Hermes International SCA

10-Year Study

0HV2.LSE · · GB · Common Stock

Executive Summary: Hermes International SCA has compounded at 18.7% annually over the last 10 years, with a maximum drawdown of 40.3% and an annualized volatility of 65.4%.

1Y CAGR
-34.2%
3Y CAGR
-4.5%
5Y CAGR
+8.2%
10Y CAGR
+18.7%

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 →
40.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +74.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -22.3%
% 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.
2026-4.21.3-21.21.7————————-22.3%
202517.40.7-11.9-1.02.2-5.0-6.7-2.5-0.73.6-2.40.9-7.7%
20242.018.32.1-4.7-3.3-1.4-5.37.21.8-6.4-0.212.021.2%
202318.10.58.45.7-2.64.21.5-5.7-9.11.78.10.933.0%
2022-14.7-4.73.6-8.0-6.6-3.324.4-3.7-5.28.018.7-6.5-4.7%
2021-4.79.52.510.79.87.24.9-3.5-3.914.221.8-7.774.3%
20201.2-7.21.06.011.9-0.5-6.94.02.58.42.77.933.5%
20198.86.85.46.5-5.17.10.4-2.72.62.25.0-1.840.0%
2018-0.3-0.59.011.114.4-13.63.23.42.0-11.8-4.70.28.9%
20173.82.27.7-0.7-0.1-1.2-1.14.1-4.24.5-1.41.615.7%
2016———0.44.14.714.1-1.5-4.41.86.1-0.426.4%

