secunet Security Networks Aktiengesellschaft

10-Year Study

YSN.XETRA · Technology · DE · Common Stock

Executive Summary: secunet Security Networks Aktiengesellschaft has compounded at 22.8% annually over the last 10 years, with a maximum drawdown of 80.2% and an annualized volatility of 60.5%.

1Y CAGR
-13.0%
3Y CAGR
-1.7%
5Y CAGR
-14.0%
10Y CAGR
+22.8%

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 →
80.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +105.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -52.2%
% 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.
202628.4-20.3-7.02.2————————-2.7%
20259.13.930.618.91.311.5-4.2-11.8-1.34.4-6.6-0.261.3%
202413.6-8.96.2-6.0-3.8-12.1-2.4-15.0-11.516.7-0.99.4-18.9%
202310.56.2-11.7-1.7-0.811.2-4.16.7-9.7-36.29.24.3-24.6%
2022-24.822.011.9-3.9-18.5-14.5-0.4-22.7-15.120.3-1.4-10.3-52.2%
202113.7-6.42.731.512.7-5.928.5-2.6-8.15.2-9.10.268.1%
2020-7.1-10.83.025.521.313.2-2.235.02.6-13.74.2-0.478.4%
201918.7-10.93.613.56.6-0.46.6-6.6-0.92.711.68.161.5%
20182.6-1.40.72.69.217.6-3.46.5-10.9-18.4-9.74.3-5.4%
201741.3-17.1-12.410.730.937.67.5-4.6-1.2-12.026.5-10.8105.7%
2016————5.1-1.220.913.13.9-0.24.421.186.0%

