Hella KGaA Hueck & Co

10-Year Study

HLE.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Hella KGaA Hueck & Co has compounded at 9.1% annually over the last 10 years, with a maximum drawdown of 51.5% and an annualized volatility of 45.2%.

1Y CAGR
-20.4%
3Y CAGR
+0.5%
5Y CAGR
+5.7%
10Y CAGR
+9.1%

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 →
51.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +46.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -31.0%
% 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.
2026-1.2-1.1-8.9-3.8————————-14.4%
20251.5-1.2-2.11.5-0.3-1.41.2-4.0-2.8-0.61.60.7-6.0%
2024-0.5-0.54.3-2.73.40.62.23.0-4.71.2-0.62.98.6%
20231.64.8-1.0-4.3-7.01.40.0-8.71.87.311.03.48.9%
20220.3-0.2-6.13.111.7-4.06.52.6-3.116.91.5-5.223.6%
2021-4.7-2.7-2.44.313.32.22.32.5-0.20.92.70.619.1%
2020-13.7-12.3-28.927.33.83.71.610.94.9-12.928.310.07.2%
201914.00.4-1.523.6-14.54.9-0.9-12.111.06.312.30.745.3%
201811.2-2.9-4.1-4.05.0-10.84.93.3-7.6-11.9-11.6-4.9-31.0%
20175.2-1.011.39.4-0.6-4.53.73.89.53.6-0.2-0.046.5%
2016———-10.51.7-15.313.411.3-0.7-1.5-5.39.0-1.8%

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 45.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 86.5% of variance. Idiosyncratic stock-specific factors contribute 7.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018948.932207750837
2016-05-019101.749635492606
2016-06-017712.823308869476
2016-07-018746.492764987686
2016-08-019733.205092076405
2016-09-019663.182915324014
2016-10-019517.93131332933
2016-11-019010.929095654092
2016-12-019823.50490706593
2017-01-0110331.885514047319
2017-02-0110224.983765637062
2017-03-0111380.135265937246
2017-04-0112446.212186186702
2017-05-0112369.481848144382
2017-06-0111810.407145570163
2017-07-0112250.26648859919
2017-08-0112716.162074077705
2017-09-0113922.742810933996
2017-10-0114421.04586054376
2017-11-0114398.715953784138
2017-12-0114395.8979134249
2018-01-0116009.409804329982
2018-02-0115548.813359961772
2018-03-0114906.759621157356
2018-04-0114306.578286386415
2018-05-0115018.409154955463
2018-06-0113399.322445078846
2018-07-0114055.343862185575
2018-08-0114515.94030655378
2018-09-0113410.502713895388
2018-10-0111815.154930958011
2018-11-0110439.583665167795
2018-12-019931.601259541518
2019-01-0111318.597841136037
2019-02-0111358.540500140904
2019-03-0111187.313917443671
2019-04-0113830.023156940342
2019-05-0111826.580246762318
2019-06-0112408.781258806375
2019-07-0112300.34796672262
2019-08-0110810.58480463629
2019-09-0111994.529325998259
2019-10-0112754.787605523361
2019-11-0114322.077508362228
2019-12-0114427.355820478579
2020-01-0112450.68429371332
2020-02-0110918.466740997586
2020-03-017766.335444821545
2020-04-019883.357633826286
2020-05-0110263.486773588835
2020-06-0110643.615913351385
2020-07-0110813.188428881238
2020-08-0111988.678829165494
2020-09-0112579.33396228727
2020-10-0110959.38958795349
2020-11-0114064.778171214331
2020-12-0115468.315424482644
2021-01-0114737.309629121384
2021-02-0114333.778502027766
2021-03-0113982.901846429055
2021-04-0114579.407476383596
2021-05-0116520.97602215225
2021-06-0116889.40416824926
2021-07-0117269.533308011814
2021-08-0117702.31691926927
2021-09-0117673.064435105432
2021-10-0117827.56656088805
2021-11-0118302.957717142264
2021-12-0118421.805506205816
2022-01-0118469.375252704704
2022-02-0118427.74789565899
2022-03-0117304.63628900842
2022-04-0117842.422534520992
2022-05-0119922.320104880113
2022-06-0119120.066897827663
2022-07-0120367.999313868433
2022-08-0120887.95839102148
2022-09-0120234.295551171937
2022-10-0123658.061433279832
2022-11-0124002.229927588618
2022-12-0122760.20927012755
2023-01-0123119.356261563153
2023-02-0124226.692968376687
2023-03-0123987.25143046179
2023-04-0122954.745947535437
2023-05-0121355.753090655133
2023-06-0121656.119435901834
2023-07-0121656.119435901834
2023-08-0119763.835965546394
2023-09-0120124.269453667737
2023-10-0121596.052293027187
2023-11-0123968.903537253267
2023-12-0124779.886543244666
2024-01-0124659.75225749538
2024-02-0124539.58734087261
2024-03-0125590.86954923607
2024-04-0124903.32896332872
2024-05-0125751.620373206566
2024-06-0125903.090042515654
2024-07-0126478.705416763667
2024-08-0127266.408958917873
2024-09-0125993.971844101106
2024-10-0126296.94181359276
2024-11-0126145.472144283667
2024-12-0126902.851121702588
2025-01-0127296.702892779693
2025-02-0126963.438989426224
2025-03-0126387.823615178215
2025-04-0126781.675386255316
2025-05-0126710.12166582942
2025-06-0126342.551184189568
2025-07-0126648.859918889448
2025-08-0125576.77934743987
2025-09-0124872.269257630152
2025-10-0124719.114890280212
2025-11-0125117.316245390055
2025-12-0125301.101486209976
2026-01-0124994.7927515101
2026-02-0124719.114890280212
2026-03-0122513.692000441082
2026-04-0121656.027543281423
Annual Return Matrix
YearAnnual Return
20170.4654543413593759
2018-0.3101089408059917
20190.45267167332336133
20200.07215179392238324
20210.19093805632179595
20220.23550372206786352
20230.0887372013651877
20240.08567289340703899
2025-0.05953828567264652
2026-0.14406779661016944
Total Factor Risk
0.4522498367362486
VTI.US Exposure
-0.003559856285447049
VEA.US Exposure
0.012715497032586929
VWO.US Exposure
-0.0019291520662607893
QQQ.US Exposure
-0.005661307809211515
VTV.US Exposure
0.01092219229547312
IJR.US Exposure
0.0036409746142672637
QUAL.US Exposure
0.02383637583619644
SHV.US Exposure
0.8647189382989192
TLT.US Exposure
-0.0004701080028393072
LQD.US Exposure
0.01024582851947199
HYG.US Exposure
0.010653258974714185
GLD.US Exposure
-0.000237449034047611
USO.US Exposure
0.004927296895614641
VNQ.US Exposure
-0.005844969624234705
BTC-USD.CC Exposure
0.000004163610732870485
CPER.US Exposure
0.0012259393695634427
VIX.INDX Exposure
-0.0034752655359212097
UUP.US Exposure
0.004711778440579707
TIP.US Exposure
0.004003245350615941
Idiosyncratic Exposure
0.06957261911922641
Value Score
29.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.2%

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 →50.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.29%
Market Cap$8.2B
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 →
-8.9%
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 →
-13.4%
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 →
20.0% 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 →
0.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hella KGaA Hueck & Co a high-risk investment?

Hella KGaA Hueck & Co (HLE.XETRA) has an annualized volatility of 45.2% and experienced a maximum drawdown of 51.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, HLE.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.1%. 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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