Heidelberger Druckmaschinen Aktiengesellschaft

10-Year Study

HDD.XETRA · Industrials · DE · Common Stock

Executive Summary: Heidelberger Druckmaschinen Aktiengesellschaft has compounded at -5.1% annually over the last 10 years, with a maximum drawdown of 94.2% and an annualized volatility of 149.8%.

1Y CAGR
-94.1%
3Y CAGR
-58.4%
5Y CAGR
-4.1%
10Y CAGR
-5.1%

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 →
94.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
3.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
77.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1230.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +1862.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -92.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-91.6-22.1-6.415.9————————-92.9%
20250.70.9-1.5-0.90.50.90.40.81.50.70.20.34.4%
2024-0.1-0.2-0.3-1.5-0.41.00.90.41.1-1.41.5-1.3-0.3%
20233.5-2.62.5-0.1-1.30.90.0-1.4-2.9-1.16.13.06.3%
2022-4.0-0.7-4.9-4.82.3-3.03.3-3.0-4.2-1.16.20.0-13.8%
20210.8-3.00.61.6-91.51091.71.1-0.7-1.3-0.31.50.51.9%
2020-22.4-10.8-29.616.1-13.21.024.8-15.4-6.33753.22.71.11862.0%
201910.9-10.8-1.37.3-21.07.3-30.012.71.43.07.2-7.9-27.7%
20181.25.6-1.01.4-2.2-22.14.3-0.7-5.7-10.9-8.4-15.4-44.7%
2017-4.3-3.0-0.59.5-5.710.38.09.69.4-0.9-13.8-2.413.5%
2016———-1.132.6-4.93.7-15.2-1.312.4-1.46.127.4%

