Volkswagen AG

10-Year Study

VOW.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Volkswagen AG has compounded at 1.0% annually over the last 10 years, with a maximum drawdown of 63.6% and an annualized volatility of 30.1%.

1Y CAGR
-5.8%
3Y CAGR
-9.6%
5Y CAGR
-14.9%
10Y CAGR
+1.0%

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 →
63.6%
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 →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +54.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.1%
% 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.
2026-2.1-1.1-13.13.8————————-12.6%
202510.05.6-10.62.15.6-5.52.68.6-8.3-2.68.95.621.5%
202411.110.4-2.5-6.25.6-14.5-2.7-7.4-0.7-8.8-8.910.5-16.8%
20238.75.1-6.4-3.8-2.18.9-4.9-9.3-5.5-12.89.4-0.5-15.0%
2022-1.6-7.5-3.8-7.54.0-17.010.5-4.2-8.42.65.8-9.2-33.1%
20212.611.059.6-14.610.4-5.12.91.1-5.44.8-12.34.954.6%
2020-4.4-8.0-20.312.39.70.6-7.413.2-0.7-7.516.49.46.6%
20199.32.2-6.69.9-7.96.42.3-4.06.27.71.90.128.7%
20185.8-7.8-1.24.2-3.9-11.14.7-6.38.2-2.90.1-4.7-15.6%
20178.0-3.3-2.25.9-4.5-2.7-2.1-2.510.511.39.1-3.025.0%
2016———8.50.3-13.210.2-1.7-1.05.3-5.05.87.3%

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 30.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 68.6% of variance. Idiosyncratic stock-specific factors contribute 36.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110846.728824894763
2016-05-0110878.083323498171
2016-06-019447.394993246522
2016-07-0110408.60511166188
2016-08-0110235.978336415017
2016-09-0110133.981142714767
2016-10-0110671.479339601608
2016-11-0110137.90209423397
2016-12-0110730.319839490145
2017-01-0111585.611812686047
2017-02-0111205.043471419016
2017-03-0110957.879276656568
2017-04-0111609.150635351509
2017-05-0111091.362104462542
2017-06-0110797.080923718479
2017-07-0110574.373500137692
2017-08-0110311.905792255136
2017-09-0111393.603210197096
2017-10-0112678.114796018726
2017-11-0113835.372490394324
2017-12-0113417.797710374129
2018-01-0114197.254022581532
2018-02-0113083.743131778065
2018-03-0112932.635692461019
2018-04-0113473.477844656883
2018-05-0112948.542428891771
2018-06-0111516.136223559803
2018-07-0112053.29346814063
2018-08-0111288.262061187823
2018-09-0112216.058853613438
2018-10-0111866.097538586622
2018-11-0111874.241053280355
2018-12-0111320.809892862293
2019-01-0112370.693837942745
2019-02-0112647.40286137666
2019-03-0111809.132276381182
2019-04-0112972.946745872508
2019-05-0111945.709902041779
2019-06-0112706.505632269824
2019-07-0113004.943808437258
2019-08-0112479.523191313585
2019-09-0113257.130492938351
2019-10-0114282.72814299015
2019-11-0114555.948962062499
2019-12-0114564.35474776086
2020-01-0113921.253130860116
2020-02-0112803.178724576102
2020-03-0110205.554899878045
2020-04-0111458.134990886081
2020-05-0112575.055404749728
2020-06-0112654.536632702571
2020-07-0111718.465190080911
2020-08-0113263.857744207087
2020-09-0113175.551096948477
2020-10-0112190.120251255623
2020-11-0114188.349921974375
2020-12-0115520.503035786876
2021-01-0115921.974376122847
2021-02-0117673.852892193503
2021-03-0128212.46574085002
2021-04-0124106.508254979868
2021-05-0126606.580379506144
2021-06-0125256.173203771457
2021-07-0125994.4136276014
2021-08-0126291.48799454476
2021-09-0124880.36508123844
2021-10-0126068.688776112358
2021-11-0122875.080320495166
2021-12-0123989.128866858122
2022-01-0123599.210564276065
2022-02-0121835.30692264317
2022-03-0120999.777069646065
2022-04-0119421.535072190094
2022-05-0120206.47284839425
2022-06-0116780.833234981703
2022-07-0118546.717022699555
2022-08-0117774.748547674313
2022-09-0116274.217448889936
2022-10-0116693.982191798783
2022-11-0117663.781685615744
2022-12-0116045.74006320731
2023-01-0117447.631037150684
2023-02-0118344.191352924976
2023-03-0117170.515493659594
2023-04-0116513.02831215495
2023-05-0116170.17454135358
2023-06-0117609.819426413313
2023-07-0116751.786721219036
2023-08-0115191.208675924832
2023-09-0114361.973327038828
2023-10-0112530.731604967412
2023-11-0113705.482775351771
2023-12-0113642.144327733848
2024-01-0115156.65447106495
2024-02-0116728.7593270126
2024-03-0116308.378247242874
2024-04-0115294.858176954247
2024-05-0116144.39330159854
2024-06-0113804.621215101564
2024-07-0113435.186277981034
2024-08-0112437.704079625475
2024-09-0112351.508713954128
2024-10-0111267.818036376986
2024-11-0110270.34895157166
2024-12-0111347.863146989783
2025-01-0112486.971687845049
2025-02-0113188.900691084098
2025-03-0111797.356308273336
2025-04-0112049.80526377906
2025-05-0112720.143724510535
2025-06-0112025.125562243466
2025-07-0112339.850767798363
2025-08-0113402.048336546153
2025-09-0112293.953341988275
2025-10-0111979.228136433376
2025-11-0113047.982480296889
2025-12-0113782.341293258321
2026-01-0113493.843188166333
2026-02-0113349.594135620335
2026-03-0111598.935179721206
2026-04-0112044.795887590646
Annual Return Matrix
YearAnnual Return
20170.2504564552673838
2018-0.15628405367078413
20190.28651173242857864
20200.06564989006279287
20210.5456411954911804
2022-0.3311245209335175
2023-0.14979650212487738
2024-0.1681759938633618
20250.214531856327006
2026-0.1260704091341579
Total Factor Risk
0.30083020237777497
VTI.US Exposure
0.10247402681987584
VEA.US Exposure
0.6860278383083562
VWO.US Exposure
-0.03361639036031926
QQQ.US Exposure
-0.032143645377490544
VTV.US Exposure
-0.040164374133057894
IJR.US Exposure
0.03385297608125424
QUAL.US Exposure
-0.050474074519661724
SHV.US Exposure
0.02136101766105653
TLT.US Exposure
0.007287340423366692
LQD.US Exposure
-0.021695725837664718
HYG.US Exposure
-0.008011316520688129
GLD.US Exposure
-0.002481565118612941
USO.US Exposure
0.012104403211516861
VNQ.US Exposure
-0.026496731443519477
BTC-USD.CC Exposure
-0.0019487412612902953
CPER.US Exposure
0.013321852797046448
VIX.INDX Exposure
-0.015033773536238552
UUP.US Exposure
-0.017665345095580286
TIP.US Exposure
0.009971388436104468
Idiosyncratic Exposure
0.3633308394655464
Value Score
47.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
69.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.1%

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 →6.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.82%
Market Cap$44.8B
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 →
-3.4%
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 →
-6.2%
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 →
16.0% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Volkswagen AG a high-risk investment?

Volkswagen AG (VOW.XETRA) has an annualized volatility of 30.1% and experienced a maximum drawdown of 63.6% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, VOW.XETRA has generated a Compound Annual Growth Rate (CAGR) of 1.0%. 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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