Volkswagen AG VZO O.N.

10-Year Study

VOW3.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Volkswagen AG VZO O.N. has compounded at 1.4% annually over the last 10 years, with a maximum drawdown of 50.7% and an annualized volatility of 37.9%.

1Y CAGR
-6.7%
3Y CAGR
-4.1%
5Y CAGR
-9.6%
10Y CAGR
+1.4%

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 →
50.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +31.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.6%
% 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.
2026-0.9-1.4-14.63.5————————-13.6%
202510.85.5-10.12.06.5-6.02.88.1-7.7-1.99.05.324.0%
20247.24.6-2.0-6.38.0-8.3-2.1-6.8-1.1-6.5-9.210.3-13.9%
20239.01.7-2.7-1.61.35.5-1.9-6.2-3.6-8.46.65.13.2%
20223.3-2.9-11.8-5.19.5-17.67.83.5-11.12.38.2-3.3-19.6%
20212.610.637.9-9.25.4-7.5-0.4-2.0-3.80.1-16.69.819.2%
2020-7.9-8.5-28.120.03.31.8-7.411.5-1.4-5.613.07.8-10.3%
20197.01.5-7.010.5-7.06.31.8-3.26.89.42.80.431.1%
20186.4-9.00.26.5-4.2-11.67.0-7.57.6-1.90.1-6.7-14.6%
20177.9-2.9-2.26.6-6.8-0.3-2.4-3.710.113.014.2-6.526.6%
2016———13.16.2-19.316.2-1.0-6.17.1-2.79.519.4%

