Daimler Truck Holding AG

10-Year Study

DTG.XETRA · Industrials · DE · Common Stock

Executive Summary: Daimler Truck Holding AG has compounded at 30.3% annually over the last 10 years, with a maximum drawdown of 27.8% and an annualized volatility of 39.1%.

1Y CAGR
+124.0%
3Y CAGR
+32.6%
5Y CAGR
+15.1%
10Y CAGR
+30.3%

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 →
27.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
5.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
110.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +183.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202690.95.1-3.62.5————————98.1%
20251.02.8-0.40.6-0.91.4-0.41.71.00.81.3-0.08.9%
2024-0.6-1.51.2-2.82.71.32.62.12.1-3.51.5-1.83.2%
20234.2-2.42.50.5-0.80.0-1.1-0.2-3.7-2.14.95.06.4%
2022-1.5-1.1-3.2-3.20.3-2.73.2-2.9-5.3-3.94.3-0.9-16.0%
20210.4-0.1-0.10.80.20.20.7-0.1-0.2-0.50.4-0.11.6%
2020-1.6-14.3-14.4275.31.90.60.80.40.3-0.10.40.4183.7%
2019————7.9-3.4-6.2-7.51.1-1.610.312.111.2%

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 39.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 28.9% of variance. Idiosyncratic stock-specific factors contribute 29.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110785.626090327929
2019-06-0110420.111473444955
2019-07-019774.965981231593
2019-08-019038.444340784108
2019-09-019137.61195942736
2019-10-018991.836569576391
2019-11-019916.788356183755
2019-12-0111120.97006026182
2020-01-0110941.919464033901
2020-02-019378.788112029059
2020-03-018028.812402199397
2020-04-0130129.147810608985
2020-05-0130695.277396609257
2020-06-0130876.052111633828
2020-07-0131110.142766057914
2020-08-0131224.842489790793
2020-09-0131326.34210798583
2020-10-0131282.740804729583
2020-11-0131413.490298788784
2020-12-0131550.594974924024
2021-01-0131682.80796517108
2021-02-0131660.77246679657
2021-03-0131615.24656581383
2021-04-0131865.80226834749
2021-05-0131940.89308351272
2021-06-0131990.225220177774
2021-07-0132203.692320690392
2021-08-0132185.213891328247
2021-09-0132135.68127573335
2021-10-0131962.18680984681
2021-11-0132083.943391910172
2021-12-0132062.678305423207
2022-01-0131579.927906344838
2022-02-0131227.809577952474
2022-03-0130224.56146129092
2022-04-0129245.413775981266
2022-05-0129343.407876888752
2022-06-0128562.960586916386
2022-07-0129478.86289782985
2022-08-0128620.234553187955
2022-09-0127116.860242200026
2022-10-0126056.09758455109
2022-11-0127172.541832971696
2022-12-0126929.177596049994
2023-01-0128066.00195968154
2023-02-0127386.361203603898
2023-03-0128081.35864570755
2023-04-0128225.26814951862
2023-05-0127992.44910430668
2023-06-0127997.85630744303
2023-07-0127676.079033090118
2023-08-0127608.915727607844
2023-09-0126583.13950720131
2023-10-0126032.46111872255
2023-11-0127299.473635409733
2023-12-0128660.66542536796
2024-01-0128500.00447497611
2024-02-0128061.76899027713
2024-03-0128411.037653881005
2024-04-0127601.795861613693
2024-05-0128345.859089804177
2024-06-0128719.19668092812
2024-07-0129473.00891307842
2024-08-0130102.415377306716
2024-09-0130721.018891201158
2024-10-0129655.212756474306
2024-11-0130109.83023372621
2024-12-0129574.159125138587
2025-01-0129855.359464091183
2025-02-0130694.37237744025
2025-03-0130558.238592122394
2025-04-0130737.10016535932
2025-05-0130456.08884939772
2025-06-0130888.77393172475
2025-07-0130750.177119554537
2025-08-0131271.52830458191
2025-09-0131573.22618211864
2025-10-0131823.896444040784
2025-11-0132223.104409068663
2025-12-0132210.210749895017
2026-01-0161503.603372485195
2026-02-0164611.8177030771
2026-03-0162269.395309007836
2026-04-0163800.979182053125
Annual Return Matrix
YearAnnual Return
20201.8370362301093395
20210.016230544333828867
2022-0.1601082935265864
20230.06429783542932799
20240.03187273171131899
20250.08913361200236913
20260.9807687592438703
Total Factor Risk
0.39120579523759125
VTI.US Exposure
0.2893272638863319
VEA.US Exposure
0.06323233647672451
VWO.US Exposure
0.016395062230970335
QQQ.US Exposure
0.06967446279348607
VTV.US Exposure
0.07767855962072426
IJR.US Exposure
0.04635797215759832
QUAL.US Exposure
0.00597420227781472
SHV.US Exposure
0.014285454855609832
TLT.US Exposure
-0.0013049761254560676
LQD.US Exposure
0.02370776472781028
HYG.US Exposure
0.006033130707171841
GLD.US Exposure
0.0012197438089359201
USO.US Exposure
-0.00016619430936049478
VNQ.US Exposure
0.032769499863544764
BTC-USD.CC Exposure
0.004322966647143776
CPER.US Exposure
-0.002933150323658173
VIX.INDX Exposure
0.00020250900214982453
UUP.US Exposure
0.05873520768018647
TIP.US Exposure
-0.00219371598325688
Idiosyncratic Exposure
0.2966819000055289
Value Score
42.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
53.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.1%

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 →18.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.49%
Market Cap$32.5B
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 →
+0.5%
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 →
+42.9%
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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Daimler Truck Holding AG a high-risk investment?

Daimler Truck Holding AG (DTG.XETRA) has an annualized volatility of 39.1% and experienced a maximum drawdown of 27.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, DTG.XETRA has generated a Compound Annual Growth Rate (CAGR) of 30.3%. It has had a positive return in 86% 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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