HOCHTIEF Aktiengesellschaft

10-Year Study

HOT.XETRA · Industrials · DE · Common Stock

Executive Summary: HOCHTIEF Aktiengesellschaft has compounded at 19.4% annually over the last 10 years, with a maximum drawdown of 64.3% and an annualized volatility of 51.5%.

1Y CAGR
+207.3%
3Y CAGR
+87.8%
5Y CAGR
+51.6%
10Y CAGR
+19.4%

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 →
64.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +168.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -24.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.316.3-7.218.5————————34.6%
20257.87.74.39.1-2.43.314.612.85.49.122.610.6168.1%
2024-0.59.9-1.7-4.21.46.13.60.50.01.64.810.135.2%
202310.311.019.23.72.71.813.110.2-2.91.91.61.2100.3%
2022-3.4-12.11.5-1.93.8-23.012.5-5.7-0.810.12.5-4.5-23.3%
2021-3.5-3.83.32.2-7.1-5.93.31.42.3-3.8-0.16.5-6.1%
2020-8.0-15.0-32.028.810.2-0.2-12.67.7-10.6-4.928.0-1.7-24.0%
201910.96.8-7.53.1-16.50.5-4.0-3.75.76.9-0.32.00.7%
2018-1.4-4.89.5-0.16.0-1.5-0.7-9.02.1-8.3-4.1-6.3-18.5%
2017-1.29.57.66.70.5-2.0-5.9-2.0-3.66.1-2.5-0.012.7%
2016———4.13.41.81.32.84.1-1.07.9-0.925.9%

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 51.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.9% of variance. Idiosyncratic stock-specific factors contribute 8.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110409.113623758243
2016-05-0110761.459300058757
2016-06-0110950.749858594954
2016-07-0111097.454160054034
2016-08-0111409.794564554833
2016-09-0111883.03468954042
2016-10-0111769.457608689683
2016-11-0112701.742439635147
2016-12-0112592.88801269625
2017-01-0112441.461057325329
2017-02-0113629.29088802368
2017-03-0114665.680034706014
2017-04-0115654.7465417543
2017-05-0115738.23043256215
2017-06-0115416.252519206373
2017-07-0114512.811571600374
2017-08-0114229.273864503764
2017-09-0113719.886216989473
2017-10-0114560.86182942433
2017-11-0114190.8336582446
2017-12-0114186.028632462205
2018-01-0113984.19009231141
2018-02-0113311.417839550579
2018-03-0114580.081932553912
2018-04-0114570.471880989122
2018-05-0115450.011257488975
2018-06-0115214.125677508635
2018-07-0115106.026326049829
2018-08-0113739.888852889331
2018-09-0114034.73896354221
2018-10-0112875.011669348329
2018-11-0112344.27597871511
2018-12-0111567.852455505461
2019-01-0112825.863119916967
2019-02-0113700.583741989334
2019-03-0112678.444928913075
2019-04-0113071.57840978358
2019-05-0110921.26072893614
2019-06-0110972.482303776476
2019-07-0110531.943811401365
2019-08-0110137.506109247066
2019-09-0110716.360700929703
2019-10-0111454.000801752873
2019-11-0111423.276094035726
2019-12-0111648.65926052026
2020-01-0110716.360700929703
2020-02-019113.005969214884
2020-03-016198.277329613785
2020-04-017982.479503132877
2020-05-018800.19879078094
2020-06-018783.504758348388
2020-07-017676.522918600117
2020-08-018266.168225325506
2020-09-017392.834196407487
2020-10-017031.249141959681
2020-11-019000.444808101
2020-12-018850.253430788407
2021-01-018538.750473638254
2021-02-018216.113585318039
2021-03-018488.682104985694
2021-04-018675.583879275786
2021-05-018057.218247016765
2021-06-017581.89136797711
2021-07-017830.091542605477
2021-08-017937.806492001691
2021-09-018118.104788002262
2021-10-017809.0180723884
2021-11-017801.989006101009
2021-12-018312.44748793252
2022-01-018029.12943915739
2022-02-017057.3884822159125
2022-03-017165.103431612127
2022-04-017032.04540337505
2022-05-017300.55024409531
2022-06-015618.132245292448
2022-07-016318.44416010895
2022-08-015959.220432617064
2022-09-015909.632566542743
2022-10-016507.116929615982
2022-11-016669.1973135787275
2022-12-016371.656388487708
2023-01-017024.796678766179
2023-02-017798.872603664998
2023-03-019296.242195265266
2023-04-019639.787810061449
2023-05-019900.67325275534
2023-06-0110078.82988012147
2023-07-0111395.956090301535
2023-08-0112553.994761149032
2023-09-0112184.955052415966
2023-10-0112420.373858463161
2023-11-0112617.627031153042
2023-12-0112763.974387839713
2024-01-0112693.98575515785
2024-02-0113947.465966688816
2024-03-0113705.677069318675
2024-04-0113133.055282508058
2024-05-0113319.339267768986
2024-06-0114131.017951576321
2024-07-0114636.643950335252
2024-08-0114716.476021548482
2024-09-0114716.476021548482
2024-10-0114955.985963833256
2024-11-0115674.515790687585
2024-12-0117257.936529728006
2025-01-0118601.847326483654
2025-02-0120025.59019445253
2025-03-0120890.481106638625
2025-04-0122789.55085364715
2025-05-0122240.40504994481
2025-06-0122968.023239850416
2025-07-0126317.812642434692
2025-08-0129681.33069011153
2025-09-0131273.853520848323
2025-10-0134129.41170010049
2025-11-0141844.910242118385
2025-12-0146265.53396192223
2026-01-0148709.23278839765
2026-02-0156644.389651896476
2026-03-0152553.25341431403
2026-04-0162273.13413984547
Annual Return Matrix
YearAnnual Return
20170.1265111401101746
2018-0.18456019262258594
20190.006985462973841949
2020-0.2402341563218554
2021-0.06076729294383354
2022-0.23348010345476833
20231.0032427377756328
20240.3520817266892753
20251.6808265218861247
20260.34599406528189913
Total Factor Risk
0.5153501527167537
VTI.US Exposure
-0.03583951303870436
VEA.US Exposure
0.13655963513545874
VWO.US Exposure
-0.0008431576214168971
QQQ.US Exposure
0.0345297915413417
VTV.US Exposure
0.03654741906535024
IJR.US Exposure
-0.00595275103071331
QUAL.US Exposure
0.015511086371475689
SHV.US Exposure
0.658957723675534
TLT.US Exposure
-0.007799120109196426
LQD.US Exposure
0.004876803549671543
HYG.US Exposure
0.05474740169671459
GLD.US Exposure
-0.0036703498223727414
USO.US Exposure
0.002415581830341355
VNQ.US Exposure
-0.009671755176055723
BTC-USD.CC Exposure
0.013278874516108196
CPER.US Exposure
0.005957241970920464
VIX.INDX Exposure
0.002220484165453707
UUP.US Exposure
-0.0015002565978544128
TIP.US Exposure
0.016084622713727733
Idiosyncratic Exposure
0.08359023716421596
Value Score
36.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
51.5%

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 →33.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.63%
Market Cap$30.6B
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 →
+13.8%
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 →
+53.1%
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 →
3.1% 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 →
0.72
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is HOCHTIEF Aktiengesellschaft a high-risk investment?

HOCHTIEF Aktiengesellschaft (HOT.XETRA) has an annualized volatility of 51.5% and experienced a maximum drawdown of 64.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, HOT.XETRA has generated a Compound Annual Growth Rate (CAGR) of 19.4%. It has had a positive return in 60% 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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