Hannover Rück SE

10-Year Study

HNR1.XETRA · Financial Services · DE · Common Stock

Executive Summary: Hannover Rück SE has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 26.9% and an annualized volatility of 21.1%.

1Y CAGR
-1.3%
3Y CAGR
+12.8%
5Y CAGR
+15.3%
10Y CAGR
+12.2%

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 →
26.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.82
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +48.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -22.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.38.03.92.7————————3.3%
20255.30.87.22.8-0.7-4.0-0.3-6.63.1-3.64.92.611.0%
20242.76.86.9-8.40.83.7-3.011.6-0.1-5.72.3-2.314.6%
20230.4-1.3-1.87.33.9-2.9-0.11.15.90.25.1-1.217.2%
20226.5-7.4-6.3-3.5-3.5-2.7-0.16.25.06.910.22.111.9%
2021-1.89.611.0-1.3-4.2-1.40.69.9-2.94.4-2.18.132.1%
20201.9-8.3-18.611.12.26.1-6.5-0.6-7.3-5.712.5-7.1-22.2%
20197.04.1-2.35.01.06.0-0.42.27.12.46.12.348.0%
20185.01.6-0.95.1-6.2-1.16.73.82.9-2.13.0-4.113.6%
2017-1.14.91.51.8-2.4-1.01.7-4.60.15.62.6-5.03.4%
2016———-2.85.2-7.4-2.40.14.16.5-1.42.63.7%

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 21.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 31.8% of variance. Idiosyncratic stock-specific factors contribute 36.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019724.617637487796
2016-05-0110226.535261029241
2016-06-019465.726837432012
2016-07-019234.659011668447
2016-08-019242.736274464227
2016-09-019620.112965459533
2016-10-0110246.722607038259
2016-11-0110105.457672818558
2016-12-0110372.844126260983
2017-01-0110256.81046906234
2017-02-0110756.275858862908
2017-03-0110912.684208079587
2017-04-0111109.44400539259
2017-05-0110837.908511924132
2017-06-0110730.544837524987
2017-07-0110909.47654688299
2017-08-0110408.477058249267
2017-09-0110423.81804658082
2017-10-0111006.612895727767
2017-11-0111287.782994746873
2017-12-0110725.431174747804
2018-01-0111257.101018083773
2018-02-0111441.146390218957
2018-03-0111338.896378596999
2018-04-0111921.691227743944
2018-05-0111183.836176839757
2018-06-0111059.574171354192
2018-07-0111805.1694481893
2018-08-0112250.453256473433
2018-09-0112602.528938682535
2018-10-0112333.294593463808
2018-11-0112706.092231881363
2018-12-0112188.310631769791
2019-01-0113037.457579842872
2019-02-0113565.582725117381
2019-03-0113254.92771140347
2019-04-0113917.670029287343
2019-05-0114052.98451954814
2019-06-0114890.718702059412
2019-07-0114838.361768397566
2019-08-0115162.986379061877
2019-09-0116241.562456417647
2019-10-0116629.015387476175
2019-11-0117644.774766398587
2019-12-0118042.699084189484
2020-01-0118377.78345962531
2020-02-0116859.39751754916
2020-03-0113717.888522151457
2020-04-0115236.286086188462
2020-05-0115568.581191018551
2020-06-0116516.038305982987
2020-07-0115439.379852168657
2020-08-0115353.249500255684
2020-09-0114233.508437543584
2020-10-0113426.014597182839
2020-11-0115105.608758309703
2020-12-0114028.950304495376
2021-01-0113781.309562549393
2021-02-0115105.608758309703
2021-03-0116774.44098368277
2021-04-0116559.109292919904
2021-05-0115870.833527032682
2021-06-0115649.016782111477
2021-07-0115737.750453256476
2021-08-0117295.999721072938
2021-09-0116785.818883362004
2021-10-0117523.360141323043
2021-11-0117151.81767467807
2021-12-0118538.154897494307
2022-01-0119741.50434661336
2022-02-0118277.520803309933
2022-03-0117118.54400074381
2022-04-0116514.097438519824
2022-05-0115927.862488959137
2022-06-0115491.632188182792
2022-07-0115469.27153549347
2022-08-0116431.197991725163
2022-09-0117247.733717632836
2022-10-0118433.37129840547
2022-11-0120312.50290549022
2022-12-0120748.721584305706
2023-01-0120827.0187346009
2023-02-0120547.394356375808
2023-03-0120172.67909441681
2023-04-0121654.734786853238
2023-05-0122510.08786202408
2023-06-0121852.319743387106
2023-07-0121829.831249128358
2023-08-0122065.954627864812
2023-09-0123375.85421412301
2023-10-0123420.831202640507
2023-11-0124623.91334665985
2023-12-0124320.336107107993
2024-01-0124983.717632839012
2024-02-0126681.53502859002
2024-03-0128525.51020408163
2024-04-0126130.5843521919
2024-05-0126337.141462507552
2024-06-0127318.151178466833
2024-07-0126510.262191436937
2024-08-0129580.2263957975
2024-09-0129557.145181535026
2024-10-0127872.123564687838
2024-11-0128518.432429919572
2024-12-0127860.582957556602
2025-01-0129349.40263121194
2025-02-0129580.2263957975
2025-03-0131703.8259495142
2025-04-0132592.499186462737
2025-05-0132355.539026544557
2025-06-0131053.879410534148
2025-07-0130960.90372367626
2025-08-0128915.438612802755
2025-09-0129821.95155966715
2025-10-0128752.73116080145
2025-11-0130147.366463669747
2025-12-0130937.65980196179
2026-01-0127753.242527079172
2026-02-0129961.415089953978
2026-03-0131123.611175677564
2026-04-0131960.39235739854
Annual Return Matrix
YearAnnual Return
20170.03399135706610834
20180.13639353357338435
20190.48032812990175766
2020-0.2224583340311479
20210.3214213818658993
20220.11924415881918149
20230.17213660650320972
20240.14556734885805778
20250.1104455297684499
20260.03305785123966953
Total Factor Risk
0.21135498161033214
VTI.US Exposure
0.2980276134698022
VEA.US Exposure
0.31811829146569837
VWO.US Exposure
-0.03690892723872918
QQQ.US Exposure
-0.04731215026996167
VTV.US Exposure
0.0216791055942847
IJR.US Exposure
-0.042588430019577336
QUAL.US Exposure
-0.03434652679331779
SHV.US Exposure
0.10168742124462014
TLT.US Exposure
-0.0028402414330869954
LQD.US Exposure
0.07570474055631851
HYG.US Exposure
-0.010630903025037502
GLD.US Exposure
0.0059056569252587485
USO.US Exposure
-0.002197094730693784
VNQ.US Exposure
-0.02031197728997392
BTC-USD.CC Exposure
0.0060897730587149744
CPER.US Exposure
-0.0036968961148925125
VIX.INDX Exposure
-0.002379580015479375
UUP.US Exposure
-0.004642603560238884
TIP.US Exposure
0.020971590149834414
Idiosyncratic Exposure
0.3596711380264569
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.1%

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 →12.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.69%
Market Cap$32.5B
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 →
+6.9%
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 →
+7.6%
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 →
5.4% 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 →
0.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hannover Rück SE a high-risk investment?

Hannover Rück SE (HNR1.XETRA) has an annualized volatility of 21.1% and experienced a maximum drawdown of 26.9% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of HNR1.XETRA?

Over the past 10 years, HNR1.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 90% 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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