HSBC Holdings plc

10-Year Study

HBC1.XETRA · Financial Services · DE · Common Stock

Executive Summary: HSBC Holdings plc has compounded at 16.2% annually over the last 10 years, with a maximum drawdown of 55.5% and an annualized volatility of 28.0%.

1Y CAGR
+55.8%
3Y CAGR
+39.4%
5Y CAGR
+31.4%
10Y CAGR
+16.2%

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 →
55.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +50.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -36.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.57.0-11.59.8————————13.9%
20257.712.1-4.9-7.27.4-0.63.33.69.50.71.910.450.9%
2024-2.3-0.94.911.04.3-0.93.2-3.71.74.95.56.338.5%
202315.87.3-10.64.96.23.65.2-7.49.4-9.63.67.037.0%
202218.0-1.63.2-3.54.2-0.6-0.60.7-12.2-2.611.8-0.913.8%
20211.013.44.04.80.0-6.1-3.8-2.30.315.0-6.08.029.2%
2020-5.2-5.1-15.6-8.3-12.5-0.4-7.3-4.8-8.28.221.3-2.1-36.9%
20192.20.91.26.6-4.60.6-1.7-7.86.3-1.9-0.33.74.4%
20180.3-2.9-7.49.3-1.2-0.91.9-7.31.2-3.11.8-4.4-12.9%
20174.4-1.70.7-0.94.23.44.7-2.72.81.8-3.26.321.1%
2016———5.72.0-4.85.714.51.23.68.31.543.2%

