Deutsche Post AG

10-Year Study

DHL.XETRA · Industrials · DE · Common Stock

Executive Summary: Deutsche Post AG has compounded at 10.0% annually over the last 10 years, with a maximum drawdown of 45.2% and an annualized volatility of 34.6%.

1Y CAGR
+25.9%
3Y CAGR
+8.7%
5Y CAGR
+1.0%
10Y CAGR
+10.0%

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 →
45.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +48.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -38.0%
% 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.
20261.35.9-10.78.7————————4.1%
20252.48.34.7-5.010.3-0.40.6-1.4-2.44.912.64.244.5%
2024-0.7-3.6-7.0-1.63.3-2.39.2-5.02.1-7.7-5.8-2.3-20.6%
202311.91.97.41.01.06.44.4-7.8-10.6-4.617.14.233.2%
2022-6.3-14.8-3.6-6.0-1.3-7.28.8-6.4-14.515.45.3-7.0-34.8%
20210.80.613.84.817.12.8-0.44.3-8.6-1.8-2.58.443.4%
2020-7.2-14.1-8.69.63.116.35.311.62.0-2.26.50.019.5%
20197.76.16.16.6-11.19.62.11.32.53.66.60.548.1%
2018-4.2-1.1-5.64.8-10.1-13.97.94.0-2.2-9.00.6-15.0-38.0%
2017-0.94.6-0.82.81.90.9-0.16.28.14.41.4-0.431.6%
2016———5.05.6-4.06.06.4-2.01.54.55.932.1%

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 34.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 29.6% of variance. Idiosyncratic stock-specific factors contribute 12.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110499.602933619844
2016-05-0111083.81604148176
2016-06-0110644.123417573692
2016-07-0111284.626524034196
2016-08-0112007.637688606532
2016-09-0111762.449198860186
2016-10-0111935.756995375346
2016-11-0112468.526650161164
2016-12-0113206.31101975989
2017-01-0113087.891811089832
2017-02-0113688.279534731631
2017-03-0113574.122950436775
2017-04-0113952.562245994302
2017-05-0114211.239314243005
2017-06-0114344.548512168918
2017-07-0114335.84808707432
2017-08-0115229.65618722848
2017-09-0116462.13855280983
2017-10-0117185.50007007054
2017-11-0117434.659223618444
2017-12-0117373.464287382634
2018-01-0116639.183444667633
2018-02-0116451.21922735554
2018-03-0115524.653150838512
2018-04-0116272.539356285328
2018-05-0114636.275517354137
2018-06-0112607.850235904143
2018-07-0113608.574298126781
2018-08-0114158.452842528146
2018-09-0113842.960246648296
2018-10-0112598.857850235905
2018-11-0112675.468304760127
2018-12-0110777.782968187978
2019-01-0111611.680758630357
2019-02-0112314.83860419489
2019-03-0113072.125940113048
2019-04-0113928.563086840755
2019-05-0112383.566123230721
2019-06-0113566.531975522026
2019-07-0113852.886906152195
2019-08-0114035.946185827068
2019-09-0114385.71495305274
2019-10-0114904.412108188912
2019-11-0115885.516419862663
2019-12-0115965.33844069697
2020-01-0114822.254402765451
2020-02-0112730.940813752512
2020-03-0111630.132666884665
2020-04-0112745.013313402158
2020-05-0113134.663894987621
2020-06-0115279.931798009999
2020-07-0116082.706591301912
2020-08-0117953.823515672444
2020-09-0118321.168309431498
2020-10-0117916.160601672353
2020-11-0119074.776942121734
2020-12-0119074.776942121734
2021-01-0119220.757228943803
2021-02-0119338.47573223712
2021-03-0122004.25094595226
2021-04-0123056.885598168825
2021-05-0126988.251506516564
2021-06-0127742.736020927736
2021-07-0127621.80595132434
2021-08-0128816.450226561406
2021-09-0126349.792124071566
2021-10-0125885.458027747933
2021-11-0125232.517400850193
2021-12-0127346.136777689542
2022-01-0125629.116644088383
2022-02-0121842.09604335031
2022-03-0121063.37880132667
2022-04-0119791.364974073906
2022-05-0119524.921754566265
2022-06-0118122.8686878124
2022-07-0119725.26510020087
2022-08-0118455.003036389968
2022-09-0115777.66618395852
2022-10-0118209.05544915215
2022-11-0119182.68557014061
2022-12-0117838.907833886115
2023-01-0119968.643434390622
2023-02-0120343.871163638065
2023-03-0121849.86219460924
2023-04-0122067.898351006683
2023-05-0122278.109964030456
2023-06-0123697.97262577662
2023-07-0124752.30064932032
2023-08-0122826.470313448874
2023-09-0120415.86864109871
2023-10-0119475.463633390948
2023-11-0122802.587938524783
2023-12-0123764.189283879106
2024-01-0123586.735647218204
2024-02-0122733.743635259492
2024-03-0121146.996309618353
2024-04-0120799.971971784933
2024-05-0121480.53206894941
2024-06-0120997.16214322418
2024-07-0122919.605736441354
2024-08-0121780.609146540854
2024-09-0122241.790068669132
2024-10-0120519.33946839819
2024-11-0119319.14794226188
2024-12-0118880.214415845287
2025-01-0119341.39533797356
2025-02-0120941.572850002336
2025-03-0121936.165740178447
2025-04-0120841.605549586588
2025-05-0122988.975568739195
2025-06-0122895.548185173076
2025-07-0123035.689260522264
2025-08-0122702.85420656795
2025-09-0122153.96832811697
2025-10-0123240.061662073153
2025-11-0126177.185032933154
2025-12-0127286.635212780864
2026-01-0127631.148689680947
2026-02-0129254.44947914234
2026-03-0126130.471341150092
2026-04-0128401.924604101467
Annual Return Matrix
YearAnnual Return
20170.31554256607978215
2018-0.37964111302687786
20190.4813193481276006
20200.19476182813002896
20210.43362812895088876
2022-0.347662597502984
20230.33215494497581033
2024-0.2055182615191068
20250.4452502822150399
20260.040873100791782635
Total Factor Risk
0.34642141303805823
VTI.US Exposure
-0.1559970631044975
VEA.US Exposure
0.2963611871890178
VWO.US Exposure
-0.024161003726398914
QQQ.US Exposure
0.28990756567266873
VTV.US Exposure
0.08573343884247932
IJR.US Exposure
0.04511824790435904
QUAL.US Exposure
-0.05266752057265172
SHV.US Exposure
0.26652109967636556
TLT.US Exposure
-0.03847566928643681
LQD.US Exposure
0.035269680640404304
HYG.US Exposure
0.10799134957996069
GLD.US Exposure
-0.010347222021917846
USO.US Exposure
0.01907627266892359
VNQ.US Exposure
0.02281367610009835
BTC-USD.CC Exposure
0.002709668026782471
CPER.US Exposure
0.00002310735601536741
VIX.INDX Exposure
-0.033453041980796634
UUP.US Exposure
-0.01489153296585633
TIP.US Exposure
0.03209423104103102
Idiosyncratic Exposure
0.12637352896044948
Value Score
43.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.6%

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 →15.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.08%
Market Cap$51.6B
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 →
+2.4%
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 →
+12.3%
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 →
5.1% 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 →
1.13
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Deutsche Post AG a high-risk investment?

Deutsche Post AG (DHL.XETRA) has an annualized volatility of 34.6% and experienced a maximum drawdown of 45.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, DHL.XETRA has generated a Compound Annual Growth Rate (CAGR) of 10.0%. 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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