Vossloh AG

10-Year Study

VOS.XETRA · Industrials · DE · Common Stock

Executive Summary: Vossloh AG has compounded at 4.8% annually over the last 10 years, with a maximum drawdown of 45.9% and an annualized volatility of 36.5%.

1Y CAGR
-1.8%
3Y CAGR
+26.3%
5Y CAGR
+14.4%
10Y CAGR
+4.8%

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 →
45.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +80.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -21.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.31.6-17.610.9————————-1.3%
202510.22.234.85.812.68.53.7-2.46.3-11.6-12.510.480.3%
2024-2.1-0.411.7-0.48.8-3.35.0-2.32.1-9.2-4.91.85.0%
20233.30.25.8-3.0-2.33.5-0.62.0-4.9-7.28.05.910.0%
2022-5.4-6.3-5.6-3.4-6.0-8.914.7-2.2-8.416.715.1-6.7-10.9%
20214.4-1.60.14.2-1.3-0.4-0.213.1-4.30.7-2.90.611.8%
20207.4-9.9-11.79.216.1-0.1-2.2-1.6-9.9-7.222.67.514.8%
2019-3.30.6-1.30.6-13.5-6.29.9-2.38.9-3.0-4.96.2-10.3%
2018-5.3-15.38.53.21.20.56.29.8-7.8-8.92.81.1-7.1%
20170.01.6-1.73.4-4.5-4.4-0.20.71.0-5.0-15.21.7-21.5%
2016———4.8-1.3-4.0-0.6-1.3-3.04.5-1.49.36.5%

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 36.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.6% of variance. Idiosyncratic stock-specific factors contribute 20.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110476.596133075742
2016-05-0110335.905632618289
2016-06-019926.76444446376
2016-07-019871.370548006233
2016-08-019746.305081504435
2016-09-019456.861649994891
2016-10-019878.520250609028
2016-11-019740.95910326648
2016-12-0110650.362157428193
2017-01-0110653.947874539019
2017-02-0110827.257534895547
2017-03-0110648.580164682206
2017-04-0111005.913173490031
2017-05-0110514.58300283163
2017-06-0110055.41562807638
2017-07-0110032.184527522008
2017-08-0110103.63809031226
2017-09-0110205.494187878536
2017-10-019692.714909411747
2017-11-018218.702665817684
2017-12-018361.631523017044
2018-01-017914.981560721402
2018-02-016700.0319454797145
2018-03-017271.769105896005
2018-04-017504.0366482020345
2018-05-017594.461914251377
2018-06-017631.057960400644
2018-07-018106.850023578807
2018-08-018902.90095380075
2018-09-018207.489150489286
2018-10-017475.503032647411
2018-11-017685.952029624543
2018-12-017768.29313346039
2019-01-017512.099078796676
2019-02-017557.84413648326
2019-03-017457.205009572777
2019-04-017502.95006725936
2019-05-016488.105198420545
2019-06-016083.201675942446
2019-07-016685.862929987243
2019-08-016535.197616476044
2019-09-017119.0392885937235
2019-10-016902.440243481057
2019-11-016563.4487209855715
2019-12-016968.3522434636725
2020-01-017486.281915598738
2020-02-016742.3651390063
2020-03-015951.355944358363
2020-04-016497.536721002958
2020-05-017546.543694679448
2020-06-017536.873124289648
2020-07-017372.386501187633
2020-08-017256.296193272326
2020-09-016540.326278525466
2020-10-016066.251013236729
2020-11-017440.12395715394
2020-12-018001.256087569732
2021-01-018349.57047455336
2021-02-018214.1172942396
2021-03-018223.7878646294
2021-04-018572.102251613029
2021-05-018459.68458728396
2021-06-018429.977464311249
2021-07-018410.158227916872
2021-08-019509.712947046564
2021-09-019103.570722293816
2021-10-019163.006699858093
2021-11-018895.555666628274
2021-12-018945.082025995362
2022-01-018459.68458728396
2022-02-017924.76078920547
2022-03-017479.0018232828215
2022-04-017221.438676631337
2022-05-016790.848380668421
2022-06-016189.251975947444
2022-07-017096.742647650051
2022-08-016943.795514159236
2022-09-016362.583367922826
2022-10-017423.021173116249
2022-11-018544.633485382226
2022-12-017973.635200006955
2023-01-018238.739218400597
2023-02-018259.123476885163
2023-03-018738.37086746103
2023-04-018473.245117448534
2023-05-018280.029294222215
2023-06-018572.775931797487
2023-07-018520.489656836005
2023-08-018687.757927151266
2023-09-018259.123476885163
2023-10-017663.220756303799
2023-11-018280.029294222215
2023-12-018771.402928118323
2024-01-018583.228840466012
2024-02-018551.848382841583
2024-03-019555.501467970855
2024-04-019513.689833296752
2024-05-0110352.8128320863
2024-06-0110010.583298381645
2024-07-0110513.235642462712
2024-08-0110267.255448660137
2024-09-0110481.159773034971
2024-10-019518.601179157638
2024-11-019048.024704504312
2024-12-019208.447514880725
2025-01-0110149.622195806232
2025-02-0110374.218476656983
2025-03-0113989.142883220798
2025-04-0114801.970623197632
2025-05-0116668.151660621654
2025-06-0118080.706886098065
2025-07-0118754.387070556044
2025-08-0118298.0230746329
2025-09-0119449.79887386751
2025-10-0117189.71051310525
2025-11-0115038.280246610411
2025-12-0116602.956804061207
2026-01-0117646.0745090284
2026-02-0117928.58555412368
2026-03-0114777.500820368612
2026-04-0116385.640615526372
Annual Return Matrix
YearAnnual Return
2017-0.21489697726521473
2018-0.07095964321357284
2019-0.1029751164449666
20200.14822784612745776
20210.11795972133574151
2022-0.10860122055508048
20230.1000506930779419
20240.049826075753671706
20250.8030136760003306
2026-0.01308900523560208
Total Factor Risk
0.36520489961618974
VTI.US Exposure
-0.06859226785745755
VEA.US Exposure
0.1301634438415025
VWO.US Exposure
-0.00608515872215203
QQQ.US Exposure
0.03778409416017098
VTV.US Exposure
0.05495601168634453
IJR.US Exposure
0.05122474525832427
QUAL.US Exposure
0.05023691154388037
SHV.US Exposure
0.3161699450112534
TLT.US Exposure
-0.03598312080617377
LQD.US Exposure
0.14217045199445352
HYG.US Exposure
0.06209225855335355
GLD.US Exposure
-0.008377383289348702
USO.US Exposure
0.018181481766782425
VNQ.US Exposure
-0.009676024086774357
BTC-USD.CC Exposure
0.016473586576494264
CPER.US Exposure
0.019048853872841873
VIX.INDX Exposure
0.006164168957195508
UUP.US Exposure
-0.009224340738154951
TIP.US Exposure
0.024628730485241116
Idiosyncratic Exposure
0.20864361179222307
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.5%

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 →22.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.58%
Market Cap$1.4B
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 →
-1.1%
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 →
-6.6%
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 →
19.8% 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 →
1.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vossloh AG a high-risk investment?

Vossloh AG (VOS.XETRA) has an annualized volatility of 36.5% and experienced a maximum drawdown of 45.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, VOS.XETRA has generated a Compound Annual Growth Rate (CAGR) of 4.8%. It has had a positive return in 50% 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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