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 28.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 34.2% of variance. Idiosyncratic stock-specific factors contribute 21.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110570.077864293658
2016-05-0110781.423804226919
2016-06-0110267.272277839575
2016-07-0110857.125200840439
2016-08-0112429.242368063278
2016-09-0112580.645161290322
2016-10-0113034.235570386849
2016-11-0114113.830181683352
2016-12-0114320.232356939809
2017-01-0114956.742059077988
2017-02-0114697.812384130515
2017-03-0114796.996662958842
2017-04-0114665.059943146705
2017-05-0115287.356321839081
2017-06-0115803.361759980226
2017-07-0116550.48819676183
2017-08-0116106.47633172661
2017-09-0116550.179211469534
2017-10-0116850.20393029292
2017-11-0116309.479668767768
2017-12-0117340.872574465455
2018-01-0117400.815721171668
2018-02-0116901.804474107033
2018-03-0115653.503893214682
2018-04-0117102.33592880979
2018-05-0116900.877518230132
2018-06-0116745.766901495488
2018-07-0117055.988134964773
2018-08-0115813.249289333826
2018-09-0116009.763935236682
2018-10-0115518.168335187245
2018-11-0115799.653936472623
2018-12-0115097.639352366825
2019-01-0115435.66926214312
2019-02-0115575.02162897046
2019-03-0115759.176863181312
2019-04-0116803.856136447903
2019-05-0116027.994067482385
2019-06-0116126.560375726114
2019-07-0115852.490421455936
2019-08-0114616.240266963294
2019-09-0115533.926585094548
2019-10-0115237.918675071067
2019-11-0115192.806822395252
2019-12-0115757.94092201211
2020-01-0114943.146706216783
2020-02-0114181.80694598937
2020-03-0111963.60153256705
2020-04-0110965.27005314547
2020-05-019597.083178840687
2020-06-019555.061179087876
2020-07-018862.31615375108
2020-08-018435.607465084662
2020-09-017740.699542701766
2020-10-018375.355333086143
2020-11-0110156.037572611544
2020-12-019943.455691509085
2021-01-0110043.257940922012
2021-02-0111391.669756519588
2021-03-0111850.203930292917
2021-04-0112422.44469163268
2021-05-0112422.44469163268
2021-06-0111659.560004943763
2021-07-0111218.32900753924
2021-08-0110963.72512668397
2021-09-0110999.87640588308
2021-10-0112654.183660857741
2021-11-0111893.46187121493
2021-12-0112847.299468545294
2022-01-0115165.616116672843
2022-02-0114924.298603386476
2022-03-0115408.169571128414
2022-04-0114862.192559634159
2022-05-0115487.578791249536
2022-06-0115388.394512421206
2022-07-0115303.732542330983
2022-08-0115409.405512297613
2022-09-0113531.083920405388
2022-10-0113184.402422444691
2022-11-0114741.379310344826
2022-12-0114615.931281670992
2023-01-0116926.21431219874
2023-02-0118166.790260783586
2023-03-0116233.778272154244
2023-04-0117026.325546903965
2023-05-0118083.98220244716
2023-06-0118732.233345692744
2023-07-0119702.138178222718
2023-08-0118252.68817204301
2023-09-0119974.66320603139
2023-10-0118054.319614386353
2023-11-0118708.44147818564
2023-12-0120026.263749845508
2024-01-0119557.533061426275
2024-02-0119386.046224199727
2024-03-0120326.906439253493
2024-04-0122554.999382029415
2024-05-0123523.668273390187
2024-06-0123305.524657026323
2024-07-0124052.342108515633
2024-08-0123165.554319614388
2024-09-0123560.746508466196
2024-10-0124711.716722284018
2024-11-0126082.066493634902
2024-12-0127731.42998393276
2025-01-0129864.973427264857
2025-02-0133468.977876653065
2025-03-0131833.82770980101
2025-04-0129540.229885057466
2025-05-0131722.59300457298
2025-06-0131539.982696823627
2025-07-0132575.08342602892
2025-08-0133751.08144852305
2025-09-0136941.97256210604
2025-10-0137187.30688419231
2025-11-0137881.596835990604
2025-12-0141836.60857743171
2026-01-0145791.620318872825
2026-02-0149005.06735879372
2026-03-0143381.53503893215
2026-04-0147651.71177851935
Annual Return Matrix
YearAnnual Return
20170.21093514003365987
2018-0.1293610348882791
20190.04373541811632764
2020-0.36898762720837663
20210.29203567322333046
20220.1376656485244956
20230.3701667970319009
20240.38475305879993194
20250.5086350974930363
20260.13899556868537677
Total Factor Risk
0.28027581607139146
VTI.US Exposure
-0.003689535273204222
VEA.US Exposure
0.3424260673415236
VWO.US Exposure
0.14300403422977073
QQQ.US Exposure
0.049290492463588576
VTV.US Exposure
0.11406349226945313
IJR.US Exposure
-0.03604925952133119
QUAL.US Exposure
-0.08830123536369774
SHV.US Exposure
0.15745868362690443
TLT.US Exposure
0.02305589845907698
LQD.US Exposure
-0.0008129974014169691
HYG.US Exposure
0.0023549026404767297
GLD.US Exposure
-0.01249846194140555
USO.US Exposure
0.009129129466257432
VNQ.US Exposure
0.007765240741184938
BTC-USD.CC Exposure
0.00751040198363004
CPER.US Exposure
0.0377020229105692
VIX.INDX Exposure
0.00371694186783539
UUP.US Exposure
0.023847230522008874
TIP.US Exposure
0.006753517551300901
Idiosyncratic Exposure
0.21327343342747462
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
61
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.0%

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 →14.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.08%
Market Cap$251.3B
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
$1,204
Avg Yield on Cost
12.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,204.2712.04%Solid

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 →
+5.3%
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 →
+21.9%
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 →
3.7% 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 →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is HSBC Holdings plc a high-risk investment?

HSBC Holdings plc (HBC1.XETRA) has an annualized volatility of 28.0% and experienced a maximum drawdown of 55.5% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of HBC1.XETRA?

Over the past 10 years, HBC1.XETRA has generated a Compound Annual Growth Rate (CAGR) of 16.2%. It has had a positive return in 80% 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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