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Fresenius SE & Co. KGaA (FRE.DE)

Equity · Currency in EUR · Last updated May 17, 2022

Company Info

FRE.DEShare Price Chart


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FRE.DEPerformance

The chart shows the growth of €10,000 invested in Fresenius SE & Co. KGaA on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €27,264 for a total return of roughly 172.64%. All prices are adjusted for splits and dividends.


FRE.DE (Fresenius SE & Co. KGaA)
Benchmark (^GSPC)

FRE.DEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.64%-8.74%
YTD-3.09%-15.89%
6M-9.28%-14.17%
1Y-22.21%-4.65%
5Y-13.27%10.71%
10Y4.35%11.32%

FRE.DEMonthly Returns Heatmap


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FRE.DESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Fresenius SE & Co. KGaA Sharpe ratio is -0.94. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


FRE.DE (Fresenius SE & Co. KGaA)
Benchmark (^GSPC)

FRE.DEDividend History

Fresenius SE & Co. KGaA granted a 5.40% dividend yield in the last twelve months, as of May 17, 2022. The annual payout for that period amounted to €1.80 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend€1.80€0.88€1.68€0.80€0.75€0.62€0.55€0.44€0.14€0.12€0.32€0.29€0.25

Dividend yield

5.40%2.56%4.65%1.74%1.96%1.07%0.84%0.76%0.37%0.38%1.26%1.41%1.42%

FRE.DEDrawdowns Chart

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


FRE.DE (Fresenius SE & Co. KGaA)
Benchmark (^GSPC)

FRE.DEWorst Drawdowns

The table below shows the maximum drawdowns of the Fresenius SE & Co. KGaA. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Fresenius SE & Co. KGaA is 66.89%, recorded on Mar 19, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.89%Jun 20, 2017696Mar 19, 2020
-23.94%Nov 27, 201550Feb 9, 2016147Sep 6, 2016197
-16.85%Jul 29, 20118Aug 9, 2011117Jan 23, 2012125
-15.01%Oct 17, 201258Jan 11, 201351Mar 25, 2013109
-14.62%Aug 19, 201541Oct 14, 201512Oct 30, 201553
-12.35%Jul 22, 201337Sep 10, 201349Nov 19, 201386
-12.28%Feb 18, 201418Mar 13, 2014160Oct 29, 2014178
-11.38%Dec 3, 201034Jan 21, 201156Apr 11, 201190
-11.08%Apr 15, 201017May 7, 201027Jun 15, 201044
-10.94%Sep 23, 201630Nov 4, 201633Dec 21, 201663

FRE.DEVolatility Chart

Current Fresenius SE & Co. KGaA volatility is 32.80%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


FRE.DE (Fresenius SE & Co. KGaA)
Benchmark (^GSPC)

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