Indus Holding AG

10-Year Study

INH.XETRA · Industrials · DE · Common Stock

Executive Summary: Indus Holding AG has compounded at -1.5% annually over the last 10 years, with a maximum drawdown of 99.3% and an annualized volatility of 666.9%.

1Y CAGR
-80.4%
3Y CAGR
-50.3%
5Y CAGR
-0.5%
10Y CAGR
-1.5%

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 →
99.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
238.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
5241.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2101.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +4267.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -99.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026761.9-4.7-13.57.5————————664.1%
20254848.42.91.110.33.03.76.4-15.30.1-0.7-4.3-96.771.5%
202412.21.9-2.72.6-18.8-4.57.2-4.5-3.8-38.0-9.9-98.3-99.2%
20232537.219.46.78.41.41.87.93.6-1.710.9-12.69.24267.2%
20223733.3-25.017.7-11.2-1.0-8.918.0-10.4-2.31.5-5.7-95.617.4%
202196.0-47.00.060.54.9-39.70.00.00.0956.7-5.3-97.1-69.7%
20200.00.0-31.40.035.60.00.00.00.00.073.5-41.6-5.7%
201911.0-3.32.6-59.91.40.00.00.032.31.60.00.0-39.9%
20187.4-4.1-7.24.4-3.0-4.80.63.4-3.6-9.8-16.0-3.8-32.7%
20172.210.34.11.34.5-1.01.90.2-1.2-3.93.3-4.217.7%
2016———2.66.0-9.06.09.14.86.0-3.8-0.022.3%

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 666.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 16.8% of variance. Idiosyncratic stock-specific factors contribute 40.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110258.426707168013
2016-05-0110869.867459122523
2016-06-019895.99016897891
2016-07-0110493.7584217653
2016-08-0111447.868243232111
2016-09-0112000.665504778784
2016-10-0112715.62190103746
2016-11-0112230.297599240928
2016-12-0112225.586352539623
2017-01-0112493.106095298966
2017-02-0113778.617529132307
2017-03-0114339.717127523232
2017-04-0114519.63403826323
2017-05-0115169.654299918622
2017-06-0115024.495188268667
2017-07-0115302.722309894605
2017-08-0115329.342501046029
2017-09-0115138.224024722513
2017-10-0114547.868572689922
2017-11-0115024.495188268667
2017-12-0114395.461389191805
2018-01-0115460.005468999667
2018-02-0114830.938724141677
2018-03-0113766.427590114947
2018-04-0114371.279185843858
2018-05-0113935.142935271422
2018-06-0113264.465668848776
2018-07-0113338.956079979178
2018-08-0113786.09622144836
2018-09-0113289.306787819287
2018-10-0111985.213933429752
2018-11-0110072.546610043852
2018-12-019687.509266000941
2019-01-0110755.644435951754
2019-02-0110395.448210879355
2019-03-0110668.700519554966
2019-04-014274.360500369487
2019-05-014332.275834017623
2019-06-014332.275834017623
2019-07-014332.275834017623
2019-08-014332.275834017623
2019-09-015731.555966407606
2019-10-015821.580504370695
2019-11-015821.580504370695
2019-12-015821.580504370695
2020-01-015821.580504370695
2020-02-015821.580504370695
2020-03-013991.0837651560564
2020-04-013991.0837651560564
2020-05-015413.470145351959
2020-06-015413.470145351959
2020-07-015413.470145351959
2020-08-015413.470145351959
2020-09-015413.470145351959
2020-10-015413.470145351959
2020-11-019389.87689831403
2020-12-015488.310245464537
2021-01-0110757.291956256007
2021-02-015704.313335463506
2021-03-015704.313335463506
2021-04-019155.632877098182
2021-05-019601.125427883331
2021-06-015789.848020403837
2021-07-015789.848020403837
2021-08-015789.848020403837
2021-09-015789.848020403837
2021-10-0161182.82811288985
2021-11-0157966.32128624087
2021-12-011663.9266482203216
2022-01-0163783.034274654354
2022-02-0147862.901487133946
2022-03-0156326.68854463865
2022-04-0150017.79466307688
2022-05-0149495.89339364247
2022-06-0145069.82958852624
2022-07-0153197.79449165586
2022-08-0147641.26550105437
2022-09-0146552.38973928613
2022-10-0147272.485500445895
2022-11-0144571.32959642808
2022-12-011953.6847643350793
2023-01-0151522.04686790893
2023-02-0161542.720152525064
2023-03-0165639.80372344982
2023-04-0171166.04427238625
2023-05-0172194.97154173025
2023-06-0173469.09191543476
2023-07-0179237.37858707487
2023-08-0182054.33939436181
2023-09-0180682.87372864033
2023-10-0189449.84683043053
2023-11-0178156.8931006824
2023-12-0185320.94657115753
2024-01-0195730.56869089836
2024-02-0197509.75951201326
2024-03-0194851.11299599873
2024-04-0197354.78323323306
2024-05-0179032.85494214515
2024-06-0175445.83878311462
2024-07-0180881.89266923424
2024-08-0177257.8567451545
2024-09-0174292.7364436347
2024-10-0146091.145787217814
2024-11-0141511.68422127704
2024-12-01716.5707238241763
2025-01-0135458.99787987464
2025-02-0136493.635965771595
2025-03-0136899.27486335737
2025-04-0140697.151361212855
2025-05-0141924.63256188042
2025-06-0143465.31635787375
2025-07-0146256.33718856456
2025-08-0139164.04344598122
2025-09-0139191.720295041305
2025-10-0138921.16282015449
2025-11-0137228.732674637344
2025-12-011228.8776423582215
2026-01-0110592.068632651244
2026-02-0110097.88191573128
2026-03-018730.631998919378
2026-04-019389.54762147933
Annual Return Matrix
YearAnnual Return
20170.1774863776739375
2018-0.3270441978834817
2019-0.39906323240360864
2020-0.057247384736146434
2021-0.6968235078191203
20220.17414115966270094
202342.671808333007
2024-0.9916014677213343
20250.7149425751026761
20266.6407506311700395
Total Factor Risk
6.668560441298942
VTI.US Exposure
0.1680575844835044
VEA.US Exposure
0.003997209508376214
VWO.US Exposure
0.027128862042004123
QQQ.US Exposure
0.03905613583347029
VTV.US Exposure
0.016020828181678163
IJR.US Exposure
0.043636742280395734
QUAL.US Exposure
0.07149860649156599
SHV.US Exposure
0.0011565127264888057
TLT.US Exposure
-0.0009554385220924893
LQD.US Exposure
0.03716296694366115
HYG.US Exposure
0.02974909865980052
GLD.US Exposure
0.00911617153182697
USO.US Exposure
0.07542314304698247
VNQ.US Exposure
0.023555318237429148
BTC-USD.CC Exposure
0.00027472668213873703
CPER.US Exposure
0.005404250267599227
VIX.INDX Exposure
-0.000046342755108927275
UUP.US Exposure
-0.0005422945064508782
TIP.US Exposure
0.05011928736096458
Idiosyncratic Exposure
0.4001866315057657
Value Score
46
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
57.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
666.9%

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 →10.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.79%
Market Cap$714.2M
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 →
-3.2%
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 →
-65.1%
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 →
80.8% 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 →
1.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Indus Holding AG a high-risk investment?

Indus Holding AG (INH.XETRA) has an annualized volatility of 666.9% and experienced a maximum drawdown of 99.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, INH.XETRA has generated a Compound Annual Growth Rate (CAGR) of -1.5%. It has had a positive return in 50% 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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