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Evonik Industries AG (EVK.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINDE000EVNK013
SectorBasic Materials
IndustrySpecialty Chemicals

Highlights

Market Cap€9.39B
EPS-€1.00
PEG Ratio5.06
Revenue (TTM)€15.06B
Gross Profit (TTM)€4.35B
EBITDA (TTM)€1.92B
Year Range€15.79 - €20.96
Target Price€21.80

Share Price Chart


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Evonik Industries AG

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Evonik Industries AG, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%December2024FebruaryMarchAprilMay
-5.64%
301.36%
EVK.DE (Evonik Industries AG)
Benchmark (^GSPC)

S&P 500

Returns By Period

Evonik Industries AG had a return of 9.30% year-to-date (YTD) and 9.67% in the last 12 months. Over the past 10 years, Evonik Industries AG had an annualized return of 0.33%, while the S&P 500 had an annualized return of 10.76%, indicating that Evonik Industries AG did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.30%11.21%
1 month5.86%4.60%
6 months14.17%16.35%
1 year9.67%27.79%
5 years (annualized)0.63%13.43%
10 years (annualized)0.33%10.76%

Monthly Returns

The table below presents the monthly returns of EVK.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-7.32%-0.50%7.42%6.66%9.30%
202313.52%-0.64%-4.30%2.07%-5.14%-0.83%7.92%-5.87%-2.15%0.20%-1.21%7.87%10.02%
20221.12%-6.60%-6.36%-0.68%4.46%-18.33%2.06%-10.51%-7.23%8.14%0.38%-4.22%-33.98%
20211.87%2.61%8.14%-3.45%0.45%0.54%3.61%-2.39%-4.65%2.75%-5.03%6.99%10.96%
2020-8.97%-9.53%-14.90%17.78%1.13%2.08%1.15%6.25%-6.83%-6.47%22.45%5.41%3.01%
20199.45%3.73%-1.90%9.39%-7.19%8.89%1.37%-10.71%-2.29%4.42%11.37%3.30%30.82%
20181.37%-4.31%-5.88%2.93%5.56%-2.17%7.91%1.45%-3.92%-11.18%-13.32%-8.21%-27.86%
20175.64%1.10%0.84%0.29%3.81%-8.71%2.91%-5.45%10.98%3.51%0.19%0.10%14.75%
2016-7.25%-2.02%-5.23%4.93%-0.15%0.91%4.26%8.09%-0.13%-5.43%-7.55%7.87%-3.37%
20153.80%8.17%9.01%3.72%1.79%0.66%6.46%-8.87%-9.91%10.48%-2.15%-5.33%16.36%
2014-5.50%3.50%-2.42%0.55%5.49%0.45%-5.04%-0.53%0.00%-2.92%-0.43%2.26%-5.04%
2013-2.25%-4.10%-11.92%-4.12%6.75%-1.92%2.55%4.27%1.49%-10.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EVK.DE is 60, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EVK.DE is 6060
EVK.DE (Evonik Industries AG)
The Sharpe Ratio Rank of EVK.DE is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of EVK.DE is 5858Sortino Ratio Rank
The Omega Ratio Rank of EVK.DE is 5656Omega Ratio Rank
The Calmar Ratio Rank of EVK.DE is 5959Calmar Ratio Rank
The Martin Ratio Rank of EVK.DE is 6464Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Evonik Industries AG (EVK.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EVK.DE
Sharpe ratio
The chart of Sharpe ratio for EVK.DE, currently valued at 0.58, compared to the broader market-2.00-1.000.001.002.003.004.000.58
Sortino ratio
The chart of Sortino ratio for EVK.DE, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.006.000.96
Omega ratio
The chart of Omega ratio for EVK.DE, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for EVK.DE, currently valued at 0.29, compared to the broader market0.002.004.006.000.29
Martin ratio
The chart of Martin ratio for EVK.DE, currently valued at 1.76, compared to the broader market-10.000.0010.0020.0030.001.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market-2.00-1.000.001.002.003.004.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-4.00-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.002.004.006.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market-10.000.0010.0020.0030.009.59

Sharpe Ratio

The current Evonik Industries AG Sharpe ratio is 0.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Evonik Industries AG with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.58
2.56
EVK.DE (Evonik Industries AG)
Benchmark (^GSPC)

Dividends

Dividend History

Evonik Industries AG granted a 5.79% dividend yield in the last twelve months. The annual payout for that period amounted to €1.17 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend€1.17€1.17€1.17€1.15€1.15€1.15€1.15€1.15€1.15€1.00€1.00

Dividend yield

5.79%6.32%6.52%4.04%4.31%4.23%5.28%3.67%4.05%3.27%3.69%

Monthly Dividends

The table displays the monthly dividend distributions for Evonik Industries AG. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.00€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€1.17€0.00€0.00€0.00€0.00€0.00€0.00€1.17
2022€0.00€0.00€0.00€0.00€1.17€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.17
2021€0.00€0.00€0.00€0.00€0.00€1.15€0.00€0.00€0.00€0.00€0.00€0.00€1.15
2020€0.00€0.00€0.00€0.00€0.57€0.00€0.00€0.00€0.58€0.00€0.00€0.00€1.15
2019€0.00€0.00€0.00€0.00€1.15€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.15
2018€0.00€0.00€0.00€0.00€1.15€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.15
2017€0.00€0.00€0.00€0.00€1.15€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.15
2016€0.00€0.00€0.00€0.00€1.15€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.15
2015€0.00€0.00€0.00€0.00€1.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.00
2014€1.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%5.8%
Evonik Industries AG has a dividend yield of 5.79%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%121.9%
Evonik Industries AG has a payout ratio of 121.88%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-24.03%
-0.29%
EVK.DE (Evonik Industries AG)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Evonik Industries AG. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Evonik Industries AG was 51.49%, occurring on Mar 18, 2020. Recovery took 264 trading sessions.

The current Evonik Industries AG drawdown is 24.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.49%Aug 11, 20151164Mar 18, 2020264Apr 6, 20211428
-40.03%Aug 5, 2021297Sep 29, 2022
-25.44%Apr 26, 201351Jul 8, 2013424Mar 12, 2015475
-11.36%Apr 13, 201518May 7, 201532Jun 23, 201550
-5.73%Apr 7, 202120May 4, 202163Aug 2, 202183

Volatility

Volatility Chart

The current Evonik Industries AG volatility is 4.16%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
4.16%
2.61%
EVK.DE (Evonik Industries AG)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Evonik Industries AG over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items