Henkel AG & Co. KGaA vz. (Pref Shares)

10-Year Study

HEN3.XETRA · Consumer Defensive · DE · Common Stock

Executive Summary: Henkel AG & Co. KGaA vz. (Pref Shares) has compounded at -2.5% annually over the last 10 years, with a maximum drawdown of 46.3% and an annualized volatility of 36.4%.

1Y CAGR
-8.4%
3Y CAGR
-2.7%
5Y CAGR
-5.0%
10Y CAGR
-2.5%

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 →
46.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +19.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -21.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.612.2-20.3-1.9————————-6.5%
2025-0.6-1.2-11.7-4.13.0-5.41.46.6-4.72.3-1.00.0-15.3%
2024-2.4-2.27.12.511.60.1-5.04.62.0-5.71.54.919.2%
20230.65.24.74.31.7-1.7-4.20.8-4.60.96.10.914.9%
20221.9-2.2-14.34.33.8-7.76.03.1-5.04.57.3-5.0-5.7%
2021-7.4-4.617.51.6-1.8-5.1-4.0-3.2-3.1-3.5-9.92.1-21.5%
2020-0.3-9.0-12.513.4-0.95.50.62.64.4-6.58.02.34.8%
2019-11.03.53.61.2-9.45.28.4-2.3-0.32.62.9-3.8-1.3%
20182.0-2.9-2.20.30.23.6-2.12.5-8.1-4.45.5-6.4-12.1%
2017-0.54.61.95.5-0.0-3.6-0.6-6.02.34.6-5.4-3.2-1.3%
2016———4.45.14.61.75.62.8-3.4-6.53.618.6%

