Henkel AG & Co. KGaA

10-Year Study

HEN.XETRA · Consumer Defensive · DE · Common Stock

Executive Summary: Henkel AG & Co. KGaA has compounded at -1.9% annually over the last 10 years, with a maximum drawdown of 39.3% and an annualized volatility of 29.8%.

1Y CAGR
-5.7%
3Y CAGR
-1.1%
5Y CAGR
-3.2%
10Y CAGR
-1.9%

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 →
39.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +17.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -12.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.210.2-19.5-1.0————————-5.8%
20250.1-1.1-9.6-3.64.0-4.81.35.4-3.82.5-0.10.5-9.7%
2024-2.5-1.57.03.49.6-0.2-2.54.91.6-6.10.23.517.7%
20231.76.82.42.80.2-3.9-1.50.4-6.4-0.17.41.410.8%
20221.8-1.9-12.64.33.5-6.95.21.4-6.42.07.1-5.4-9.5%
2021-2.1-4.915.10.1-2.4-3.8-1.3-0.6-2.2-3.3-9.14.8-11.0%
2020-0.6-8.0-12.48.41.35.4-0.72.26.2-2.84.2-2.5-1.2%
2019-6.63.22.62.5-8.74.15.3-1.2-0.12.81.7-4.30.2%
20180.8-1.93.5-1.8-2.3-1.2-3.74.9-4.9-5.35.3-6.0-12.7%
2017-1.64.42.44.43.2-4.20.5-4.41.25.1-5.4-2.32.6%
2016———4.56.22.80.23.72.9-3.2-4.23.016.5%

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 29.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.8% of variance. Idiosyncratic stock-specific factors contribute 15.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110446.578754380178
2016-05-0111096.479141537577
2016-06-0111404.94013441334
2016-07-0111432.015552553868
2016-08-0111849.982908454067
2016-09-0112197.295168739489
2016-10-0111808.767436012113
2016-11-0111310.748398891084
2016-12-0111653.362366373476
2017-01-0111472.056451795062
2017-02-0111979.48713315293
2017-03-0112262.04728108892
2017-04-0112806.657721839985
2017-05-0113213.0299320404
2017-06-0112657.261045882142
2017-07-0112717.028751443746
2017-08-0112155.281588866252
2017-09-0112304.678264824091
2017-10-0112932.156350751651
2017-11-0112238.94734147403
2017-12-0111952.095483766043
2018-01-0112047.702730581519
2018-02-0111814.6403020159
2018-03-0112226.990788635552
2018-04-0112012.79682443594
2018-05-0111733.007464563276
2018-06-0111587.029097792254
2018-07-0111155.177684313874
2018-08-0111696.505343555133
2018-09-0111124.759250140421
2018-10-0110534.762096221637
2018-11-0111094.340815966967
2018-12-0110431.36953729345
2019-01-019737.964765815705
2019-02-0110048.172559861823
2019-03-0110309.710859230414
2019-04-0110565.888286041705
2019-05-019651.708928713948
2019-06-0110043.504384320351
2019-07-0110578.326715065108
2019-08-0110453.942424831079
2019-09-0110447.72321031938
2019-10-0110740.01123373856
2019-11-0110920.3684545779
2019-12-0110447.72321031938
2020-01-0110385.531065202365
2020-02-019558.420711038429
2020-03-018376.845246969073
2020-04-019081.694577838816
2020-05-019203.037024655496
2020-06-019703.87202573219
2020-07-019638.427216366925
2020-08-019847.817477348055
2020-09-0110456.35180575571
2020-10-0110161.910398135138
2020-11-0110587.22636585546
2020-12-0110318.941799897902
2021-01-0110103.016093158714
2021-02-019605.719870315073
2021-03-0111051.800184016469
2021-04-0111059.781258329303
2021-05-0110798.995890499658
2021-06-0110384.4317851555
2021-07-0110250.696085207755
2021-08-0110190.506737984342
2021-09-019969.852621180567
2021-10-019642.206932692437
2021-11-018766.246380281627
2021-12-019187.511576322411
2022-01-019354.677436599399
2022-02-019174.139512190715
2022-03-018017.3354957527135
2022-04-018358.789948665128
2022-05-018655.33956459475
2022-06-018055.328421207973
2022-07-018476.036447909939
2022-08-018593.267888523967
2022-09-018041.534715414466
2022-10-018200.162332039798
2022-11-018786.379769633066
2022-12-018310.511978387853
2023-01-018455.345889219678
2023-02-019027.769621019439
2023-03-019241.55700218802
2023-04-019496.830911152572
2023-05-019513.847163932773
2023-06-019142.471211662609
2023-07-019006.401423944128
2023-08-019040.418870873746
2023-09-018464.93823702586
2023-10-018456.445169266539
2023-11-019082.944444193467
2023-12-019210.52116415263
2024-01-018980.892103404605
2024-02-018844.822315686124
2024-03-019462.81346422295
2024-04-019785.580156338705
2024-05-0110725.509772298443
2024-06-0110703.659699038204
2024-07-0110441.353409499887
2024-08-0110951.389233982509
2024-09-0111126.265113218316
2024-10-0110448.641786796892
2024-11-0110470.49186005713
2024-12-0110842.093691788981
2025-01-0110856.670446382992
2025-02-0110732.798149595448
2025-03-019698.134687405412
2025-04-019351.40971372037
2025-05-019727.875483193815
2025-06-019261.057929046743
2025-07-019381.526975278246
2025-08-019885.991106372663
2025-09-019509.525336899218
2025-10-019750.463429362222
2025-11-019742.934113972753
2025-12-019788.110006309566
2026-01-0110488.336337530176
2026-02-0111557.499122834757
2026-03-019306.233821383556
2026-04-019215.88203670993
Annual Return Matrix
YearAnnual Return
20170.025634929044563215
2018-0.1272350901595558
20190.0015677397840678786
2020-0.012326265524940205
2021-0.10964595454804138
2022-0.0954556182758689
20230.1082976822734052
20240.177142259222685
2025-0.09721219124656943
2026-0.058461538461538454
Total Factor Risk
0.29787963798855405
VTI.US Exposure
-0.05681700333558047
VEA.US Exposure
0.2645859607720762
VWO.US Exposure
0.04388606845143843
QQQ.US Exposure
0.016342788909982465
VTV.US Exposure
0.06593321055770528
IJR.US Exposure
0.021375029170566388
QUAL.US Exposure
-0.01128806146465485
SHV.US Exposure
0.45804458520517094
TLT.US Exposure
-0.005905358029295469
LQD.US Exposure
-0.012268614024397622
HYG.US Exposure
-0.004588154984171477
GLD.US Exposure
-0.004750357949418605
USO.US Exposure
0.028250696773177375
VNQ.US Exposure
-0.026735496345221415
BTC-USD.CC Exposure
-0.00042916479820755837
CPER.US Exposure
-0.01698914658391056
VIX.INDX Exposure
0.006967187136498914
UUP.US Exposure
0.009405270325726151
TIP.US Exposure
0.0737064105845626
Idiosyncratic Exposure
0.1512741496279532
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.8%

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 →12.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.34%
Market Cap$25.1B
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 →
-10.7%
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 →
-7.3%
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 →
20.6% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Henkel AG & Co. KGaA a high-risk investment?

Henkel AG & Co. KGaA (HEN.XETRA) has an annualized volatility of 29.8% and experienced a maximum drawdown of 39.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, HEN.XETRA has generated a Compound Annual Growth Rate (CAGR) of -1.9%. It has had a positive return in 40% 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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