Rheinmetall AG

10-Year Study

0NI1.LSE · · GB · Common Stock

Executive Summary: Rheinmetall AG has compounded at 40.2% annually over the last 10 years, with a maximum drawdown of 47.2% and an annualized volatility of 42.3%.

1Y CAGR
-21.8%
3Y CAGR
+89.0%
5Y CAGR
+80.8%
10Y CAGR
+40.2%

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 →
47.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
42.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +152.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -25.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.5-6.7-12.93.4————————-3.7%
202522.033.230.713.126.7-4.1-3.1-2.316.8-14.0-13.45.1152.2%
202413.330.622.10.32.2-9.55.87.7-11.0-2.331.7-0.5117.7%
202312.612.814.0-3.6-9.05.92.5-2.1-3.110.82.24.053.9%
202211.345.043.012.7-11.217.2-18.7-12.10.93.418.4-2.6132.5%
2021-0.0-5.64.80.30.9-2.3-2.92.02.6-1.1-6.05.4-2.7%
2020-6.6-15.7-21.7-4.022.66.04.6-1.3-3.3-18.519.716.7-12.6%
201917.03.5-1.610.7-4.812.3-3.13.28.5-7.2-9.96.836.8%
20187.6-4.45.8-5.61.8-13.49.4-9.1-3.7-15.36.5-4.9-25.5%
201711.12.28.47.52.9-2.31.11.710.77.14.9-0.968.6%
2016———-1.4-8.6-13.817.34.4-5.01.76.9-5.5-7.2%

