Hensoldt AG

10-Year Study

HAG.XETRA · Industrials · DE · Common Stock

Executive Summary: Hensoldt AG has compounded at 42.8% annually over the last 10 years, with a maximum drawdown of 70.6% and an annualized volatility of 263.1%.

1Y CAGR
-13.2%
3Y CAGR
+41.5%
5Y CAGR
+44.3%
10Y CAGR
+42.8%

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 →
70.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.94
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
91.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +149.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -14.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026157.9-11.11.66.9————————149.1%
202553.835.018.010.435.75.9-1.3-7.824.4-16.4-25.9-52.629.4%
202414.320.828.9-15.12.4-8.1-0.3-1.1-13.06.017.8-31.54.4%
202320.415.87.82.4-11.50.92.8-3.1-6.7-0.1-13.51.211.5%
20222.075.025.60.2-13.66.23.7-11.2-7.415.8-7.10.089.0%
20212.2-2.0-6.29.8-3.110.1-3.3-2.3-4.92.3-9.6-6.5-14.4%
2020—————————-14.725.412.420.3%

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 263.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.7% of variance. Idiosyncratic stock-specific factors contribute 36.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-018534.475753663359
2020-11-0110698.272826587454
2020-12-0112025.839886600636
2021-01-0112293.086792043989
2021-02-0112043.084534891072
2021-03-0111293.077763432317
2021-04-0112396.55468178658
2021-05-0112013.470688612211
2021-06-0113232.242977997274
2021-07-0112796.973609368088
2021-08-0112500.925432696213
2021-09-0111891.584431062034
2021-10-0112170.117101093363
2021-11-0111003.620473279823
2021-12-0110290.14923206191
2022-01-0110498.74050867198
2022-02-0118368.439585045006
2022-03-0123069.36682346356
2022-04-0123112.8847317148
2022-05-0119978.8730486913
2022-06-0121211.097969465234
2022-07-0122003.178071307975
2022-08-0119538.81851587681
2022-09-0118086.65661481234
2022-10-0120947.01107810652
2022-11-0119450.789552090573
2022-12-0119450.789552090573
2023-01-0123411.370633537677
2023-02-0127107.955109742772
2023-03-0129220.289096145687
2023-04-0129924.340234202184
2023-05-0126475.591148349115
2023-06-0126724.32939986818
2023-07-0127470.63444054208
2023-08-0126617.70149604095
2023-09-0124823.084354318835
2023-10-0124787.511624337523
2023-11-0121429.229227421696
2023-12-0121677.96747894076
2024-01-0124787.511624337523
2024-02-0129940.50144909217
2024-03-0138593.88401845448
2024-04-0132747.948247997898
2024-05-0133536.14604682238
2024-06-0130825.215106673044
2024-07-0130735.47070666943
2024-08-0130412.336694986407
2024-09-0126444.713296436406
2024-10-0128042.506703744162
2024-11-0133033.43294901543
2024-12-0122628.416069787854
2025-01-0134810.80544244711
2025-02-0146991.84716366164
2025-03-0155429.8070585686
2025-04-0161219.5848644354
2025-05-0183063.22736752768
2025-06-0187938.67766953475
2025-07-0186764.95815238489
2025-08-0180038.64245794924
2025-09-0199585.58672432939
2025-10-0183243.79960093535
2025-11-0161710.560767070834
2025-12-0129279.870581993473
2026-01-0175524.33662275752
2026-02-0167172.87082765283
2026-03-0168256.30422809883
2026-04-0172933.12507335747
Annual Return Matrix
YearAnnual Return
2021-0.14433009843018585
20220.890233961961024
20230.11450321442662514
20240.043843990068276106
20250.2939425584049722
20261.4908964289688442
Total Factor Risk
2.6307749375767506
VTI.US Exposure
0.33663265876175613
VEA.US Exposure
0.012188829101791056
VWO.US Exposure
0.0026253156006520706
QQQ.US Exposure
0.036366023852334735
VTV.US Exposure
0.029296179015910605
IJR.US Exposure
0.011227347141943345
QUAL.US Exposure
0.006004512898357806
SHV.US Exposure
0.07088373935209416
TLT.US Exposure
0.005356550694613934
LQD.US Exposure
0.0015653799199144556
HYG.US Exposure
0.004935056413768239
GLD.US Exposure
0.00561881192139784
USO.US Exposure
0.0067715203196849465
VNQ.US Exposure
0.02170650549779016
BTC-USD.CC Exposure
0.012410991040960143
CPER.US Exposure
0.0019283624750274875
VIX.INDX Exposure
0.010982850240209445
UUP.US Exposure
0.05771721965838179
TIP.US Exposure
0.004212912752548398
Idiosyncratic Exposure
0.36156923334086344
Value Score
18.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
263.1%

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 →77.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.67%
Market Cap$9.6B
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 →
+3.2%
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 →
-5.7%
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 →
29.0% 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 →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hensoldt AG a high-risk investment?

Hensoldt AG (HAG.XETRA) has an annualized volatility of 263.1% and experienced a maximum drawdown of 70.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, HAG.XETRA has generated a Compound Annual Growth Rate (CAGR) of 42.8%. It has had a positive return in 83% 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.

Run a Full Backtest on Hensoldt AG

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest