Deutsche Bank AG NA O.N.

10-Year Study

0H7D.LSE · · GB · Common Stock

Executive Summary: Deutsche Bank AG NA O.N. has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 63.9% and an annualized volatility of 59.4%.

1Y CAGR
+16.8%
3Y CAGR
+47.4%
5Y CAGR
+21.0%
10Y CAGR
+8.6%

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 →
63.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +104.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -55.6%
% 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.
20260.2-9.1-16.711.9————————-15.1%
202513.78.15.76.19.03.814.63.70.51.4-0.18.2104.1%
2024-1.92.218.23.62.6-1.6-2.51.65.80.11.35.639.1%
202314.8-3.3-21.06.4-0.40.35.20.52.9-0.410.47.219.6%
202211.3-8.43.9-17.713.7-22.62.8-1.8-8.927.05.24.5-1.6%
2021-6.522.0-0.313.95.5-10.3-2.6-2.15.41.0-5.95.323.5%
202023.9-8.2-25.120.26.212.4-8.67.0-12.59.118.3-4.229.1%
201911.15.6-11.21.5-16.011.43.8-6.64.6-5.41.15.51.1%
2018-6.8-10.8-14.20.4-18.60.821.2-13.31.3-12.0-6.8-13.6-55.6%
201711.5-2.6-3.03.9-4.7-0.6-2.6-11.68.5-4.013.6-0.25.4%
2016———12.4-4.4-23.9-1.310.3-20.024.012.614.914.2%

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 59.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 70.8% of variance. Idiosyncratic stock-specific factors contribute 8.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111236.350674641815
2016-05-0110739.063152037836
2016-06-018176.9022117123395
2016-07-018071.3590207261095
2016-08-018899.70788704966
2016-09-017119.209904020031
2016-10-018829.374739184866
2016-11-019939.75170399221
2016-12-0111418.051884824037
2017-01-0112730.560578661845
2017-02-0112400.542495479205
2017-03-0112028.533175685074
2017-04-0112497.13103352344
2017-05-0111913.513701488386
2017-06-0111843.441368757825
2017-07-0111530.897899568787
2017-08-0110191.090555014605
2017-09-0111055.171094728057
2017-10-0110611.176797885657
2017-11-0112057.91834747531
2017-12-0112029.141744331617
2018-01-0111213.572819585477
2018-02-0110005.303241062735
2018-03-018584.904020030603
2018-04-018615.245513979691
2018-05-017014.970788704965
2018-06-017074.34970093198
2018-07-018570.906941160105
2018-08-017432.535818611768
2018-09-017529.037418277924
2018-10-016627.312560856865
2018-11-016176.884824036722
2018-12-015339.581304771178
2019-01-015934.065934065934
2019-02-016264.25789400473
2019-03-015561.708860759494
2019-04-015645.256642092086
2019-05-014743.966476561413
2019-06-015284.027681179579
2019-07-015486.681040478509
2019-08-015121.887606064821
2019-09-015354.9693976909175
2019-10-015064.247461399361
2019-11-015118.410070941717
2019-12-015400.959799693977
2020-01-016690.690638475448
2020-02-016140.544582000279
2020-03-014598.170816525247
2020-04-015525.629433857282
2020-05-015869.296842398108
2020-06-016596.44943663931
2020-07-016029.089581304771
2020-08-016453.088051189317
2020-09-015646.039087494784
2020-10-016157.671442481569
2020-11-017281.523855890946
2020-12-016974.457504520796
2021-01-016522.464876895257
2021-02-017960.33871192099
2021-03-017940.082069828904
2021-04-019045.242731951592
2021-05-019545.573097788287
2021-06-018559.778828766172
2021-07-018337.738211155935
2021-08-018160.296981499514
2021-09-018602.552510780359
2021-10-018685.404785088329
2021-11-018176.989150090416
2021-12-018610.290026429268
2022-01-019580.261510641258
2022-02-018775.55988315482
2022-03-019121.052997635277
2022-04-017503.216719988872
2022-05-018530.045903463626
2022-06-016599.405341493949
2022-07-016782.845319237725
2022-08-016659.132007233274
2022-09-016065.429823341216
2022-10-017702.827236055083
2022-11-018102.7437752121305
2022-12-018468.667408540827
2023-01-019719.189038809292
2023-02-019396.299902629016
2023-03-017426.015440255947
2023-04-017904.958965085547
2023-05-017876.703992210322
2023-06-017898.960216998191
2023-07-018309.483238280707
2023-08-018349.561830574488
2023-09-018591.424398386423
2023-10-018556.909862289609
2023-11-019448.897621365975
2023-12-0110129.451244957574
2024-01-019937.404367784115
2024-02-0110159.87967728474
2024-03-0112004.885936847963
2024-04-0112442.968423981083
2024-05-0112769.335095284461
2024-06-0112560.509111142022
2024-07-0112251.182361941856
2024-08-0112448.619418556125
2024-09-0113166.643483099178
2024-10-0113182.64014466546
2024-11-0113349.040200306024
2024-12-0114093.754346918906
2025-01-0116019.70023647239
2025-02-0117323.68896925859
2025-03-0118314.9603560996
2025-04-0119433.074836555847
2025-05-0121178.18889970789
2025-06-0121974.28362776464
2025-07-0125174.92001669217
2025-08-0126103.248017804977
2025-09-0126233.22089303102
2025-10-0126603.056753373214
2025-11-0126574.88871887606
2025-12-0128765.99666156628
2026-01-0128820.07233273056
2026-02-0126205.400612046178
2026-03-0121817.185978578385
2026-04-0124416.643483099182
Annual Return Matrix
YearAnnual Return
20170.05351962538546462
2018-0.5561128617270388
20190.011495001465368526
20200.2913366814757581
20210.23454620246064106
2022-0.016448065913428067
20230.19610922903192707
20240.39136405379657213
20251.0410456968022106
2026-0.1511977224233706
Total Factor Risk
0.594467984434189
VTI.US Exposure
0.70841471697341
VEA.US Exposure
0.23731547609075052
VWO.US Exposure
0.014884467181716344
QQQ.US Exposure
-0.06392005053739575
VTV.US Exposure
-0.04924155239822773
IJR.US Exposure
-0.054997771322797595
QUAL.US Exposure
-0.07396333488003587
SHV.US Exposure
0.15107497296048075
TLT.US Exposure
0.003606036339451747
LQD.US Exposure
-0.004651894296150412
HYG.US Exposure
0.09791352552367413
GLD.US Exposure
-0.004200789076088687
USO.US Exposure
0.00424210675282175
VNQ.US Exposure
-0.020074391878683803
BTC-USD.CC Exposure
0.0015340852573610944
CPER.US Exposure
0.012442671007896427
VIX.INDX Exposure
-0.03499457482539925
UUP.US Exposure
-0.005560202272210435
TIP.US Exposure
0.00014464631480254797
Idiosyncratic Exposure
0.08003185708462428
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
59.4%

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 →0.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →11.81%
Market Cap$17.2B
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 →
+0.2%
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 →
-5.8%
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 →
17.2% 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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Deutsche Bank AG NA O.N. (0H7D.LSE) has an annualized volatility of 59.4% and experienced a maximum drawdown of 63.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 0H7D.LSE?

Over the past 10 years, 0H7D.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.6%. 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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