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 36.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 60.9% of variance. Idiosyncratic stock-specific factors contribute 12.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110442.779345290843
2016-05-0110973.925230941568
2016-06-0111476.790142285778
2016-07-0111670.602249330117
2016-08-0112325.363997570283
2016-09-0112676.318924192263
2016-10-0112246.792587781463
2016-11-0111450.59967235617
2016-12-0111864.414356374462
2017-01-0111806.787433833562
2017-02-0112351.554467499891
2017-03-0112582.035862010935
2017-04-0113270.37715854438
2017-05-0113265.065436731345
2017-06-0112792.637743201918
2017-07-0112713.014507311507
2017-08-0111948.63933145933
2017-09-0112224.664796169249
2017-10-0112792.637743201918
2017-11-0112102.574081427118
2017-12-0111715.081345601133
2018-01-0111953.951053272362
2018-02-0111603.614074485065
2018-03-0111343.510627387974
2018-04-0111379.95640180809
2018-05-0111406.94888914016
2018-06-0111822.630564488774
2018-07-0111579.698178500148
2018-08-0111871.21178255599
2018-09-0110910.289751795337
2018-10-0110427.659345080478
2018-11-0111002.061579159117
2018-12-0110300.256908525314
2019-01-019164.429344896409
2019-02-019484.01355803845
2019-03-019825.19964974191
2019-04-019945.962434030782
2019-05-019013.531742796964
2019-06-019480.844931907408
2019-07-0110276.617116892065
2019-08-0110040.745113610368
2019-09-0110007.678330541612
2019-10-0110270.003760278314
2019-11-0110567.57851224457
2019-12-0110161.981219644955
2020-01-0110133.33210620288
2020-02-019222.937171797386
2020-03-018067.861190509372
2020-04-019146.706075084607
2020-05-019060.929656499891
2020-06-019562.111646081554
2020-07-019622.105177351028
2020-08-019871.309076470388
2020-09-0110305.1084564189
2020-10-019635.949838413215
2020-11-0110411.250857895664
2020-12-0110648.924113376335
2021-01-019864.38017202616
2021-02-019412.12124399473
2021-03-0111059.649058221205
2021-04-0111235.159391097872
2021-05-0111030.579214338493
2021-06-0110468.588528258624
2021-07-0110050.027478956905
2021-08-019727.879439692237
2021-09-019426.899400722077
2021-10-019097.704126576753
2021-11-018194.750861840012
2021-12-018364.055420717292
2022-01-018519.25236200699
2022-02-018328.779802835197
2022-03-017134.247194911265
2022-04-017442.142990499381
2022-05-017725.9519683610715
2022-06-017129.22472527617
2022-07-017553.728592051876
2022-08-017791.454438837626
2022-09-017400.911407317028
2022-10-017735.6550641482445
2022-11-018300.853819837965
2022-12-017886.053048849434
2023-01-017932.149327751643
2023-02-018346.950098740175
2023-03-018739.912330294432
2023-04-019114.95407464284
2023-05-019271.689311606111
2023-06-019112.469135477832
2023-07-018729.367773625987
2023-08-018796.526870212547
2023-09-018391.034760223092
2023-10-018468.159909122225
2023-11-018980.622733643448
2023-12-019062.717760872594
2024-01-018843.793305652778
2024-02-018652.242624726854
2024-03-019266.706285449827
2024-04-019499.080966943735
2024-05-0110603.866512749448
2024-06-0110616.619904231233
2024-07-0110091.022401266398
2024-08-0110557.941155588745
2024-09-0110767.162515021391
2024-10-0110152.251828205242
2024-11-0110302.7944389954
2024-12-0110805.43583729302
2025-01-0110744.193262527906
2025-02-0110611.51854763852
2025-03-019374.05828694342
2025-04-018993.113168599837
2025-05-019266.587955013398
2025-06-018764.340991503874
2025-07-018885.300993186796
2025-08-019474.323610077547
2025-09-019032.556647409485
2025-10-019237.662737219656
2025-11-019148.257518584453
2025-12-019148.257518584453
2026-01-019750.427961745085
2026-02-0110936.361891288516
2026-03-018717.008816932297
2026-04-018553.97577118575
Annual Return Matrix
YearAnnual Return
2017-0.012586631441533935
2018-0.1207694932145792
2019-0.013424489321806066
20200.04791810604707969
2021-0.21456333694677865
2022-0.05714959404547626
20230.14920831811990354
20240.19229530505125547
2025-0.15336524538779972
2026-0.06496119574590398
Total Factor Risk
0.3641274589435216
VTI.US Exposure
-0.03760261840864384
VEA.US Exposure
0.17664931401672146
VWO.US Exposure
0.03152084549011514
QQQ.US Exposure
0.009669208832667801
VTV.US Exposure
0.03639645366509679
IJR.US Exposure
0.019625014682279934
QUAL.US Exposure
-0.010075493383032416
SHV.US Exposure
0.6087268124584102
TLT.US Exposure
-0.0042812615485512155
LQD.US Exposure
-0.008124243047004258
HYG.US Exposure
-0.0013799472498290833
GLD.US Exposure
-0.0025115431927709556
USO.US Exposure
0.02353045360010286
VNQ.US Exposure
-0.0184694744630008
BTC-USD.CC Exposure
-0.0007090115505016025
CPER.US Exposure
-0.012723986891666246
VIX.INDX Exposure
0.01085927493789978
UUP.US Exposure
0.0014202266970601684
TIP.US Exposure
0.05638570378352032
Idiosyncratic Exposure
0.12109427157112598
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.4%

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 →13.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.13%
Market Cap$26.4B
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 →
-11.7%
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 →
-8.8%
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 →
22.5% 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 vz. (Pref Shares) a high-risk investment?

Henkel AG & Co. KGaA vz. (Pref Shares) (HEN3.XETRA) has an annualized volatility of 36.4% and experienced a maximum drawdown of 46.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of HEN3.XETRA?

Over the past 10 years, HEN3.XETRA has generated a Compound Annual Growth Rate (CAGR) of -2.5%. It has had a positive return in 30% 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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