H & M Hennes & Mauritz AB B

10-Year Study

0HBP.LSE · · GB · Common Stock

Executive Summary: H & M Hennes & Mauritz AB B has compounded at -0.0% annually over the last 10 years, with a maximum drawdown of 53.4% and an annualized volatility of 34.8%.

1Y CAGR
+33.3%
3Y CAGR
+12.9%
5Y CAGR
+0.4%
10Y CAGR
-0.0%

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 →
53.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +61.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.37.3-8.5-0.2————————-5.3%
2025-0.2-2.9-8.25.80.8-4.00.85.025.23.2-2.67.530.4%
2024-16.4-4.325.81.64.3-9.2-0.4-2.76.2-7.7-3.0-1.9-12.5%
202312.82.911.62.1-7.436.1-4.9-4.9-7.4-3.414.94.261.8%
20222.7-12.6-20.0-2.09.9-9.06.2-13.2-7.47.38.3-3.1-32.4%
20213.211.1-0.96.71.7-5.3-10.8-4.43.9-6.5-0.110.46.6%
202010.4-18.1-27.211.81.1-5.91.93.010.8-9.128.0-4.3-9.4%
201911.4-1.711.47.4-11.515.82.511.81.45.1-5.93.660.1%
2018-17.8-1.4-11.622.0-8.11.13.6-10.232.9-2.17.5-24.9-20.6%
2017-0.7-5.8-4.1-4.11.6-3.40.5-4.74.9-0.1-4.4-13.4-29.8%
2016———3.8-5.5-4.74.22.0-7.66.05.4-6.1-3.7%

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 34.8%. The dominant macroeconomic risk driver is HYG.US, accounting for 25.6% of variance. Idiosyncratic stock-specific factors contribute 36.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110384.795077541477
2016-05-019811.843644687302
2016-06-019346.868937919256
2016-07-019740.672333887447
2016-08-019935.20165484488
2016-09-019176.063387228442
2016-10-019731.1828257808
2016-11-0110257.833740013215
2016-12-019631.54858588984
2017-01-019565.12202914331
2017-02-019014.747344644275
2017-03-018649.412472996026
2017-04-018298.31186350775
2017-05-018431.21533406034
2017-06-018144.83473652347
2017-07-018188.516688049765
2017-08-017805.058870200202
2017-09-018183.66562464855
2017-10-018173.95790261728
2017-11-017811.4094549295905
2017-12-016762.264881490255
2018-01-015557.785565092933
2018-02-015479.021528761994
2018-03-014842.972700318985
2018-04-015908.628794054734
2018-05-015430.080062129421
2018-06-015491.773055280301
2018-07-015687.1304701055315
2018-08-015109.288807248284
2018-09-016791.404833270573
2018-10-016647.870427928696
2018-11-017146.1647224179
2018-12-015367.894688840931
2019-01-015977.903322279026
2019-02-015876.943013153823
2019-03-016548.459997191195
2019-04-017034.595859418756
2019-05-016225.643269471256
2019-06-017210.800805936761
2019-07-017392.186934357335
2019-08-018267.202391176996
2019-09-018384.338506868424
2019-10-018814.85219923267
2019-11-018291.088423079871
2019-12-018592.36911500825
2020-01-019487.92465688658
2020-02-017767.430956274964
2020-03-015654.420762327548
2020-04-016319.30180496487
2020-05-016391.038233877208
2020-06-016011.0718388216
2020-07-016126.518195404415
2020-08-016309.2136073727215
2020-09-016990.690098739003
2020-10-016351.810084504741
2020-11-018127.220956146275
2020-12-017780.881886397831
2021-01-018029.707307984335
2021-02-018920.775476335819
2021-03-018837.831804064039
2021-04-019433.001890627824
2021-05-019596.645548407962
2021-06-019086.662820879379
2021-07-018103.681828431259
2021-08-017747.254561090667
2021-09-018047.192398098293
2021-10-017520.328865170093
2021-11-017510.531619477439
2021-12-018294.143418024581
2022-01-018520.834114334026
2022-02-017448.497317367534
2022-03-015956.372881716302
2022-04-015839.298313542076
2022-05-016416.289501616181
2022-06-015836.651770302428
2022-07-016198.327362291627
2022-08-015378.206695586539
2022-09-014980.122949558453
2022-10-015344.193299489659
2022-11-015785.203641151118
2022-12-015607.359292584028
2023-01-016327.12393487825
2023-02-016512.851960875922
2023-03-017269.069519039725
2023-04-017420.314149718251
2023-05-016872.250294728679
2023-06-019352.285119432958
2023-07-018897.79587150445
2023-08-018464.473374264297
2023-09-017837.158698035011
2023-10-017573.634610295109
2023-11-018705.03464285934
2023-12-019073.653913834594
2024-01-017588.372443050362
2024-02-017258.304298758361
2024-03-019129.695725860644
2024-04-019272.10549020639
2024-05-019674.419229234847
2024-06-018780.872374508808
2024-07-018741.56589193263
2024-08-018503.114024608936
2024-09-019033.737551315242
2024-10-018334.098947145789
2024-11-018086.000905308025
2024-12-017936.239010271162
2025-01-017918.854634276259
2025-02-017687.5198980325495
2025-03-017060.378673897194
2025-04-017466.883239324163
2025-05-017527.132663435235
2025-06-017228.185181931663
2025-07-017287.153298639184
2025-08-017654.664714304818
2025-09-019582.730214291669
2025-10-019887.161020054977
2025-11-019626.591213140731
2025-12-0110345.578118626683
2026-01-0110002.870352393107
2026-02-0110735.845329970229
2026-03-019819.626607998827
2026-04-019798.644499862077
Annual Return Matrix
YearAnnual Return
2017-0.29790471166838817
2018-0.20619869482871178
20190.6006962902738255
2020-0.09444278030293163
20210.0659644419643497
2022-0.3239375050594996
20230.6181688100198768
2024-0.12535356917561258
20250.3035870146094808
2026-0.052866414277988105
Total Factor Risk
0.3479035748802078
VTI.US Exposure
-0.0669442426775843
VEA.US Exposure
0.0516971590246998
VWO.US Exposure
0.0006224465814199286
QQQ.US Exposure
0.016148018345559796
VTV.US Exposure
0.06836414394613047
IJR.US Exposure
0.057654115718027456
QUAL.US Exposure
0.01598710077130269
SHV.US Exposure
0.2051871486990102
TLT.US Exposure
0.03216603985161344
LQD.US Exposure
-0.021797137025929707
HYG.US Exposure
0.2561723748452896
GLD.US Exposure
0.017591643784518864
USO.US Exposure
0.0018107637158181126
VNQ.US Exposure
-0.022932209303229575
BTC-USD.CC Exposure
-0.0016927162762088023
CPER.US Exposure
-0.008570903335219395
VIX.INDX Exposure
0.01062400377366556
UUP.US Exposure
0.01702367732545643
TIP.US Exposure
0.00989422687985719
Idiosyncratic Exposure
0.3609943453558023
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
63.6
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 →0.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.30%
Market Cap$222.1B
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 →
-2.7%
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 →
+5.4%
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 →
8.9% 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 →
1.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is H & M Hennes & Mauritz AB B a high-risk investment?

H & M Hennes & Mauritz AB B (0HBP.LSE) has an annualized volatility of 34.8% and experienced a maximum drawdown of 53.4% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, 0HBP.LSE has generated a Compound Annual Growth Rate (CAGR) of -0.0%. It has had a positive return in 40% 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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