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 42.3%. The dominant macroeconomic risk driver is QUAL.US, accounting for 9.9% of variance. Idiosyncratic stock-specific factors contribute 50.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019857.508558739166
2016-05-019011.744063713346
2016-06-017768.86777904574
2016-07-019113.677876130454
2016-08-019510.498377352154
2016-09-019030.677811018926
2016-10-019186.48284653898
2016-11-019822.125583005205
2016-12-019279.678006353513
2017-01-0110313.58055152892
2017-02-0110536.381923668725
2017-03-0111421.761643826227
2017-04-0112274.379984030542
2017-05-0112633.110240672773
2017-06-0112337.623840415066
2017-07-0112473.895417176422
2017-08-0112684.95957944806
2017-09-0114048.395000805325
2017-10-0115052.654665583757
2017-11-0115793.24690634563
2017-12-0115645.135312038434
2018-01-0116841.199834136947
2018-02-0116100.590458762124
2018-03-0117041.160767219426
2018-04-0116089.48722957297
2018-05-0116383.482918504353
2018-06-0114184.495231437217
2018-07-0115515.460561261381
2018-08-0114100.330012645343
2018-09-0113575.75383729657
2018-10-0111498.507575212383
2018-11-0112245.525295829091
2018-12-0111650.320245915966
2019-01-0113634.371348185616
2019-02-0114115.357068199186
2019-03-0113894.406234257573
2019-04-0115383.95240689908
2019-05-0114649.888453669719
2019-06-0116446.966659470127
2019-07-0115944.151442563063
2019-08-0116454.642966070038
2019-09-0117855.603189779544
2019-10-0116573.625718368647
2019-11-0114926.235491266487
2019-12-0115936.47513596315
2020-01-0114878.65267111481
2020-02-0112548.054022007698
2020-03-019830.55581257475
2020-04-019432.912849931632
2020-05-0111567.285911578545
2020-06-0112262.300081903448
2020-07-0112822.139290695563
2020-08-0112656.738871925621
2020-09-0112235.261662674302
2020-10-019973.664099901647
2020-11-0111941.043223774617
2020-12-0113930.680209864739
2021-01-0113924.323268461689
2021-02-0113149.77022484039
2021-03-0113782.774230912895
2021-04-0113819.356629553095
2021-05-0113943.753919542713
2021-06-0113616.414273817967
2021-07-0113223.928829671666
2021-08-0113482.884235128013
2021-09-0113829.757339611455
2021-10-0113676.676707549854
2021-11-0112859.13292004647
2021-12-0113548.012898936626
2022-01-0115073.987258701813
2022-02-0121851.25785193638
2022-03-0131243.990034509112
2022-04-0135225.83419863128
2022-05-0131265.082743045914
2022-06-0136630.735383318424
2022-07-0129788.901568502468
2022-08-0126185.543869749523
2022-09-0126409.458991730833
2022-10-0127313.412632322044
2022-11-0132326.60628429064
2022-12-0131493.144441360208
2023-01-0135461.40085741603
2023-02-0140006.031383757065
2023-03-0145612.18545134284
2023-04-0143961.865205426875
2023-05-0139995.39078911747
2023-06-0142364.42237506297
2023-07-0143409.83938013823
2023-08-0142490.89295321908
2023-09-0141158.83100816635
2023-10-0145610.24924007991
2023-11-0146621.94532687701
2023-12-0148476.69863985443
2024-01-0154900.927667944896
2024-02-0171711.79923716703
2024-03-0187544.71277248317
2024-04-0187780.77633504335
2024-05-0189673.49995030962
2024-06-0181157.9228736802
2024-07-0185854.6916283708
2024-08-0192503.48689373455
2024-09-0182368.34620142764
2024-10-0180493.04848752772
2024-11-01106005.66470304002
2024-12-01105528.31152097105
2025-01-01128730.90775752466
2025-02-01171496.29721014234
2025-03-01224098.4966090601
2025-04-01253378.77432686673
2025-05-01321016.9735475845
2025-06-01307908.99464372
2025-07-01298227.9383291011
2025-08-01291245.5835535131
2025-09-01340036.3939178978
2025-10-01292402.1699273835
2025-11-01253163.906280521
2025-12-01266100.5390549233
2026-01-01304739.09124866774
2026-02-01284348.90184265625
2026-03-01247723.66667009357
2026-04-01256265.2712237883
Annual Return Matrix
YearAnnual Return
20170.6859567003646769
2018-0.25533911893037997
20190.36790017781268314
2020-0.1258618928581028
2021-0.02746939167099216
20221.3245581973008074
20230.5392778174347548
20241.1768873393167176
20251.5216033045505766
2026-0.03696072118480365
Total Factor Risk
0.42310113882664524
VTI.US Exposure
0.022245928087549452
VEA.US Exposure
0.06122791461002256
VWO.US Exposure
-0.00009537828096264737
QQQ.US Exposure
0.029357648942674647
VTV.US Exposure
-0.003729461382872013
IJR.US Exposure
-0.00494348652401609
QUAL.US Exposure
0.09877045489962193
SHV.US Exposure
0.006454401604050595
TLT.US Exposure
-0.0008642624711286405
LQD.US Exposure
-0.000018212523056219767
HYG.US Exposure
0.06851852930098365
GLD.US Exposure
0.021049134968572334
USO.US Exposure
-0.0004733919061956221
VNQ.US Exposure
0.047946196056748186
BTC-USD.CC Exposure
0.08630410396582047
CPER.US Exposure
-0.0031614597083436053
VIX.INDX Exposure
0.006196089051190892
UUP.US Exposure
0.0074565034340207895
TIP.US Exposure
0.050332036796626
Idiosyncratic Exposure
0.5074267110786934
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
75.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.3%

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 →0.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.29%
Market Cap$7.7B
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 →
-5.3%
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 →
-12.0%
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 →
24.8% 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 →
0.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Rheinmetall AG a high-risk investment?

Rheinmetall AG (0NI1.LSE) has an annualized volatility of 42.3% and experienced a maximum drawdown of 47.2% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of 0NI1.LSE?

Over the past 10 years, 0NI1.LSE has generated a Compound Annual Growth Rate (CAGR) of 40.2%. It has had a positive return in 60% 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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