Siltronic AG

10-Year Study

WAF.XETRA · Technology · DE · Common Stock

Executive Summary: Siltronic AG has compounded at 19.4% annually over the last 10 years, with a maximum drawdown of 71.9% and an annualized volatility of 64.5%.

1Y CAGR
+95.3%
3Y CAGR
-4.8%
5Y CAGR
-12.1%
10Y CAGR
+19.4%

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 →
71.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
48.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +175.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -50.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.69.1-9.128.2————————36.8%
2025-4.72.7-12.5-10.62.212.4-6.2-7.031.314.8-8.2-0.45.7%
2024-1.1-1.2-4.9-11.15.5-2.94.2-1.9-7.7-23.8-8.9-2.0-45.6%
202311.8-9.3-2.7-3.129.3-12.814.3-7.89.8-0.17.71.536.1%
2022-18.0-12.5-8.2-3.84.6-21.711.6-13.7-14.78.224.2-13.0-50.1%
202110.1-1.9-2.46.40.5-0.0-2.3-0.5-1.0-0.2-2.76.412.0%
20208.9-13.8-18.919.611.97.1-16.32.6-1.76.150.44.853.9%
201920.1-0.9-8.511.1-25.54.910.1-17.219.022.3-11.819.432.2%
201810.1-9.214.5-1.98.1-15.221.7-16.3-15.5-23.1-1.6-9.5-39.4%
201712.517.57.35.720.9-7.024.0-10.928.021.1-1.9-2.8175.5%
2016———7.2-9.6-6.17.623.622.039.415.516.3176.4%

