LVMH Moet Hennessy Louis Vuitton SE

10-Year Study

0HAU.LSE · · GB · Common Stock

Executive Summary: LVMH Moet Hennessy Louis Vuitton SE has compounded at 15.1% annually over the last 10 years, with a maximum drawdown of 46.2% and an annualized volatility of 62.7%.

1Y CAGR
+2.3%
3Y CAGR
-14.7%
5Y CAGR
-4.2%
10Y CAGR
+15.1%

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 →
46.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +63.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -24.4%
% 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.
2026-14.4-0.3-15.24.5————————-24.4%
202510.9-1.8-16.9-13.5-2.0-7.07.05.93.317.63.81.73.7%
20245.38.9-1.1-5.6-5.7-3.0-8.13.33.5-12.8-3.58.3-12.2%
202316.8-1.06.73.5-6.05.3-1.2-7.5-8.1-5.63.75.69.9%
2022-1.1-8.2-0.4-3.8-4.4-3.917.4-2.5-8.05.915.1-6.6-4.1%
2021-2.85.09.610.44.01.61.8-7.5-0.97.83.06.043.3%
2020-4.6-6.2-5.94.74.83.4-5.37.80.80.820.06.626.7%
20197.29.18.66.6-2.110.5-0.0-3.20.64.96.52.363.2%
20182.6-2.61.517.02.7-3.64.31.10.8-11.8-6.03.06.8%
20174.61.18.811.40.31.4—-3.74.310.6-3.90.940.4%
2016———-1.6-1.3-5.612.8-0.6-1.010.34.04.221.7%

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 62.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 67.4% of variance. Idiosyncratic stock-specific factors contribute 5.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019843.501186822428
2016-05-019712.615093469849
2016-06-019171.262318084586
2016-07-0110346.859469710755
2016-08-0110289.12369237239
2016-09-0110189.155637507632
2016-10-0111241.533528239095
2016-11-0111687.123684285018
2016-12-0112173.18306988706
2017-01-0112736.81656618102
2017-02-0112872.830055924205
2017-03-0114001.957144994522
2017-04-0115600.596848349569
2017-05-0115641.074165281703
2017-06-0115867.528780949377
2017-08-0115287.138241561834
2017-09-0115945.04628000922
2017-10-0117639.343466815473
2017-11-0116944.54081900857
2017-12-0117094.67486726594
2018-01-0117538.6637228618
2018-02-0117087.743986025012
2018-03-0117344.235116195374
2018-04-0120299.491708417743
2018-05-0120843.286871358156
2018-06-0120099.547511312216
2018-07-0120973.784770662238
2018-08-0121208.723043764836
2018-09-0121373.058524296495
2018-10-0118861.05483645304
2018-11-0117724.374138188996
2018-12-0118254.92217922434
2019-01-0119577.054496783247
2019-02-0121351.610803116873
2019-03-0123182.7625667714
2019-04-0124723.019502707248
2019-05-0124215.253599893244
2019-06-0126768.36541999766
2019-07-0126761.216179604442
2019-08-0125917.33084242152
2019-09-0126078.237275524767
2019-10-0127354.79722926498
2019-11-0129128.39113785337
2019-12-0129798.03395889186
2020-01-0128428.056724855338
2020-02-0126669.73178217461
2020-03-0125093.48602299241
2020-04-0126269.592679307236
2020-05-0127533.358404198967
2020-06-0128476.6295051739
2020-07-0126963.966696185587
2020-08-0129057.011957185434
2020-09-0129280.611729121425
2020-10-0129507.3008786934
2020-11-0135402.12455367794
2020-12-0137743.12067578114
2021-01-0136683.05169046376
2021-02-0138530.823011819695
2021-03-0142218.99805498607
2021-04-0146607.62073441461
2021-05-0148449.09198985843
2021-06-0149243.67668288185
2021-07-0150124.07652275181
2021-08-0146373.458849409006
2021-09-0145942.80607685434
2021-10-0149509.282285815956
2021-11-0150993.137861455165
2021-12-0154071.62180194825
2022-01-0153452.58977998293
2022-02-0149092.281003966855
2022-03-0148881.22475222302
2022-04-0147007.56574025775
2022-05-0144950.45269087218
2022-06-0143217.554458368206
2022-07-0150723.472395763834
2022-08-0149453.60070198424
2022-09-0145517.56375885062
2022-10-0148205.14437988023
2022-11-0155481.72050837245
2022-12-0151836.958499630004
2023-01-0160543.49593002802
2023-02-0159959.40137242771
2023-03-0163999.32874779113
2023-04-0166222.55650043066
2023-05-0162277.76901645376
2023-06-0165599.29478081188
2023-07-0164783.48881313713
2023-08-0159938.746214097104
2023-09-0155099.18762307976
2023-10-0151999.86251460782
2023-11-0153913.79665910497
2023-12-0156955.33746598248
2024-01-0159995.107137513696
2024-02-0165327.67217012604
2024-03-0164635.255298242206
2024-04-0161025.91599642538
2024-05-0157551.68439823857
2024-06-0155806.74406285508
2024-07-0151285.310494583486
2024-08-0152985.89157254983
2024-09-0154842.017153324516
2024-10-0147823.630503964836
2024-11-0146158.35890965997
2024-12-0149985.53977169338
2025-01-0155443.386346083076
2025-02-0154430.895393834995
2025-03-0145248.375448343904
2025-04-0139119.47884948989
2025-05-0138345.74341182131
2025-06-0135647.71390098625
2025-07-0138153.320474405475
2025-08-0140418.38422314687
2025-09-0141733.31877605651
2025-10-0149077.74798927614
2025-11-0150953.93834993267
2025-12-0151823.90547474918
2026-01-0144339.038977108685
2026-02-0144189.42252091598
2026-03-0137456.6819922442
2026-04-0139159.074642436884
Annual Return Matrix
YearAnnual Return
20170.4042896397042799
20180.06787185605852741
20190.632328731195829
20200.2666312390894643
20210.4326219145054615
2022-0.041327839407208744
20230.09873995532336277
2024-0.12237303832063018
20250.03677795041230847
2026-0.2443820224719101
Total Factor Risk
0.6266160183018987
VTI.US Exposure
0.22730674706529228
VEA.US Exposure
0.07232723710028804
VWO.US Exposure
-0.009003209796221318
QQQ.US Exposure
-0.06451923815613207
VTV.US Exposure
-0.028827571262685033
IJR.US Exposure
-0.010117258978593292
QUAL.US Exposure
0.051229414460837036
SHV.US Exposure
0.6739320284715071
TLT.US Exposure
0.040801907671267054
LQD.US Exposure
-0.006920421387847781
HYG.US Exposure
-0.006304935600721501
GLD.US Exposure
-0.001997996630905577
USO.US Exposure
0.0036953785295215638
VNQ.US Exposure
-0.019747496202620046
BTC-USD.CC Exposure
0.0008181285206761256
CPER.US Exposure
0.027307068503838728
VIX.INDX Exposure
-0.00891830002018088
UUP.US Exposure
-0.00047176012908917484
TIP.US Exposure
0.00046464355126135963
Idiosyncratic Exposure
0.05894563429050751
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
62.7%

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 →2.06%
Market Cap$356.4B
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 →
-3.3%
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 →
-10.5%
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 →
25.4% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is LVMH Moet Hennessy Louis Vuitton SE a high-risk investment?

LVMH Moet Hennessy Louis Vuitton SE (0HAU.LSE) has an annualized volatility of 62.7% and experienced a maximum drawdown of 46.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0HAU.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.1%. 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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