Heidelberg Materials AG

10-Year Study

HEI.XETRA · Basic Materials · DE · Common Stock

Executive Summary: Heidelberg Materials AG has compounded at 12.9% annually over the last 10 years, with a maximum drawdown of 54.3% and an annualized volatility of 52.9%.

1Y CAGR
+11.6%
3Y CAGR
+45.6%
5Y CAGR
+24.3%
10Y CAGR
+12.9%

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 →
54.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +90.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -39.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.7-18.1-5.96.9————————-14.5%
202514.46.48.510.60.715.71.5-0.2-5.26.09.00.890.2%
20246.14.413.7-7.24.31.1-0.4-0.82.03.718.0-0.152.0%
202317.93.73.31.91.312.4-2.00.8-1.0-6.99.28.257.8%
20222.9-5.1-11.17.02.6-15.38.0-8.9-9.414.211.72.2-6.2%
2021-0.37.318.3-1.60.8-3.13.4-1.6-12.00.6-9.20.60.1%
2020-5.7-12.1-27.411.08.67.8-0.712.8-1.7-6.121.22.80.7%
201913.17.1-0.712.2-4.76.9-7.8-3.95.20.50.7-3.225.5%
2018-3.3-5.2-3.61.9-4.6-4.90.7-5.6-1.8-10.9-2.2-9.1-39.5%
20170.6-1.0-0.5-3.1-0.72.1-1.0-3.87.80.62.21.03.7%
2016———3.10.8-12.312.39.91.02.5-1.84.819.8%

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 52.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 70.7% of variance. Idiosyncratic stock-specific factors contribute 10.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110310.974253512293
2016-05-0110390.098851052502
2016-06-019117.17733025586
2016-07-0110234.69376592975
2016-08-0111252.228797707208
2016-09-0111363.021465737591
2016-10-0111642.746972663726
2016-11-0111433.30379834531
2016-12-0111976.510568785528
2017-01-0112045.425540836679
2017-02-0111919.75598995081
2017-03-0111858.954023868646
2017-04-0111485.992758458491
2017-05-0111405.482568887624
2017-06-0111649.073294172127
2017-07-0111534.853109013276
2017-08-0111098.610397045044
2017-09-0111968.342868394282
2017-10-0112037.148451600906
2017-11-0112298.606021491261
2017-12-0112419.717703855227
2018-01-0112010.98628628519
2018-02-0111386.230132251112
2018-03-0110978.884306711734
2018-04-0111182.54810374438
2018-05-0110672.704930884482
2018-06-0110148.914680347565
2018-07-0110224.958158766967
2018-08-019656.117935759577
2018-09-019478.707461413085
2018-10-018448.04576829255
2018-11-018265.001768452987
2018-12-017515.943424089611
2019-01-018498.729266256094
2019-02-019101.370642221906
2019-03-019033.78656777915
2019-04-0110137.665860835512
2019-05-019662.754192327466
2019-06-0110330.554856682382
2019-07-019526.291608781736
2019-08-019151.74420512596
2019-09-019627.913845346051
2019-10-019671.450605467255
2019-11-019741.149530904171
2019-12-019430.46698097728
2020-01-018896.230095788165
2020-02-017816.142876416129
2020-03-015674.838013352731
2020-04-016297.625168185348
2020-05-016838.1336804606
2020-06-017371.513686367597
2020-07-017318.788263306242
2020-08-018252.25796806575
2020-09-018112.696033925126
2020-10-017616.508235156844
2020-11-019232.217931748653
2020-12-019492.727464986454
2021-01-019461.715727563436
2021-02-0110153.272002654503
2021-03-0112010.895128914752
2021-04-0111818.607771712776
2021-05-0111913.885455294601
2021-06-0111543.65891099759
2021-07-0111933.028503086589
2021-08-0111744.733838709795
2021-09-0110337.28227062071
2021-10-0110394.729645470756
2021-11-019437.267320811956
2021-12-019497.905203627335
2022-01-019775.570553981572
2022-02-019277.70545959723
2022-03-018243.6527122964
2022-04-018818.12646079686
2022-05-019049.228626331353
2022-06-017667.592825550317
2022-07-018279.787493938034
2022-08-017543.81934796956
2022-09-016832.919478871545
2022-10-017803.070909495315
2022-11-018718.035668055905
2022-12-018912.073246770295
2023-01-0110504.464888004055
2023-02-0110892.521813958747
2023-03-0111250.4785761948
2023-04-0111467.925367637674
2023-05-0111622.072481048383
2023-06-0113067.883070617792
2023-07-0112807.22768558729
2023-08-0112908.011274343577
2023-09-0112775.94247605296
2023-10-0111900.12069235846
2023-11-0112998.384691395839
2023-12-0114065.363480898883
2024-01-0114923.810669787894
2024-02-0115587.636872791714
2024-03-0117716.38025020875
2024-04-0116446.08406168072
2024-05-0117148.30574911304
2024-06-0117345.36975252597
2024-07-0117284.45839759928
2024-08-0117137.54917940135
2024-09-0117485.11400140747
2024-10-0118130.052397256528
2024-11-0121390.58745455805
2024-12-0121372.684147004024
2025-01-0124445.106854669626
2025-02-0126012.685459670156
2025-03-0128225.202460519744
2025-04-0131217.005589769957
2025-05-0131440.177064076335
2025-06-0136362.67506772992
2025-07-0136918.735027401905
2025-08-0136827.57765696388
2025-09-0134922.38861480906
2025-10-0137028.12387192754
2025-11-0140346.252155871814
2025-12-0140656.187215361104
2026-01-0142169.399564632404
2026-02-0134557.75913305695
2026-03-0132515.834035245087
2026-04-0134758.30534802061
Annual Return Matrix
YearAnnual Return
20170.03700636613011743
2018-0.39483782133336465
20190.25472830872453933
20200.006602057367335323
20210.0005454426728228601
2022-0.061680122542527194
20230.5782369703925094
20240.5195259031896804
20250.9022499437002258
2026-0.145067264573991
Total Factor Risk
0.5294612224963511
VTI.US Exposure
0.08085714022475443
VEA.US Exposure
0.1306880431259692
VWO.US Exposure
-0.01718698886503654
QQQ.US Exposure
0.0005683015515969365
VTV.US Exposure
0.00757178673145644
IJR.US Exposure
0.018948480328280243
QUAL.US Exposure
-0.043759957740377144
SHV.US Exposure
0.7072768636958747
TLT.US Exposure
-0.003925370409140668
LQD.US Exposure
0.003737251639400562
HYG.US Exposure
0.005817175999318131
GLD.US Exposure
-0.004325470991832844
USO.US Exposure
0.007436475271279176
VNQ.US Exposure
-0.010020281272671287
BTC-USD.CC Exposure
0.004216895558695478
CPER.US Exposure
0.006396385387142729
VIX.INDX Exposure
-0.005331501472018591
UUP.US Exposure
-0.00343801515552501
TIP.US Exposure
0.005896404347613613
Idiosyncratic Exposure
0.10857638204522048
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.9%

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 →15.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.97%
Market Cap$31.2B
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 →
+2.1%
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 →
-6.0%
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 →
20.2% 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 →
0.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Heidelberg Materials AG a high-risk investment?

Heidelberg Materials AG (HEI.XETRA) has an annualized volatility of 52.9% and experienced a maximum drawdown of 54.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, HEI.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.9%. It has had a positive return in 70% 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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