Hypoport SE

10-Year Study

HYQ.XETRA · Financial Services · DE · Common Stock

Executive Summary: Hypoport SE has compounded at 0.6% annually over the last 10 years, with a maximum drawdown of 96.1% and an annualized volatility of 87.2%.

1Y CAGR
+551.9%
3Y CAGR
+116.9%
5Y CAGR
+43.1%
10Y CAGR
+0.6%

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 →
96.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
123.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +335.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -90.6%
% 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.
2026364.9-6.8-22.930.5————————335.7%
20257.2-4.00.7-7.512.32.95.31.28.01.71.74.737.8%
202425.00.510.9-4.03.8-4.75.53.912.23.46.10.278.9%
20237.8-1.8-22.42.5-12.45.7-3.3-8.9-2.4-12.917.9-4.4-34.2%
2022-0.5-0.00.4-5.91.1-6.1-7.56.8-11.83.3-5.2-1.4-24.9%
202118.09.4-0.3-0.24.26.6-1.70.70.41.9-2.54.246.7%
20200.5-2.7-27.9-0.4-5.06.84.64.4-4.2-4.418.90.7-14.7%
201923.1-8.16.8-92.5-3.02.82.0-3.22.22.72.4-1.9-90.6%
2018-11.93.43.017.3-3.23.45.112.05.2-10.7-4.7-12.12.0%
20179.15.3-1.715.130.7-14.02.66.919.6-16.54.412.186.9%
2016———12.126.3-1.913.3-18.55.9-13.1-5.813.326.1%

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 87.2%. The dominant macroeconomic risk driver is UUP.US, accounting for 18.3% of variance. Idiosyncratic stock-specific factors contribute 49.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111210.253082414018
2016-05-0114154.769630110317
2016-06-0113885.463984425698
2016-07-0115736.53471771577
2016-08-0112832.576249188838
2016-09-0113595.068137573004
2016-10-0111818.624269954575
2016-11-0111129.136924075276
2016-12-0112613.562621674237
2017-01-0113758.922777417261
2017-02-0114487.345879299157
2017-03-0114240.752757949384
2017-04-0116385.463984425696
2017-05-0121414.665801427644
2017-06-0118413.367942894227
2017-07-0118900.06489292667
2017-08-0120197.92342634653
2017-09-0124148.280337443215
2017-10-0120157.365347177158
2017-11-0121041.531473069434
2017-12-0123580.46722907203
2018-01-0120765.736534717715
2018-02-0121479.55872809864
2018-03-0122128.48799480857
2018-04-0125957.170668397142
2018-05-0125113.56262167424
2018-06-0125957.170668397142
2018-07-0127287.475665152495
2018-08-0130564.568462037638
2018-09-0132154.44516547696
2018-10-0128715.12005191434
2018-11-0127352.368591823488
2018-12-0124042.829331602854
2019-01-0129591.174561972744
2019-02-0127190.136275146007
2019-03-0129039.584685269303
2019-04-012179.2511751247953
2019-05-012113.183700442701
2019-06-012172.5675643534723
2019-07-012214.9539318740717
2019-08-012143.9813159643095
2019-09-012191.2154247821113
2019-10-012251.220476619614
2019-11-012305.22592063077
2019-12-012260.8056461401065
2020-01-012271.9577873472576
2020-02-012210.11500943411
2020-03-011592.7160969807837
2020-04-011586.530364851608
2020-05-011507.1522949733649
2020-06-011610.3907887770092
2020-07-011684.0694014086962
2020-08-011758.7993146536182
2020-09-011684.6669176659905
2020-10-011610.6273507545861
2020-11-011915.3697702654147
2020-12-011928.332871542899
2021-01-012274.4719352449865
2021-02-012488.489355227144
2021-03-012480.6600665984256
2021-04-012475.1233714188484
2021-05-012579.221781161913
2021-06-012749.664918081394
2021-07-012702.5279714100398
2021-08-012721.6073369763253
2021-09-012733.383760446082
2021-10-012785.6867008592926
2021-11-012715.1915409749085
2021-12-012828.1119022951116
2022-01-012814.2817681056968
2022-02-012813.1294374261715
2022-03-012824.710298868683
2022-04-012657.657316332897
2022-05-012686.862586613679
2022-06-012522.1865181796043
2022-07-012333.55657687673
2022-08-012491.341249885534
2022-09-012197.645609445343
2022-10-012271.2627995099288
2022-11-012154.2000507550297
2022-12-012123.0854205231167
2023-01-012288.008881110328
2023-02-012247.3938661608736
2023-03-011745.0686633625562
2023-04-011789.0093157927297
2023-05-011566.795154796801
2023-06-011655.3980587829947
2023-07-011599.9604014124984
2023-08-011456.8537106226204
2023-09-011422.5118427907857
2023-10-011239.0476631545773
2023-11-011461.0660300480708
2023-12-011396.875424790429
2024-01-011746.094745138417
2024-02-011754.3114446185764
2024-03-011946.372540255478
2024-04-011869.0800527563968
2024-05-011939.3462317860954
2024-06-011847.2563207033468
2024-07-011949.6415513897002
2024-08-012026.0697908791376
2024-09-012273.9539434196577
2024-10-012350.73679380027
2024-11-012493.9664844411445
2024-12-012499.212621482141
2025-01-012679.8780516785973
2025-02-012572.98437362364
2025-03-012590.3236394111095
2025-04-012395.0883740345275
2025-05-012688.7095956969465
2025-06-012767.3784437928393
2025-07-012913.194999224485
2025-08-012947.689108381327
2025-09-013182.522589939125
2025-10-013236.7882675972946
2025-11-013291.053945255465
2025-12-013444.192008798885
2026-01-0116012.32965606749
2026-02-0114925.37313432836
2026-03-0111502.271252433484
2026-04-0115006.4892926671
Annual Return Matrix
YearAnnual Return
20170.8694533762057877
20180.019607843137254832
2019-0.9059675708312577
2020-0.1470594233364736
20210.4666098078970573
2022-0.24929228620686528
2023-0.34205406372851155
20240.7891449567573963
20250.37811084146827434
20263.3570420157557965
Total Factor Risk
0.8720593027291967
VTI.US Exposure
0.014440101179301394
VEA.US Exposure
0.10178267019825969
VWO.US Exposure
0.01317308044236702
QQQ.US Exposure
0.003981311624197894
VTV.US Exposure
0.013167359350560985
IJR.US Exposure
0.03273049082706406
QUAL.US Exposure
0.006493362676315823
SHV.US Exposure
0.0583689756956486
TLT.US Exposure
-0.002825697863488192
LQD.US Exposure
0.025398299427021435
HYG.US Exposure
-0.0018487250355085656
GLD.US Exposure
-0.0009741317523156884
USO.US Exposure
0.00024021751281203373
VNQ.US Exposure
0.03934934363046658
BTC-USD.CC Exposure
0.017660584693712914
CPER.US Exposure
0.0014635231337222583
VIX.INDX Exposure
-0.001564100944666196
UUP.US Exposure
0.18267529589460782
TIP.US Exposure
0.005917647102751839
Idiosyncratic Exposure
0.4903703922071684
Value Score
42.2
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
87.2%

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 →19.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$503.8M
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 →
+69.9%
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 →
54.8% 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 →
2.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hypoport SE a high-risk investment?

Hypoport SE (HYQ.XETRA) has an annualized volatility of 87.2% and experienced a maximum drawdown of 96.1% over the last 10 years. Its primary macro risk driver is UUP.US.

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

Over the past 10 years, HYQ.XETRA has generated a Compound Annual Growth Rate (CAGR) of 0.6%. 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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