Deutsche Boerse AG

10-Year Study

0H3T.LSE · · GB · Common Stock

Executive Summary: Deutsche Boerse AG has compounded at 14.8% annually over the last 10 years, with a maximum drawdown of 25.2% and an annualized volatility of 19.8%.

1Y CAGR
-9.3%
3Y CAGR
+19.2%
5Y CAGR
+16.1%
10Y CAGR
+14.8%

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 →
25.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.27
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +35.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · 2.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.39.57.63.9————————15.8%
20257.05.58.83.12.4-2.8-8.5-0.4-9.5-3.95.8-3.12.4%
2024-0.24.9-2.8-4.12.94.6-1.47.83.91.23.90.422.4%
20230.80.98.8-3.9-4.34.92.4-5.40.0-5.511.77.017.0%
20227.3-3.07.31.6-4.11.77.2-1.3-0.0-2.26.6-7.612.8%
2021-5.22.14.41.3-4.19.0-4.03.3-3.62.0-2.55.16.9%
20208.7-4.7-10.812.76.88.1-3.41.7-4.5-16.010.60.45.1%
201912.8-4.63.53.46.90.61.65.37.8-3.10.3-2.435.2%
20186.96.20.50.84.5-0.3-0.75.5-2.9-3.40.6-8.58.4%
20178.3-2.66.85.25.4-0.4-3.91.22.2-3.07.21.630.8%
2016———-3.713.7-8.11.7-1.8-4.4-2.48.53.04.9%

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 19.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 34.4% of variance. Idiosyncratic stock-specific factors contribute 39.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019634.187090735899
2016-05-0110958.877010059232
2016-06-0110065.798113831734
2016-07-0110239.453267213821
2016-08-0110059.597331502468
2016-09-019613.057883388718
2016-10-019386.338662459666
2016-11-0110185.009400917981
2016-12-0110485.473046545765
2017-01-0111356.49178687263
2017-02-0111063.625346404293
2017-03-0111810.628440145825
2017-04-0112430.12483022657
2017-05-0113101.970452357877
2017-06-0113051.765726796522
2017-07-0112536.252965320504
2017-08-0112691.821118235453
2017-09-0112975.394697250544
2017-10-0112583.631597058866
2017-11-0113490.19262323016
2017-12-0113710.112594902723
2018-01-0114659.09827658149
2018-02-0115560.705326521891
2018-03-0115642.030332298762
2018-04-0115772.861852221891
2018-05-0116487.215250267232
2018-06-0116436.64479491702
2018-07-0116313.826082186133
2018-08-0117206.090398429358
2018-09-0116714.798923424496
2018-10-0116147.651765394316
2018-11-0116237.953775079506
2018-12-0114865.23688484665
2019-01-0116765.369378774707
2019-02-0115992.31634961773
2019-03-0116545.017180988034
2019-04-0117108.556913373573
2019-05-0118289.049551399166
2019-06-0118392.501209401915
2019-07-0118680.69628302166
2019-08-0119674.583608323344
2019-09-0121204.215202057396
2019-10-0120539.168829182578
2019-11-0120598.284062327002
2019-12-0120095.787956518052
2020-01-0121839.72058244131
2020-02-0120808.877924383705
2020-03-0118562.4658167328
2020-04-0120912.329582386454
2020-05-0122324.212808189684
2020-06-0124139.379622533612
2020-07-0123314.642324578534
2020-08-0123721.367097950748
2020-09-0122651.85682676211
2020-10-0119021.523198074265
2020-11-0121032.521690270092
2020-12-0121126.663862738285
2021-01-0120019.48342329732
2021-02-0120441.269614337936
2021-03-0121345.087667092794
2021-04-0121623.757142120932
2021-05-0120735.266492335468
2021-06-0122610.130382669726
2021-07-0121705.431253605348
2021-08-0122417.640145161477
2021-09-0121601.480873163247
2021-10-0122044.213406656614
2021-11-0121485.97675620951
2021-12-0122575.485797216134
2022-01-0124215.517914941225
2022-02-0123499.452236520778
2022-03-0125216.4870988817
2022-04-0125632.27199656879
2022-05-0124578.887084252507
2022-06-0125002.934150351517
2022-07-0126793.34770762231
2022-08-0126447.81617755849
2022-09-0126443.89289436892
2022-10-0125866.721415307788
2022-11-0127562.909679703826
2022-12-0125474.093862887898
2023-01-0125686.117395937406
2023-02-0125921.6972522056
2023-03-0128210.75012842103
2023-04-0127115.306290386125
2023-05-0125939.0195449324
2023-06-0127202.283483808977
2023-07-0127859.998636825334
2023-08-0126364.130552235358
2023-09-0126372.1433594276
2023-10-0124916.389183042775
2023-11-0127831.92056348986
2023-12-0129792.980315425317
2024-01-0129732.834389239568
2024-02-0131184.582162028273
2024-03-0130314.328129441747
2024-04-0129083.148667496764
2024-05-0129920.753004387094
2024-06-0131301.44945364957
2024-07-0130875.35762554922
2024-08-0133276.22407266718
2024-09-0134562.6952290549
2024-10-0134980.608009149895
2024-11-0136340.823590236345
2024-12-0136480.11676754713
2025-01-0139036.684360230545
2025-02-0141175.33917281897
2025-03-0144805.32369579926
2025-04-0146181.93062105905
2025-05-0147287.199291149176
2025-06-0145972.965918970905
2025-07-0142075.54979992918
2025-08-0141892.684905500406
2025-09-0137919.529472002556
2025-10-0136431.67419460482
2025-11-0138534.6204805357
2025-12-0137345.99866674868
2026-01-0135351.1089093439
2026-02-0138692.549252996905
2026-03-0141626.69960451311
2026-04-0143255.85957306034
Annual Return Matrix
YearAnnual Return
20170.30753400767352645
20180.08425345028700848
20190.3518646296853385
20200.05129810826282477
20210.0685778854574941
20220.12839626538752968
20230.1695403367744286
20240.22445342430745496
20250.02373572170064553
20260.15824616069441344
Total Factor Risk
0.19763674179373728
VTI.US Exposure
-0.01929374123569337
VEA.US Exposure
0.037450308777267835
VWO.US Exposure
0.0017617333382499137
QQQ.US Exposure
0.3441151650647133
VTV.US Exposure
0.15914224882552536
IJR.US Exposure
-0.01888379517393384
QUAL.US Exposure
-0.04496700539351653
SHV.US Exposure
0.022329266227857806
TLT.US Exposure
0.052712669613665414
LQD.US Exposure
-0.012987651480900529
HYG.US Exposure
-0.003453490662585147
GLD.US Exposure
0.0034699265769686984
USO.US Exposure
-0.00305516012061174
VNQ.US Exposure
-0.004532007577707288
BTC-USD.CC Exposure
0.006039566627366793
CPER.US Exposure
0.0015612038525185713
VIX.INDX Exposure
0.05423402463709178
UUP.US Exposure
0.0329374892342161
TIP.US Exposure
-0.0016750940170874242
Idiosyncratic Exposure
0.39309434288659434
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.8%

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 →2.55%
Market Cap$29.6B
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 →
+10.5%
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 →
+11.6%
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 →
10.4% 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 →
0.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Deutsche Boerse AG a high-risk investment?

Deutsche Boerse AG (0H3T.LSE) has an annualized volatility of 19.8% and experienced a maximum drawdown of 25.2% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of 0H3T.LSE?

Over the past 10 years, 0H3T.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.8%. It has had a positive return in 100% 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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