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 64.5%. The dominant macroeconomic risk driver is QUAL.US, accounting for 37.4% of variance. Idiosyncratic stock-specific factors contribute 14.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110718.778303310859
2016-05-019689.292543021033
2016-06-019102.344772064003
2016-07-019789.674952198853
2016-08-0112099.812149877562
2016-09-0114761.413572171346
2016-10-0120571.265640199927
2016-11-0123763.375935057527
2016-12-0127636.526785414782
2017-01-0131086.008520344836
2017-02-0136522.256885042436
2017-03-0139196.43755660662
2017-04-0141431.26698198651
2017-05-0150075.30777229882
2017-06-0146559.91077119184
2017-07-0157752.67518701151
2017-08-0151481.500117406315
2017-09-0165913.3373586931
2017-10-0179849.30059374057
2017-11-0178342.72583945523
2017-12-0176145.63416188654
2018-01-0183804.13270269363
2018-02-0176082.82177719632
2018-03-0187099.81214987756
2018-04-0185405.2195498306
2018-05-0192304.09915802891
2018-06-0178282.84861292811
2018-07-0195274.3953574184
2018-08-0179720.06977290263
2018-09-0167359.61557814229
2018-10-0151792.4591593707
2018-11-0150974.89181845628
2018-12-0146120.14021669853
2019-01-0155369.66220522626
2019-02-0154897.017879306295
2019-03-0150233.8901747677
2019-04-0155804.0656133642
2019-05-0141587.668981248535
2019-06-0143639.17681392775
2019-07-0148027.57371440072
2019-08-0139780.61789272416
2019-09-0147348.21039213712
2019-10-0157891.21465230955
2019-11-0151057.24397034652
2019-12-0160948.13994834122
2020-01-0166355.45603971688
2020-02-0157184.680151621884
2020-03-0146370.04796887055
2020-04-0155464.4258830633
2020-05-0162059.55855221228
2020-06-0166469.08859145953
2020-07-0155647.16044413136
2020-08-0157067.69313340714
2020-09-0156101.18748113113
2020-10-0159498.59112408171
2020-11-0189474.85827379154
2020-12-0193794.82405823353
2021-01-01103240.16302707055
2021-02-01101299.8557579417
2021-03-0198846.9860118748
2021-04-01105146.00315319849
2021-05-01105628.62701687295
2021-06-01105591.56016235618
2021-07-01103215.33997517696
2021-08-01102732.71611150246
2021-09-01101730.2338063131
2021-10-01101507.49723256515
2021-11-0198760.02146858542
2021-12-01105034.63486632452
2022-01-0186136.57710241184
2022-02-0175406.64519808124
2022-03-0169250.77991345475
2022-04-0166607.29261011037
2022-05-0169649.87756197376
2022-06-0154535.40639361309
2022-07-0160842.725839455234
2022-08-0152535.47348294254
2022-09-0144805.18935963235
2022-10-0148497.2828821576
2022-11-0160227.34896514709
2022-12-0152420.079836302044
2023-01-0158612.08949716548
2023-02-0153150.850357250674
2023-03-0151689.39317701519
2023-04-0150112.542350139214
2023-05-0164786.06890074134
2023-06-0156476.049109389154
2023-07-0164544.044144778774
2023-08-0159501.526282244806
2023-09-0165310.45587199355
2023-10-0165270.11841266646
2023-11-0170312.63627520042
2023-12-0171361.49407936668
2024-01-0170554.66103116299
2024-02-0169707.57438529402
2024-03-0166318.97621683271
2024-04-0158977.139310992585
2024-05-0162243.383314883766
2024-06-0160407.81926134649
2024-07-0162952.60138874911
2024-08-0161784.49230149945
2024-09-0157028.613599007076
2024-10-0143470.279427057125
2024-11-0139582.11733923719
2024-12-0138797.84307805843
2025-01-0136962.19516285935
2025-02-0137963.50340478347
2025-03-0133207.6247022911
2025-04-0129703.297440542086
2025-05-0130357.921572573883
2025-06-0134131.69635369495
2025-07-0132018.382476267147
2025-08-0129770.889939955046
2025-09-0139079.53440005367
2025-10-0144865.989064439294
2025-11-0141192.84827748146
2025-12-0141008.35262151554
2026-01-0144111.23410821509
2026-02-0148136.59387474422
2026-03-0143775.78746100433
2026-04-0156103.4517459998
Annual Return Matrix
YearAnnual Return
20171.7552533917566127
2018-0.39431668375567597
20190.3215081233919139
20200.538928409262903
20210.11983401985073949
2022-0.5009257669813769
20230.3613389049046678
2024-0.4563196359803183
20250.0569750627376302
20260.36809815950920255
Total Factor Risk
0.6451208605173951
VTI.US Exposure
0.027497435489076683
VEA.US Exposure
0.06827075002758842
VWO.US Exposure
-0.0027347588183695586
QQQ.US Exposure
0.1364910529999801
VTV.US Exposure
-0.008231127435815224
IJR.US Exposure
0.12334445573615006
QUAL.US Exposure
0.3742048330931654
SHV.US Exposure
0.021954168167249672
TLT.US Exposure
-0.010868907200196714
LQD.US Exposure
0.06901197796107383
HYG.US Exposure
0.0016891215646217081
GLD.US Exposure
-0.0024667006535617118
USO.US Exposure
-0.0006770948090283096
VNQ.US Exposure
0.016793465590860146
BTC-USD.CC Exposure
-0.0025192145636060313
CPER.US Exposure
0.0507543871514019
VIX.INDX Exposure
-0.020972619698861966
UUP.US Exposure
0.004948655621006641
TIP.US Exposure
0.009556555328894118
Idiosyncratic Exposure
0.14395356444837076
Value Score
50
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
64.5%

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 →N/A
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$1.6B
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 →
+21.3%
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 →
+38.9%
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 →
0.0% 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 →
1.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Siltronic AG a high-risk investment?

Siltronic AG (WAF.XETRA) has an annualized volatility of 64.5% and experienced a maximum drawdown of 71.9% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, WAF.XETRA has generated a Compound Annual Growth Rate (CAGR) of 19.4%. It has had a positive return in 70% 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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