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 149.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 44.9% of variance. Idiosyncratic stock-specific factors contribute 26.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019894.41930618401
2016-05-0113117.144293614881
2016-06-0112473.604826546001
2016-07-0112931.121166415285
2016-08-0110970.336852689792
2016-09-0110824.534942182001
2016-10-0112166.91804927099
2016-11-0112001.005530417295
2016-12-0112735.042735042734
2017-01-0112182.001005530416
2017-02-0111814.982403217698
2017-03-0111759.678230266463
2017-04-0112880.844645550527
2017-05-0112151.835093011563
2017-06-0113398.692810457514
2017-07-0114469.582704876822
2017-08-0115852.187028657616
2017-09-0117345.399698340876
2017-10-0117194.570135746606
2017-11-0114816.490698843641
2017-12-0114454.499748617396
2018-01-0114630.467571644042
2018-02-0115455.00251382604
2018-03-0115304.172951231774
2018-04-0115525.389643036702
2018-05-0115183.509301156359
2018-06-0111835.0930115636
2018-07-0112347.91352438411
2018-08-0112267.471091000501
2018-09-0111573.655103066867
2018-10-0110316.742081447963
2018-11-019451.985922574157
2018-12-017998.994469582704
2019-01-018868.778280542985
2019-02-017908.496732026143
2019-03-017802.916038210156
2019-04-018371.040723981901
2019-05-016616.39014580191
2019-06-017099.044746103569
2019-07-014972.347913524383
2019-08-015605.832076420312
2019-09-015686.274509803921
2019-10-015857.214680744093
2019-11-016279.5374560080445
2019-12-015781.799899446958
2020-01-014484.665661136249
2020-02-014002.0110608345904
2020-03-012815.485168426345
2020-04-013267.97385620915
2020-05-012838.1096028154852
2020-06-012865.761689291101
2020-07-013577.174459527401
2020-08-013026.6465560583206
2020-09-012835.5957767722466
2020-10-01109260.64922319338
2020-11-01112185.26963914321
2020-12-01113437.43586552207
2021-01-01114302.69512715442
2021-02-01110847.82411969444
2021-03-01111505.95049812543
2021-04-01113343.39178285746
2021-05-019622.926093514328
2021-06-01114676.67546567155
2021-07-01115936.5899961998
2021-08-01115095.4099322396
2021-09-01113620.33611928594
2021-10-01113333.33241274273
2021-11-01115026.9505964445
2021-12-01115557.66148325065
2022-01-01110936.1049216737
2022-02-01110197.30220313284
2022-03-01104787.21185207606
2022-04-0199753.07727351508
2022-05-01101997.64974756178
2022-06-0198894.62654646944
2022-07-01102113.30853016787
2022-08-0199020.91047882492
2022-09-0194839.35786228553
2022-10-0193777.79224639325
2022-11-0199610.41450021014
2022-12-0199645.5791429277
2023-01-01103085.40424789957
2023-02-01100384.19966124721
2023-03-01102883.69901339692
2023-04-01102787.57401241496
2023-05-01101442.69664183281
2023-06-01102326.38689427594
2023-07-01102343.62878890538
2023-08-01100905.05255713062
2023-09-0197993.36835689553
2023-10-0196951.29816468604
2023-11-01102847.15348479136
2023-12-01105935.75409994225
2024-01-01105810.33322126677
2024-02-01105565.06295489449
2024-03-01105241.83976224704
2024-04-01103689.86786640488
2024-05-01103281.02015921552
2024-06-01104360.7578498146
2024-07-01105339.30729117568
2024-08-01105776.83714899722
2024-09-01106942.70759686086
2024-10-01105452.9331028911
2024-11-01107037.60514372014
2024-12-01105639.55407696431
2025-01-01106424.09864054546
2025-02-01107355.43904561023
2025-03-01105702.32684795673
2025-04-01104715.04138545692
2025-05-01105206.11892938014
2025-06-01106117.70499465811
2025-07-01106568.2286051064
2025-08-01107374.57965833569
2025-09-01108985.78580508225
2025-10-01109696.8269635829
2025-11-01109941.53145032052
2025-12-01110246.5633892905
2026-01-019260.935143288085
2026-02-017209.653092006032
2026-03-016747.1091000502765
2026-04-017823.026646556058
Annual Return Matrix
YearAnnual Return
20170.13501776549546007
2018-0.44660869565217387
2019-0.2771841609050911
202018.619744342306387
20210.01869070471799139
2022-0.1376982030968955
20230.06312547943539148
2024-0.0027960344974605755
20250.04361064709691731
2026-0.9290406303284734
Total Factor Risk
1.497776444534226
VTI.US Exposure
0.4487256338753558
VEA.US Exposure
0.0195891673468871
VWO.US Exposure
0.0037493076997535697
QQQ.US Exposure
0.023741598192785155
VTV.US Exposure
0.060574172827048786
IJR.US Exposure
0.017417538495529256
QUAL.US Exposure
0.0009351870759784251
SHV.US Exposure
0.06181991393644664
TLT.US Exposure
-0.0000794296035304253
LQD.US Exposure
0.0015199252911400041
HYG.US Exposure
0.00327697465590886
GLD.US Exposure
-0.0000069381009353805366
USO.US Exposure
0.0018528625537806696
VNQ.US Exposure
0.010738548662935847
BTC-USD.CC Exposure
0.000716591891853692
CPER.US Exposure
0.0008179755417769188
VIX.INDX Exposure
0.010019079710296292
UUP.US Exposure
0.06023659063934825
TIP.US Exposure
0.011333765419477705
Idiosyncratic Exposure
0.2630215338881629
Value Score
47.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
149.8%

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 →6.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$408.4M
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 →
+7.6%
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 →
-88.0%
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 →
92.9% 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 →
1.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Heidelberger Druckmaschinen Aktiengesellschaft a high-risk investment?

Heidelberger Druckmaschinen Aktiengesellschaft (HDD.XETRA) has an annualized volatility of 149.8% and experienced a maximum drawdown of 94.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, HDD.XETRA has generated a Compound Annual Growth Rate (CAGR) of -5.1%. It has had a positive return in 50% 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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