Dermapharm Holding SE

10-Year Study

DMP.XETRA · Healthcare · DE · Common Stock

Executive Summary: Dermapharm Holding SE has compounded at 9.6% annually over the last 10 years, with a maximum drawdown of 88.7% and an annualized volatility of 89.7%.

1Y CAGR
+160.1%
3Y CAGR
+2.4%
5Y CAGR
-5.2%
10Y CAGR
+9.6%

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 →
88.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
66.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +191.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -56.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026122.515.15.57.9————————191.5%
2025-11.3-8.63.2-12.020.2-3.227.1-7.27.7-19.9-6.7-10.3-27.0%
2024-6.8-6.6-74.522.635.4-38.835.234.232.7-5.6-1.98.5-45.5%
20231.41.2-1.920.33.1-1.2-2.0-0.4-11.5-6.811.64.015.4%
2022-19.9-8.9-11.5-6.4-8.40.515.7-15.9-19.43.38.1-9.8-56.0%
20211.91.43.619.2-4.6-1.80.316.56.14.3-6.710.058.8%
2020-5.00.4-0.114.112.5-7.3-3.24.02.3-8.634.21.845.9%
201917.63.22.314.9-3.2-1.01.34.512.5-2.87.55.579.5%
2018——-8.614.32.5-1.10.42.90.5-13.1-3.3-6.7-13.7%

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 89.7%. The dominant macroeconomic risk driver is QUAL.US, accounting for 11.5% of variance. Idiosyncratic stock-specific factors contribute 60.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-02-0110000
2018-03-019144.485106777229
2018-04-0110456.293139389447
2018-05-0110722.425533886135
2018-06-0110608.375411127068
2018-07-0110646.407560105617
2018-08-0110950.572103580858
2018-09-0111007.597164960393
2018-10-019568.443970908416
2018-11-019254.782971232687
2018-12-018631.213230184834
2019-01-0110146.384398017326
2019-02-0110475.286051790428
2019-03-0110720.526242646036
2019-04-0112319.405197572614
2019-05-0111920.183443739288
2019-06-0111806.828183629037
2019-07-0111962.662713670265
2019-08-0112496.502524667623
2019-09-0114062.954555982767
2019-10-0113665.493120859777
2019-11-0114684.48603326076
2019-12-0115489.13698059017
2020-01-0114721.499050354381
2020-02-0114787.742622874877
2020-03-0114768.24014453143
2020-04-0116851.02144809376
2020-05-0118957.15013665632
2020-06-0117572.474174271552
2020-07-0117003.057395654796
2020-08-0117685.551489322275
2020-09-0118094.269699356093
2020-10-0116546.717932088755
2020-11-0122205.123453930606
2020-12-0122601.936350581367
2021-01-0123038.449066567842
2021-02-0123363.830082920274
2021-03-0124209.014684763977
2021-04-0128847.639783202856
2021-05-0127518.36753601705
2021-06-0127030.06439060546
2021-07-0127110.436836985224
2021-08-0131591.976652614998
2021-09-0133521.28595914207
2021-10-0134968.2216148608
2021-11-0132637.003752258304
2021-12-0135892.666882846155
2022-01-0128758.37309491824
2022-02-0126206.096261638948
2022-03-0123191.59679436698
2022-04-0121704.405429193495
2022-05-0119879.649789224997
2022-06-0119984.898318432388
2022-07-0123119.37740306666
2022-08-0119454.810765738643
2022-09-0115684.995599203225
2022-10-0116198.313799972206
2022-11-0117502.57099180062
2022-12-0115785.982304164543
2023-01-0116013.156066150925
2023-02-0116198.313799972206
2023-03-0115895.353685088246
2023-04-0119126.603974614354
2023-05-0119724.046880066704
2023-06-0119492.750266364015
2023-07-0119105.480150090334
2023-08-0119028.026126835597
2023-09-0116833.464585167
2023-10-0115688.886830036598
2023-11-0117513.36452494557
2023-12-0118219.067031083523
2024-01-0116988.372631676473
2024-02-0115869.597442905451
2024-03-014045.7495754201477
2024-04-014959.5919634825705
2024-05-016716.2991961680955
2024-06-014107.855257265884
2024-07-015554.033638940954
2024-08-017452.695958505119
2024-09-019892.56657505729
2024-10-019338.050927460683
2024-11-019160.605743517059
2024-12-019936.928533715858
2025-01-018810.151748208376
2025-02-018056.00993733886
2025-03-018313.305409878938
2025-04-017319.612291438288
2025-05-018801.279886614793
2025-06-018517.367945730413
2025-07-0110824.15445343398
2025-08-0110047.831663235178
2025-09-0110824.15445343398
2025-10-018671.885539146011
2025-11-018088.200808112594
2025-12-017254.365982958313
2026-01-0116143.975540834763
2026-02-0118575.994811692224
2026-03-0119595.126696622967
2026-04-0121146.986612312965
Annual Return Matrix
YearAnnual Return
20190.7945492212406478
20200.4592121161369047
20210.5880350393926723
2022-0.5601892064557346
20230.15412944725505628
2024-0.45458631241860636
2025-0.2699589256031829
20261.915070271060308
Total Factor Risk
0.897417965915028
VTI.US Exposure
0.05475136034958168
VEA.US Exposure
0.055565158030394385
VWO.US Exposure
0.005340826278819506
QQQ.US Exposure
-0.0055609087331703715
VTV.US Exposure
0.0208472504305046
IJR.US Exposure
0.044717276290475956
QUAL.US Exposure
0.11459412836200794
SHV.US Exposure
0.002553705293144818
TLT.US Exposure
-0.00545889153962175
LQD.US Exposure
0.012278677552707689
HYG.US Exposure
0.014197549835757649
GLD.US Exposure
0.04335531702320417
USO.US Exposure
0.007068182037164711
VNQ.US Exposure
0.029095903545282204
BTC-USD.CC Exposure
0.00043271740569375767
CPER.US Exposure
0.0024152142948689636
VIX.INDX Exposure
-0.0034218923016451686
UUP.US Exposure
0.004157885702302066
TIP.US Exposure
0.00021894388552222893
Idiosyncratic Exposure
0.6028515962570049
Value Score
41.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
89.7%

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 →22.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.94%
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 →
+12.7%
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 →
+60.8%
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 →
3.4% 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 →
0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Dermapharm Holding SE a high-risk investment?

Dermapharm Holding SE (DMP.XETRA) has an annualized volatility of 89.7% and experienced a maximum drawdown of 88.7% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, DMP.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.6%. It has had a positive return in 63% 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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