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Fresenius SE & Co. KGaA

FRE.DE
Equity · Currency in EUR
ISIN
DE0005785604
Sector
Healthcare
Industry
Medical Care Facilities

FRE.DEPrice Chart


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S&P 500

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 €36,465 for a total return of roughly 264.65%. All prices are adjusted for splits and dividends.


FRE.DE (Fresenius SE & Co. KGaA)
Benchmark (S&P 500)

FRE.DEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.23%
YTD21.75%
6M19.42%
1Y3.87%
5Y-4.93%
10Y8.30%

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 0.47. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


FRE.DE (Fresenius SE & Co. KGaA)
Benchmark (S&P 500)

FRE.DEDividends

Fresenius SE & Co. KGaA granted a 3.81% dividend yield in the last twelve months, as of Jun 12, 2021. The annual payout for that period amounted to €1.72 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend€1.72€1.68€0.80€0.75€0.62€0.55€0.44€0.42€0.37€0.32€0.29€0.25

Dividend yield

3.81%4.44%1.59%1.77%0.95%0.74%0.67%0.97%0.99%1.09%1.20%1.20%

FRE.DEDrawdowns Chart

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


FRE.DE (Fresenius SE & Co. KGaA)
Benchmark (S&P 500)

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, 2014146Oct 9, 2014164
-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 8.42%. 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 (S&P 500)

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