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 65.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.5% of variance. Idiosyncratic stock-specific factors contribute 5.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110040.338582997036
2016-05-0110447.758965682346
2016-06-0110933.797573088077
2016-07-0112475.482800896214
2016-08-0112288.858697256124
2016-09-0111753.325641526866
2016-10-0111964.29247243432
2016-11-0112690.508489053065
2016-12-0112641.823034518342
2017-01-0113124.615250539822
2017-02-0113413.189931950777
2017-03-0114447.476338667717
2017-04-0114341.605786701326
2017-05-0114325.31827655852
2017-06-0114156.287183767628
2017-07-0114000.765940042103
2017-08-0114577.825028878995
2017-09-0113972.117838104721
2017-10-0114602.37955280351
2017-11-0114397.749261228955
2017-12-0114622.840498715159
2018-01-0114582.73454483336
2018-02-0114513.76174820433
2018-03-0115824.53653856904
2018-04-0117578.80311278589
2018-05-0120118.217255455587
2018-06-0117389.776332313817
2018-07-0117949.669475692168
2018-08-0118552.62678199979
2018-09-0118920.368276193953
2018-10-0116680.799174756896
2018-11-0115892.314940934773
2018-12-0115925.442021359522
2019-01-0117326.83106022282
2019-02-0118507.330073979534
2019-03-0119507.2776456267
2019-04-0120782.960160354374
2019-05-0119726.53579485029
2019-06-0121128.612304830247
2019-07-0121218.761295098364
2019-08-0120641.1327857406
2019-09-0121168.680065872235
2019-10-0121626.108764180397
2019-11-0122714.594282670765
2019-12-0122297.229873328237
2020-01-0122564.34365083967
2020-02-0120938.29391195717
2020-03-0121144.88939874401
2020-04-0122420.255954524135
2020-05-0125096.29977351646
2020-06-0124978.634578200017
2020-07-0123267.446055217817
2020-08-0124188.59485417453
2020-09-0124793.732624427936
2020-10-0126864.638673166857
2020-11-0127594.1635785441
2020-12-0129769.28747090834
2021-01-0128377.474418609498
2021-02-0131066.96558929295
2021-03-0131831.027238091738
2021-04-0135247.144130402856
2021-05-0138707.5022195248
2021-06-0141501.87092833948
2021-07-0143536.44169810922
2021-08-0142033.727055217474
2021-09-0140412.82640555727
2021-10-0146153.522716580315
2021-11-0156199.74646898516
2021-12-0151877.33779240526
2022-01-0144237.144897731734
2022-02-0142155.319168882146
2022-03-0143652.71111873425
2022-04-0140177.46476623725
2022-05-0137543.15530493337
2022-06-0136293.98209311345
2022-07-0145157.15832772304
2022-08-0143508.5921737316
2022-09-0141231.18785634354
2022-10-0144536.82327929973
2022-11-0152847.64424827985
2022-12-0149431.53777219777
2023-01-0158354.1976187806
2023-02-0158624.86333039481
2023-03-0163571.99923197672
2023-04-0167182.81280543422
2023-05-0165423.848511920165
2023-06-0168176.93423297147
2023-07-0169195.01298730158
2023-08-0165218.52380507626
2023-09-0159305.122944487404
2023-10-0160328.33342765808
2023-11-0165197.98994556131
2023-12-0165752.37290377732
2024-01-0167080.15045201227
2024-02-0179322.37221977828
2024-03-0181010.44713051987
2024-04-0177171.577166376
2024-05-0174639.38494250763
2024-06-0173605.83808805255
2024-07-0169678.3572634622
2024-08-0174708.28829760973
2024-09-0176069.12695681884
2024-10-0171228.6775451448
2024-11-0171108.09580569706
2024-12-0179669.3194487315
2025-01-0193518.86257556542
2025-02-0194134.37838201938
2025-03-0182958.29237729944
2025-04-0182147.68060091921
2025-05-0183948.93825641354
2025-06-0179792.19275856814
2025-07-0174423.06416987343
2025-08-0172587.16560866714
2025-09-0172102.21376115795
2025-10-0174700.18099933995
2025-11-0172898.92334384564
2025-12-0173522.43534212626
2026-01-0170456.83497325286
2026-02-0171351.1689265833
2026-03-0156221.596245435525
2026-04-0157150.37666820249
Annual Return Matrix
YearAnnual Return
20170.15670346426996118
20180.0890799241610285
20190.4001011616143997
20200.3351114752832196
20210.7426462706943096
2022-0.04714582752867369
20230.3301704916968822
20240.21165694757998144
2025-0.07715497194074639
2026-0.2226811258051874
Total Factor Risk
0.6542146210872964
VTI.US Exposure
0.1183685450485084
VEA.US Exposure
0.04918310792359318
VWO.US Exposure
-0.01236354732466663
QQQ.US Exposure
-0.06525511899688982
VTV.US Exposure
-0.031470859350986764
IJR.US Exposure
-0.0008010358345183366
QUAL.US Exposure
0.14477280274093132
SHV.US Exposure
0.7245058534214637
TLT.US Exposure
0.02267441178449408
LQD.US Exposure
-0.008342929536515217
HYG.US Exposure
-0.003547433950578249
GLD.US Exposure
-0.0004523339925544009
USO.US Exposure
0.006640858504628242
VNQ.US Exposure
-0.012091923138466612
BTC-USD.CC Exposure
0.00012933743491776251
CPER.US Exposure
0.02334849337272045
VIX.INDX Exposure
-0.00765907573465531
UUP.US Exposure
-0.0006018283683029445
TIP.US Exposure
-0.0008725014055962105
Idiosyncratic Exposure
0.05383517740247342
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
65.4%

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 →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 →1.50%
Market Cap$135.1B
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
$174
Avg Yield on Cost
1.74%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$173.61.74%Solid

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 →
-12.9%
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 →
-21.1%
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 →
36.2% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hermes International SCA a high-risk investment?

Hermes International SCA (0HV2.LSE) has an annualized volatility of 65.4% and experienced a maximum drawdown of 40.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0HV2.LSE?

Over the past 10 years, 0HV2.LSE has generated a Compound Annual Growth Rate (CAGR) of 18.7%. 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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