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 37.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.0% of variance. Idiosyncratic stock-specific factors contribute 16.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111305.320820548352
2016-05-0112011.624022567556
2016-06-019695.990671087797
2016-07-0111262.75920518658
2016-08-0111146.364322478472
2016-09-0110470.420295951699
2016-10-0111209.031352073642
2016-11-0110904.635380580026
2016-12-0111938.703231713353
2017-01-0112883.224660991786
2017-02-0112507.20701771751
2017-03-0112229.674972780362
2017-04-0113030.953058497476
2017-05-0112147.81500544393
2017-06-0112111.486068494505
2017-07-0111816.30765614174
2017-08-0111384.876398099575
2017-09-0112533.823493021873
2017-10-0114159.578219340789
2017-11-0116175.888349995052
2017-12-0115117.786796001186
2018-01-0116077.804859942593
2018-02-0114633.679352667523
2018-03-0114657.295481540137
2018-04-0115607.322701177869
2018-05-0114953.726615856678
2018-06-0113214.345367712562
2018-07-0114143.509353657331
2018-08-0113086.13468771652
2018-09-0114085.899609027021
2018-10-0113822.023780065329
2018-11-0113835.030436504008
2018-12-0112907.73780065327
2019-01-0113809.001657923387
2019-02-0114020.850861130359
2019-03-0113037.819830743345
2019-04-0114405.529298228248
2019-05-0113398.588290606753
2019-06-0114236.13345046026
2019-07-0114497.380109868356
2019-08-0114032.512001385727
2019-09-0114989.143076313967
2019-10-0116395.269350687915
2019-11-0116854.368751855884
2019-12-0116927.366871226368
2020-01-0115596.156463426707
2020-02-0114270.699297238445
2020-03-0110261.695164802533
2020-04-0112315.184846085323
2020-05-0112726.263238641988
2020-06-0112960.615040087105
2020-07-0112005.901712362665
2020-08-0113383.230847273087
2020-09-0113196.900054439275
2020-10-0112456.092868454913
2020-11-0114073.109472433931
2020-12-0115176.324482826883
2021-01-0115576.592348807286
2021-02-0117227.447911511434
2021-03-0123757.19155201425
2021-04-0121576.6356527764
2021-05-0122741.58975056914
2021-06-0121029.010566168465
2021-07-0120949.068346035834
2021-08-0120520.915817084035
2021-09-0119740.036993962192
2021-10-0119758.379318024352
2021-11-0116479.92861031377
2021-12-0118092.661214490745
2022-01-0118687.99799564486
2022-02-0118149.74512521033
2022-03-0116004.88406908839
2022-04-0115183.237652182519
2022-05-0116626.744531327327
2022-06-0113696.535063842422
2022-07-0114758.533975056913
2022-08-0115278.800232604177
2022-09-0113586.883227754131
2022-10-0113902.909408096604
2022-11-0115038.014698604376
2022-12-0114544.426779174502
2023-01-0115858.686776205086
2023-02-0116136.033232703157
2023-03-0115696.281426309019
2023-04-0115451.41294664951
2023-05-0115646.35813619717
2023-06-0116499.95669603088
2023-07-0116180.528060971988
2023-08-0115171.251732158766
2023-09-0114620.997475997228
2023-10-0113398.325373651389
2023-11-0114282.778011481738
2023-12-0115004.840765119272
2024-01-0116083.898347025639
2024-02-0116822.060897753145
2024-03-0116486.532465604276
2024-04-0115454.444224487776
2024-05-0116685.74618925072
2024-06-0115292.843091161041
2024-07-0114973.646441650993
2024-08-0113955.090690883895
2024-09-0113807.083910719588
2024-10-0112904.613728595468
2024-11-0111711.945090567157
2024-12-0112919.120558250026
2025-01-0114312.008190636445
2025-02-0115104.223374245274
2025-03-0113574.943704840147
2025-04-0113847.712313174305
2025-05-0114748.094625358804
2025-06-0113860.363258438088
2025-07-0114247.005839849551
2025-08-0115400.747302781352
2025-09-0114222.260714639215
2025-10-0113953.157477976838
2025-11-0115215.158863703851
2025-12-0116014.735722062755
2026-01-0115875.544392754628
2026-02-0115651.29169553598
2026-03-0113362.367613580127
2026-04-0113832.524992576462
Annual Return Matrix
YearAnnual Return
20170.2662838251848896
2018-0.1461886600975545
20190.3114123584358568
2020-0.10344446373262917
20210.19216357260705053
2022-0.19611456784889092
20230.031655698291528145
2024-0.13900315501633165
20250.2396150070629921
2026-0.13626267503621436
Total Factor Risk
0.37896677623741193
VTI.US Exposure
0.1341443893279659
VEA.US Exposure
0.40361040535166687
VWO.US Exposure
0.01700202396406146
QQQ.US Exposure
-0.03301158915025752
VTV.US Exposure
-0.04631388789583415
IJR.US Exposure
-0.0000804205716425051
QUAL.US Exposure
-0.05753668512507528
SHV.US Exposure
0.42021819475378946
TLT.US Exposure
-0.000279037138344645
LQD.US Exposure
-0.01078271424324243
HYG.US Exposure
0.014433705329359864
GLD.US Exposure
-0.0019307752236620204
USO.US Exposure
0.005293565261170538
VNQ.US Exposure
-0.011276236188505068
BTC-USD.CC Exposure
-0.004562860109709727
CPER.US Exposure
0.009880509683124806
VIX.INDX Exposure
0.003296519223078709
UUP.US Exposure
-0.01112377002841688
TIP.US Exposure
0.001501077337348352
Idiosyncratic Exposure
0.1675175854431242
Value Score
47.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
71.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.9%

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 →6.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.94%
Market Cap$43.8B
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 →
-4.7%
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 →
-7.3%
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 →
17.6% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Volkswagen AG VZO O.N. a high-risk investment?

Volkswagen AG VZO O.N. (VOW3.XETRA) has an annualized volatility of 37.9% and experienced a maximum drawdown of 50.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of VOW3.XETRA?

Over the past 10 years, VOW3.XETRA has generated a Compound Annual Growth Rate (CAGR) of 1.4%. 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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