HelloFresh SE

10-Year Study

HFG.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: HelloFresh SE has compounded at -9.5% annually over the last 10 years, with a maximum drawdown of 99.9% and an annualized volatility of 274.7%.

1Y CAGR
-61.3%
3Y CAGR
-68.6%
5Y CAGR
-43.8%
10Y CAGR
-9.5%

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 →
99.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1000.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
40567.90
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3085.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +963.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -94.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
44%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.7-13.1-19.712.9————————-28.9%
2025-25.2-16.5-88.117.814.2-24.0170.5-27.4-16.2-9.5-9.8-42.3-94.1%
2024-23.617.5-28.8-31.627.5-85.027.81675.730.1-15.745.3-35.994.3%
2023-90.31285.0-35.2-29.9-8.0-1.058.0-40.7-45.9-3.1-8.5-5.3-76.4%
2022-22.5-11.861.4-37.91.0-15.822.6-3.1-5.8-6.5-19.4-30.7-66.0%
20218159.5-54.5-14.5-6.6-96.13174.5-30.1-11.1-24.8-10.0-17.9-20.4963.3%
202015.22.139.45.813.029.5-2.5-6.810.4-3.57.328.2238.7%
201942.110.3-12.57.42.2-9.04.136.417.212.215.63.3205.4%
20185.07.6-1.3-11.22.08.610.6-15.2-10.4-4.0-14.1-32.5-48.7%
2017———————————17.817.8%

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 274.7%. The dominant macroeconomic risk driver is QUAL.US, accounting for 11.7% of variance. Idiosyncratic stock-specific factors contribute 46.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0111782.178217821784
2018-01-0112376.237623762376
2018-02-0113316.831683168317
2018-03-0113148.51485148515
2018-04-0111673.267326732672
2018-05-0111910.89108910891
2018-06-0112940.594059405941
2018-07-0114306.930693069306
2018-08-0112128.712871287129
2018-09-0110871.287128712873
2018-10-0110435.643564356436
2018-11-018960.396039603962
2018-12-016049.50495049505
2019-01-018599.0099009901
2019-02-019485.148514851486
2019-03-018297.029702970298
2019-04-018910.89108910891
2019-05-019108.910891089108
2019-06-018287.128712871287
2019-07-018623.762376237624
2019-08-0111762.376237623765
2019-09-0113782.178217821784
2019-10-0115465.346534653465
2019-11-0117881.188118811882
2019-12-0118475.247524752474
2020-01-0121287.128712871287
2020-02-0121732.673267326732
2020-03-0130297.029702970296
2020-04-0132059.40594059406
2020-05-0136237.623762376235
2020-06-0146930.69306930693
2020-07-0145762.37623762376
2020-08-0142673.267326732675
2020-09-0147108.91089108911
2020-10-0145465.34653465347
2020-11-0148792.07920792079
2020-12-0162574.25742574257
2021-01-015168316.831683169
2021-02-012349802.028542698
2021-03-012009406.0614557553
2021-04-011876039.6523050745
2021-05-0174019.80198019803
2021-06-012423762.376237624
2021-07-011693069.4277923887
2021-08-011505777.3099087253
2021-09-011131683.1683168318
2021-10-011018811.881188119
2021-11-01836138.6742922339
2021-12-01665346.5346534654
2022-01-01515346.5346534654
2022-02-01454455.47575997835
2022-03-01733663.3663366337
2022-04-01455643.5764426052
2022-05-01460396.06981938425
2022-06-01387623.7623762376
2022-07-01475247.55496789917
2022-08-01460396.06981938425
2022-09-01433663.3965520576
2022-10-01405445.57476987934
2022-11-01326732.6732673268
2022-12-01226485.16362256344
2023-01-0121960.396039603962
2023-02-01304158.4279277537
2023-03-01197019.80741897432
2023-04-01138089.11011950806
2023-05-01126980.19801980199
2023-06-01125747.52958694308
2023-07-01198653.4798499381
2023-08-01117772.28176003636
2023-09-0163675.742574257434
2023-10-0161678.219785784735
2023-11-0156450.49822212446
2023-12-0153435.64477297339
2024-01-0140841.58415841585
2024-02-0147970.297785088565
2024-03-0134158.41584158416
2024-04-0123361.385458766825
2024-05-0129777.228478157875
2024-06-014475.247524752474
2024-07-015720.79207920792
2024-08-01101584.16445892637
2024-09-01132148.5160601021
2024-10-01111415.84792939744
2024-11-01161896.0389996519
2024-12-01103841.58899288367
2025-01-0177702.97362072633
2025-02-0164878.71679929223
2025-03-017697.029702970297
2025-04-019063.366336633664
2025-05-0110351.485148514852
2025-06-017863.366336633664
2025-07-0121270.891699460473
2025-08-0115439.603824426633
2025-09-0112945.7426543283
2025-10-0111716.040054170211
2025-11-0110562.376456685584
2025-12-016097.029702970298
2026-01-015502.970297029703
2026-02-014781.188118811881
2026-03-013839.60396039604
2026-04-014334.653465346535
Annual Return Matrix
YearAnnual Return
2018-0.48655462184873943
20192.0540098199672667
20202.386923901393355
20219.632911392405063
2022-0.6595981915791829
2023-0.7640655841721109
20240.9433018808711844
2025-0.9412852811469581
2026-0.2890548879506334
Total Factor Risk
2.7465581886522914
VTI.US Exposure
0.004952160128380926
VEA.US Exposure
0.06835065375509446
VWO.US Exposure
0.0272443309600012
QQQ.US Exposure
0.02692675858818465
VTV.US Exposure
0.028494719044858036
IJR.US Exposure
0.013327336643808835
QUAL.US Exposure
0.11680400628082269
SHV.US Exposure
0.006621870495677176
TLT.US Exposure
0.03475248227338875
LQD.US Exposure
0.00285992245462887
HYG.US Exposure
0.020314580356768613
GLD.US Exposure
-0.0019006973683027603
USO.US Exposure
0.02018885073714604
VNQ.US Exposure
0.03620728387518728
BTC-USD.CC Exposure
0.00010199206474556191
CPER.US Exposure
0.0785902041601574
VIX.INDX Exposure
-0.0004186587802220682
UUP.US Exposure
0.01463572904967534
TIP.US Exposure
0.03767587362511394
Idiosyncratic Exposure
0.4642706016548852
Value Score
50
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
274.7%

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 →N/A
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$560.3M
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 →
-5.0%
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 →
-58.0%
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 →
86.1% 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 →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is HelloFresh SE a high-risk investment?

HelloFresh SE (HFG.XETRA) has an annualized volatility of 274.7% and experienced a maximum drawdown of 99.9% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, HFG.XETRA has generated a Compound Annual Growth Rate (CAGR) of -9.5%. It has had a positive return in 44% 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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