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 60.5%. The dominant macroeconomic risk driver is QQQ.US, accounting for 25.6% of variance. Idiosyncratic stock-specific factors contribute 31.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0110508.658153373
2016-06-0110384.167948117938
2016-07-0112552.2052104923
2016-08-0114191.482249114128
2016-09-0114747.297809275478
2016-10-0114719.039022976978
2016-11-0115361.770408504379
2016-12-0118595.84141204787
2017-01-0126276.74890240913
2017-02-0121781.417842258918
2017-03-0119076.909362394417
2017-04-0121122.462169329858
2017-05-0127650.19723206525
2017-06-0138044.5276459183
2017-07-0140883.064785719056
2017-08-0138987.98778721223
2017-09-0138510.1290365715
2017-10-0133903.14456998953
2017-11-0142884.35738004502
2017-12-0138256.91426533841
2018-01-0139249.40384658243
2018-02-0138718.41501192306
2018-03-0139004.3457912683
2018-04-0140025.406164337764
2018-05-0143722.448797664416
2018-06-0151409.016959729
2018-07-0149673.33021327806
2018-08-0152896.748456686946
2018-09-0147111.1408259232
2018-10-0138432.796238104784
2018-11-0134713.46749570992
2018-12-0136201.198992667865
2019-01-0142978.58304918544
2019-02-0138308.79632724922
2019-03-0139672.52791335161
2019-04-0145044.86193755432
2019-05-0148017.695170600164
2019-06-0147808.9189008491
2019-07-0150940.47380267878
2019-08-0147600.14263109803
2019-09-0147182.5900915959
2019-10-0148435.20313788416
2019-11-0154072.07327672661
2019-12-0158456.28579706269
2020-01-0154280.84954647768
2020-02-0148435.20313788416
2020-03-0149896.6370261416
2020-04-0162631.76661986584
2020-05-0175993.1804506251
2020-06-0186014.26310980367
2020-07-0184113.70372846605
2020-08-01113553.4755187092
2020-09-01116497.47052662075
2020-10-01100515.87885271112
2020-11-01104721.53506719261
2020-12-01104300.99618907535
2021-01-01118600.29863386149
2021-02-01111030.06396113301
2021-03-01113974.05896904459
2021-04-01149932.65137839582
2021-05-01168983.352276526
2021-06-01159018.20775110874
2021-07-01204391.388647456
2021-08-01199090.815894453
2021-09-01182976.93387711438
2021-10-01192518.06289139978
2021-11-01174920.01515455416
2021-12-01175344.0752379042
2022-01-01131879.120144414
2022-02-01160926.4335539658
2022-03-01180008.60243810032
2022-04-01173011.83392391523
2022-05-01141008.22357424616
2022-06-01120528.98308484322
2022-07-01120102.2932406231
2022-08-0192796.63925475252
2022-09-0178759.82260257182
2022-10-0194716.58755097947
2022-11-0193436.60716275545
2022-12-0183794.29921330034
2023-01-0192583.31661875155
2023-02-0198343.11693521426
2023-03-0186823.51630228877
2023-04-0185330.25785028192
2023-05-0184647.58975730427
2023-06-0194153.90786922512
2023-07-0190257.85028191928
2023-08-0196318.3347819304
2023-09-0187011.16534064317
2023-10-0155496.69051280337
2023-11-0160604.800427893286
2023-12-0163202.15729535781
2024-01-0171773.39484299436
2024-02-0165366.628780281244
2024-03-0169435.804862829
2024-04-0165280.024960442155
2024-05-0162767.66731296382
2024-06-0155196.808629181425
2024-07-0153876.31209467138
2024-08-0145777.272625972226
2024-09-0140495.28648793207
2024-10-0147273.82942212118
2024-11-0146833.63419580575
2024-12-0151235.31902565131
2025-01-0155901.049675737115
2025-02-0158101.89209065989
2025-03-0175884.60252724476
2025-04-0190234.00414521628
2025-05-0191373.04717969289
2025-06-01101847.51844175525
2025-07-0197613.15771879387
2025-08-0186113.52543959349
2025-09-0184954.64776804617
2025-10-0188698.71409150676
2025-11-0182815.18129749727
2025-12-0182636.89242495153
2026-01-01106081.87916471662
2026-02-0184598.07002295471
2026-03-0178714.53722894519
2026-04-0180408.28151812973
Annual Return Matrix
YearAnnual Return
20171.0572833149971115
2018-0.05373447681673238
20190.6147610417241243
20200.7842562996760953
20210.6811351918446011
2022-0.5221150238489125
2023-0.24574633490907016
2024-0.18934224371144148
20250.6128891943383588
2026-0.02696871628910469
Total Factor Risk
0.6046949753196561
VTI.US Exposure
-0.03067869850408193
VEA.US Exposure
0.05788738730800555
VWO.US Exposure
-0.0058526971336339126
QQQ.US Exposure
0.2557516262956168
VTV.US Exposure
0.026669577020631156
IJR.US Exposure
0.011366899060943235
QUAL.US Exposure
0.05074626045793666
SHV.US Exposure
0.1313818915524175
TLT.US Exposure
-0.008572630411548928
LQD.US Exposure
-0.005937110463350433
HYG.US Exposure
-0.004161193695962817
GLD.US Exposure
0.008424372477420339
USO.US Exposure
0.0012199387816503636
VNQ.US Exposure
0.051245165464815695
BTC-USD.CC Exposure
0.0007230619094350948
CPER.US Exposure
0.011678454736711094
VIX.INDX Exposure
0.014632059180124637
UUP.US Exposure
-0.000240023835396242
TIP.US Exposure
0.11467731368543513
Idiosyncratic Exposure
0.31903834611283094
Value Score
34.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
60.5%

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 →37.9x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.45%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$1.2B
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-7.3%
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 →
-8.9%
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 →
25.1% 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 →
1.10
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
38
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-12.7%
50.0% retracement-8.0%
61.8% retracement-2.7%
% distance of current price from each 52-week Fibonacci support level.

Compare this AssetiRun a head-to-head backtest and risk analysis against similar assets.

YSN.XETRAvsABXXF.US

Compare secunet Security Networks Aktiengesellschaft vs Abaxx Technologies Inc

YSN.XETRAvsALSEM.PA

Compare secunet Security Networks Aktiengesellschaft vs Semco Technologies Sas

YSN.XETRAvsALMU.US

Compare secunet Security Networks Aktiengesellschaft vs Aeluma, Inc

Frequently Asked Questions & Methodology

Is secunet Security Networks Aktiengesellschaft a high-risk investment?

secunet Security Networks Aktiengesellschaft (YSN.XETRA) has an annualized volatility of 60.5% and experienced a maximum drawdown of 80.2% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, YSN.XETRA has generated a Compound Annual Growth Rate (CAGR) of 22.8%. 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.

Run a Full Backtest on secunet Security Networks Aktiengesellschaft

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest