Deutsche Post AG NA O.N.

10-Year Study

0H3Q.LSE · · GB · Common Stock

Executive Summary: Deutsche Post AG NA O.N. has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 46.6% and an annualized volatility of 34.8%.

1Y CAGR
+26.7%
3Y CAGR
+8.5%
5Y CAGR
+1.0%
10Y CAGR
+10.3%

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 →
46.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +49.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -38.1%
% 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.
20261.06.0-10.78.5————————3.8%
20252.68.44.8-5.610.21.7-0.8-1.2-2.54.613.04.245.1%
2024-1.0-3.6-7.1-1.22.5-1.78.5-4.21.6-7.0-7.1-2.0-21.0%
202310.62.57.40.51.86.04.6-7.7-10.4-5.017.44.332.8%
2022-5.8-14.8-3.6-5.9-1.5-8.48.3-4.3-15.316.45.2-6.6-34.1%
20210.31.013.34.817.72.90.35.6-10.4-1.6-2.27.442.9%
2020-7.9-14.1-8.612.50.416.35.315.71.0-2.26.50.522.3%
20197.86.06.16.6-11.19.62.11.52.43.96.31.349.3%
2018-4.5-1.1-5.64.8-10.1-13.97.94.0-2.2-9.00.6-15.0-38.1%
2017-0.14.3-1.02.90.92.4-2.17.88.44.51.5-0.232.6%
2016———5.05.6-4.05.77.0-2.51.54.25.831.3%

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 34.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 32.0% of variance. Idiosyncratic stock-specific factors contribute 12.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110499.577549788775
2016-05-0111086.05914302957
2016-06-0110645.684972842486
2016-07-0111253.108026554013
2016-08-0112041.581170790585
2016-09-0111737.41701870851
2016-10-0111908.569704284853
2016-11-0112409.897404948702
2016-12-0113134.942667471334
2017-01-0113120.33796016898
2017-02-0113688.352444176222
2017-03-0113546.288473144237
2017-04-0113940.555220277609
2017-05-0114060.89318044659
2017-06-0114402.414001207
2017-07-0114096.499698249849
2017-08-0115189.318044659023
2017-09-0116457.63427881714
2017-10-0117190.343995171996
2017-11-0117445.62462281231
2017-12-0117418.88955944478
2018-01-0116642.908871454438
2018-02-0116454.918527459264
2018-03-0115528.123114061556
2018-04-0116276.222088111042
2018-05-0114639.589619794808
2018-06-0112610.681955340979
2018-07-0113611.587205793603
2018-08-0114161.677730838866
2018-09-0113846.047073023537
2018-10-0112601.689800844899
2018-11-0112678.33433916717
2018-12-0110780.14484007242
2019-01-0111616.23415811708
2019-02-0112317.622208811103
2019-03-0113075.07543753772
2019-04-0113931.683765841883
2019-05-0112386.904043452021
2019-06-0113570.187085093543
2019-07-0113856.608328304163
2019-08-0114058.47917923959
2019-09-0114389.559444779721
2019-10-0114945.98672299336
2019-11-0115889.740494870248
2019-12-0116096.3789981895
2020-01-0114826.191913095956
2020-02-0112734.339167169584
2020-03-0111633.252866626433
2020-04-0113081.834640917321
2020-05-0113138.141219070609
2020-06-0115284.067592033796
2020-07-0116086.964393482194
2020-08-0118620.398310199154
2020-09-0118813.880506940255
2020-10-0118397.948098974048
2020-11-0119587.688593844297
2020-12-0119681.47254073627
2021-01-0119737.65841882921
2021-02-0119941.339770669885
2021-03-0122596.01689800845
2021-04-0123676.946288473144
2021-05-0127863.005431502712
2021-06-0128663.307181653592
2021-07-0128763.24683162341
2021-08-0130382.317441158717
2021-09-0127220.156910078455
2021-10-0126773.74773687387
2021-11-0126186.541943270975
2021-12-0128122.933011466506
2022-01-0126480.62764031382
2022-02-0122566.867833433917
2022-03-0121762.34158117079
2022-04-0120484.3089921545
2022-05-0120169.34218467109
2022-06-0118467.410983705493
2022-07-0120001.267350633672
2022-08-0119131.321665660835
2022-09-0116211.526855763428
2022-10-0118863.30718165359
2022-11-0119843.391671695834
2022-12-0118532.770066385034
2023-01-0120504.284852142428
2023-02-0121014.906457453228
2023-03-0122574.411587205796
2023-04-0122686.360893180445
2023-05-0123102.05190102595
2023-06-0124492.33554616777
2023-07-0125609.474954737474
2023-08-0123625.16596258298
2023-09-0121161.73808086904
2023-10-0120094.870247435123
2023-11-0123592.818346409174
2023-12-0124613.21665660833
2024-01-0124360.89318044659
2024-02-0123480.86904043452
2024-03-0121821.66566083283
2024-04-0121557.634278817135
2024-05-0122103.983101991547
2024-06-0121733.856366928183
2024-07-0123589.6197948099
2024-08-0122596.439348219676
2024-09-0122964.27278213639
2024-10-0121345.503922751963
2024-11-0119835.546167773085
2024-12-0119440.977670488835
2025-01-0119949.84912492456
2025-02-0121632.830416415207
2025-03-0122665.298732649368
2025-04-0121388.050694025344
2025-05-0123572.721786360897
2025-06-0123971.03198551599
2025-07-0123771.876885938444
2025-08-0123488.231744115874
2025-09-0122896.80144840072
2025-10-0123958.96197948099
2025-11-0127076.04103802052
2025-12-0128207.604103802052
2026-01-0128503.31925165962
2026-02-0130211.225105612557
2026-03-0126982.498491249247
2026-04-0129287.86964393482
Annual Return Matrix
YearAnnual Return
20170.3261488839675435
2018-0.3811233027637364
20190.49315053155458033
20200.2227267103334245
20210.4289039071267806
2022-0.3410086331027882
20230.328091621945501
2024-0.21014071660279365
20250.45093547155402813
20260.038296961916987504
Total Factor Risk
0.3477388960509919
VTI.US Exposure
-0.17373540346554295
VEA.US Exposure
0.3034394210402125
VWO.US Exposure
-0.029062272152790464
QQQ.US Exposure
0.32004950617592454
VTV.US Exposure
0.08498206814930404
IJR.US Exposure
0.06353204637412212
QUAL.US Exposure
-0.056986294074633834
SHV.US Exposure
0.2525842573474445
TLT.US Exposure
-0.039574625167985336
LQD.US Exposure
0.03866658918255206
HYG.US Exposure
0.10034332687614123
GLD.US Exposure
-0.010111899161688375
USO.US Exposure
0.014683683990325328
VNQ.US Exposure
0.018132750634072325
BTC-USD.CC Exposure
0.0014388666001517838
CPER.US Exposure
-0.00036591171303592757
VIX.INDX Exposure
-0.03405727160645642
UUP.US Exposure
-0.013015554566101482
TIP.US Exposure
0.03580651705845645
Idiosyncratic Exposure
0.1232501984795278
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
59.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.8%

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 →4.94%
Market Cap$64.9B
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 →
+2.3%
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 →
+11.9%
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 →
5.0% 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 →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Deutsche Post AG NA O.N. a high-risk investment?

Deutsche Post AG NA O.N. (0H3Q.LSE) has an annualized volatility of 34.8% and experienced a maximum drawdown of 46.6% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of 0H3Q.LSE?

Over the past 10 years, 0H3Q.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.3%. 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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