Hugo Boss AG

10-Year Study

BOSS.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Hugo Boss AG has compounded at -0.6% annually over the last 10 years, with a maximum drawdown of 90.0% and an annualized volatility of 188.2%.

1Y CAGR
+423.8%
3Y CAGR
+83.4%
5Y CAGR
-2.8%
10Y CAGR
-0.6%

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 →
90.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
123.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +396.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -85.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026369.86.8-1.70.7————————396.5%
2025-11.99.50.6-1.20.6-0.6-4.3-0.6-1.3-1.3-0.70.7-11.3%
2024-4.04.20.39.13.0-0.60.00.00.00.00.00.012.0%
202314.94.12.13.2-90.00.82.430.80.0-5.9-6.30.0-85.1%
20224.2-1.7-3.92.3-5.80.814.2-5.4-11.7-3.014.51.52.8%
20217.76.66.814.721.3-1.310.2-6.510.23.8-4.53.696.2%
2020-1.1-7.6-41.69.89.99.6-14.1-4.0-3.7-8.031.25.7-28.3%
201916.23.8-6.42.1-12.112.3-2.3-11.3-3.0-23.313.31.2-15.8%
20184.3-0.8-3.59.92.31.1-0.9-10.7-3.6-4.7-3.5-11.6-21.3%
20172.09.65.32.1-0.2-8.54.011.64.93.0-10.12.726.9%
2016———-3.45.8-7.84.23.2-10.116.2-5.47.47.6%

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 188.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.6% of variance. Idiosyncratic stock-specific factors contribute 24.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019661.711141334084
2016-05-0110218.803899805635
2016-06-019417.660637704721
2016-07-019815.457487220372
2016-08-0110130.010890691845
2016-09-019107.744897267947
2016-10-0110585.153225260152
2016-11-0110009.74430323021
2016-12-0110755.365880348294
2017-01-0110971.850948636578
2017-02-0112022.77665744345
2017-03-0112657.406973169296
2017-04-0112920.138400371014
2017-05-0112895.647370861929
2017-06-0111793.29050008598
2017-07-0112260.782566555674
2017-08-0113680.584866628107
2017-09-0114350.101872261042
2017-10-0114782.967791690766
2017-11-0113291.985180321719
2017-12-0113647.886736804807
2018-01-0114232.753364911128
2018-02-0114113.45078605783
2018-03-0113613.260589764835
2018-04-0114967.666630190666
2018-05-0115313.61544914985
2018-06-0115488.908690146789
2018-07-0115353.45245353218
2018-08-0113708.150301969183
2018-09-0113210.17472004669
2018-10-0112584.741567530107
2018-11-0112150.49477090466
2018-12-0110740.254394055455
2019-01-0112477.163417697115
2019-02-0112951.247218704893
2019-03-0112126.602989989942
2019-04-0112381.570239751547
2019-05-0110887.174516823252
2019-06-0112224.567108026285
2019-07-0111944.535634447935
2019-08-0110590.442245462646
2019-09-0110270.730093222237
2019-10-017882.229413205355
2019-11-018933.337502019207
2019-12-019039.89953467044
2020-01-018943.785270990636
2020-02-018266.738576497992
2020-03-014829.214150604199
2020-04-015303.584548765808
2020-05-015829.43821746992
2020-06-016390.048304647564
2020-07-015492.11336741234
2020-08-015273.5700104738235
2020-09-015078.788163016461
2020-10-014671.377281704159
2020-11-016131.120803305768
2020-12-016482.697348194698
2021-01-016983.929715956167
2021-02-017444.7779393143555
2021-03-017950.752187257371
2021-04-019117.09838619748
2021-05-0111056.787923317024
2021-06-0110909.3727691017
2021-07-0112017.40947438082
2021-08-0111237.500455950018
2021-09-0112383.602474115067
2021-10-0112854.40343499716
2021-11-0112274.226578498961
2021-12-0112721.239975613187
2022-01-0113258.635693330625
2022-02-0113030.374087448608
2022-03-0112516.765933499039
2022-04-0112806.85436174814
2022-05-0112062.769987546051
2022-06-0112154.48107677156
2022-07-0113877.73765417624
2022-08-0113129.562756960402
2022-09-0111599.394498376818
2022-10-0111256.650356683185
2022-11-0112883.375801820674
2022-12-0113071.644077600089
2023-01-0115016.935286362665
2023-02-0115625.146555362755
2023-03-0115958.1985023996
2023-04-0116465.032541804103
2023-05-011641.4201125375478
2023-06-011654.4471813515318
2023-07-011693.528636266525
2023-08-012214.6143705023787
2023-09-012214.6143705023787
2023-10-012084.342936943415
2023-11-011954.071503384452
2023-12-011954.071503384452
2024-01-011875.9085935544656
2024-02-011954.071503384452
2024-03-011959.0218317741828
2024-04-012136.4514606723924
2024-05-012201.5871774518746
2024-06-012188.55998440137
2024-07-012188.55998440137
2024-08-012188.55998440137
2024-09-012188.55998440137
2024-10-012188.55998440137
2024-11-012188.55998440137
2024-12-012188.55998440137
2025-01-011928.0172415199631
2025-02-012110.3973230444244
2025-03-012123.4242676218882
2025-04-012097.37012999392
2025-05-012110.3973230444244
2025-06-012097.37012999392
2025-07-012006.180027113429
2025-08-011993.1529582994451
2025-09-011967.0986964349563
2025-10-011941.0443103339476
2025-11-011928.0172415199631
2025-12-011941.0443103339476
2026-01-019119.000349127442
2026-02-019739.092372868108
2026-03-019569.739509241455
2026-04-019637.480654692117
Annual Return Matrix
YearAnnual Return
20170.2689374669941813
2018-0.21304634181262827
2019-0.1583160693406045
2020-0.282879491820477
20210.9623374796535578
20220.027544807161772766
2023-0.8505106556004688
20240.11999994913736978
2025-0.11309522052470711
20263.965100798257426
Total Factor Risk
1.881729722448483
VTI.US Exposure
0.04229379207750126
VEA.US Exposure
0.005255917766014471
VWO.US Exposure
0.000972715279622055
QQQ.US Exposure
0.001171706774754738
VTV.US Exposure
0.013271451874311026
IJR.US Exposure
0.010624351472849139
QUAL.US Exposure
0.035857953876985316
SHV.US Exposure
0.4964642791325731
TLT.US Exposure
0.000025125978460983163
LQD.US Exposure
0.04465259452394126
HYG.US Exposure
0.003918029268386567
GLD.US Exposure
0.000039050110840440396
USO.US Exposure
0.01219258602135506
VNQ.US Exposure
-0.000013800743089779615
BTC-USD.CC Exposure
0.0018007955177004173
CPER.US Exposure
0.002194439432186664
VIX.INDX Exposure
0.0017224993899898578
UUP.US Exposure
0.02390625093223037
TIP.US Exposure
0.05728620602067193
Idiosyncratic Exposure
0.24636405529271518
Value Score
46
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
188.2%

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 →10.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.11%
Market Cap$2.5B
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 →
+1.1%
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 →
+87.5%
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 →
1.4% 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 →
0.77
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hugo Boss AG a high-risk investment?

Hugo Boss AG (BOSS.XETRA) has an annualized volatility of 188.2% and experienced a maximum drawdown of 90.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BOSS.XETRA?

Over the past 10 years, BOSS.XETRA has generated a Compound Annual Growth Rate (CAGR) of -0.6%. It has had a positive return in 50% 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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