2023-01-019649.170251451886
2023-02-017781.027902626607
2023-03-017572.64844970246
2023-04-018460.395512046227
2023-05-018259.684043543037
2023-06-018558.577333188787
2023-07-018511.699861419433
2023-08-019979.763146796642
2023-09-019636.205824183462
2023-10-019745.533890721434
2023-11-0110104.743387719662
2023-12-0112103.794831401685
2024-01-0112338.024087476892
2024-02-0111947.589293094356
2024-03-0112213.122897939656
2024-04-0112259.921318323228
2024-05-0112947.115014935369
2024-06-0114192.016238247
2024-07-0115608.063711778957
2024-08-0117936.68038279056
2024-09-0119077.391879640116
2024-10-0123561.50268679842
2024-11-0121122.767435391015
2024-12-012375.494233248088
2025-01-0127927.668826368394
2025-02-0125842.92568049753
2025-03-0137682.688883383795
2025-04-0147123.00537359684
2025-05-0147831.06863605571
2025-06-0146324.11206887323
2025-07-0167351.78068716722
2025-08-0156916.99776380329
2025-09-0164743.084956326245
2025-10-0173596.84016402897
2025-11-0163478.262783797276
2025-12-012284.585132058641
2026-01-0171462.45274788635
2026-02-0163557.31416958034
2026-03-0155335.97004814208
2026-04-0163003.95446909892
Annual Return Matrix
YearAnnual Return
2020-0.344229564946573
2021-0.5829787346290317
20225.277463434674666
2023-0.2888949781020542
2024-0.8037397141692137
2025-0.03826955246493857
202626.57785367023115
Total Factor Risk
2.49390522804306
VTI.US Exposure
0.20526055969218987
VEA.US Exposure
0.02192315960451505
VWO.US Exposure
0.01116039770088132
QQQ.US Exposure
0.043702373292823025
VTV.US Exposure
0.03555552759835363
IJR.US Exposure
0.00922256769284192
QUAL.US Exposure
0.001807727170253839
SHV.US Exposure
0.03344275044510117
TLT.US Exposure
0.006070326452507873
LQD.US Exposure
0.05215451843332789
HYG.US Exposure
0.024036472359178458
GLD.US Exposure
0.00464983139834622
USO.US Exposure
0.003722252403503369
VNQ.US Exposure
0.030358355479558292
BTC-USD.CC Exposure
0.0077852745065294
CPER.US Exposure
0.0035624911524114776
VIX.INDX Exposure
0.008062555710905936
UUP.US Exposure
0.04262839562687444
TIP.US Exposure
0.0013698269476043294
Idiosyncratic Exposure
0.45352463633229245
Value Score
42.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
249.4%

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 →18.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$1.3B
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 →
+1.0%
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 →
-1.4%
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 →
23.8% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Friedrich Vorwerk Group SE a high-risk investment?

Friedrich Vorwerk Group SE (VH2.XETRA) has an annualized volatility of 249.4% and experienced a maximum drawdown of 96.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of VH2.XETRA?

Over the past 10 years, VH2.XETRA has generated a Compound Annual Growth Rate (CAGR) of 30.1%. It has had a positive return in 29% 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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