Deutsche Lufthansa AG

10-Year Study

LHA.XETRA · Industrials · DE · Common Stock

Executive Summary: Deutsche Lufthansa AG has compounded at -0.1% annually over the last 10 years, with a maximum drawdown of 97.3% and an annualized volatility of 572.0%.

1Y CAGR
+693.4%
3Y CAGR
+12.8%
5Y CAGR
+1.7%
10Y CAGR
-0.1%

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 →
97.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
9.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
61.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
639.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +2699.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -88.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-70.44.5-20.84.9————————-74.3%
202511.4-28.8-3.460.2-12.415.01.522.020.51254.69.62.02699.0%
2024785.6-88.1-8.8-15.535.1882.2-87.942.2-49.94.7-1.1-60.7-62.2%
2023-84.2537.3-83.7449.0-76.2-21.2-1.2505.0-87.0585.84.1-88.0-88.8%
2022-55.6150.67.0-2.8-68.4146.0-26.98.134.517.3289.40.3338.8%
2021-35.115.4-8.0-5.0-0.696.0-0.4-0.9-59.7-3.8-20.636.3-47.2%
2020-15.7-15.5-26.8-4.712.1-2.2-16.416.7-15.70.230.870.20.0%
201912.01.8-12.910.0-17.5-11.6-4.6-2.74.36.610.8-4.7-13.3%
2018-6.4-3.9-6.1-6.8-1.6-11.416.5-6.3-5.9-16.121.1-8.4-34.4%
20170.512.19.94.210.215.2-8.815.911.616.55.46.4152.7%
2016———-1.1-7.1-16.41.0-1.7-5.217.65.00.4-10.5%

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 572.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.5% of variance. Idiosyncratic stock-specific factors contribute 40.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019890.1628287889
2016-05-019186.337797475671
2016-06-017680.171500144523
2016-07-017753.155409962424
2016-08-017618.147220348781
2016-09-017224.323152519511
2016-10-018493.472396184603
2016-11-018916.441853743134
2016-12-018949.320743809614
2017-01-018996.651893245977
2017-02-0110087.074862703535
2017-03-0111086.328162636091
2017-04-0111553.136140283264
2017-05-0112731.356585412852
2017-06-0114667.357163503228
2017-07-0113379.179111667789
2017-08-0115510.285191251565
2017-09-0117306.460159938335
2017-10-0120169.934483090852
2017-11-0121252.047403410736
2017-12-0122613.931978032568
2018-01-0121156.42162058002
2018-02-0120331.920223528276
2018-03-0119095.168127950667
2018-04-0117792.296945755854
2018-05-0117503.251758358223
2018-06-0115508.237787840832
2018-07-0118067.85335774159
2018-08-0116931.062722805662
2018-09-0115929.762019462376
2018-10-0113370.146449561613
2018-11-0116185.807881298775
2018-12-0114830.667694382886
2019-01-0116607.332112920318
2019-02-0116900.95384911841
2019-03-0114729.02013681472
2019-04-0116200.8623181424
2019-05-0113360.391174486946
2019-06-0111808.820695635415
2019-07-0111264.211388380383
2019-08-0110954.692166875422
2019-09-0111424.872338375564
2019-10-0112181.086809904615
2019-11-0113493.592831679352
2019-12-0112858.897774352055
2020-01-0110837.147124000387
2020-02-019160.323730609885
2020-03-016709.220541477985
2020-04-016392.595625782831
2020-05-017163.623663166008
2020-06-017006.937084497542
2020-07-015859.788997013199
2020-08-016840.856537238656
2020-09-015767.294537045958
2020-10-015776.688505636381
2020-11-017558.652085942768
2020-12-0112862.511206734489
2021-01-018341.48280181135
2021-02-019626.529530783311
2021-03-018858.63281626361
2021-04-018414.346276134502
2021-05-018367.255997687638
2021-06-0116398.978423998757
2021-07-0116331.655440021312
2021-08-0116186.529988899823
2021-09-016520.859427690529
2021-10-016271.557953560073
2021-11-014980.007983526635
2021-12-016785.456209654109
2022-01-013011.4895025536853
2022-02-017547.451584931111
2022-03-018078.9334232585015
2022-04-017853.8394835725985
2022-05-012483.3799453700067
2022-06-016109.090471143654
2022-07-014468.156901130857
2022-08-014829.46361509037
2022-09-016497.856248193467
2022-10-017623.205511128239
2022-11-0129686.129222957716
2022-12-0129772.574622020726
2023-01-014696.984410067723
2023-02-0129933.86034584652
2023-03-014894.137439935444
2023-04-0126867.067851775846
2023-05-016406.56610641972
2023-06-015046.247298897364
2023-07-014984.223207465852
2023-08-0130155.6270675446
2023-09-013908.1316667779674
2023-10-0126801.8409941442
2023-11-0127892.88796559845
2023-12-013342.085094141333
2024-01-0129597.156986655933
2024-02-013516.7165385561534
2024-03-013206.8358437956867
2024-04-012710.1119022422677
2024-05-013661.238994427483
2024-06-0135959.951380725906
2024-07-014361.69177262192
2024-08-016202.428094430378
2024-09-013107.23567263953
2024-10-013251.7584156514545
2024-11-013215.6278016836222
2024-12-011264.5726374365113
2025-01-011409.0952368781382
2025-02-011003.2276764278042
2025-03-01969.5057413437678
2025-04-011553.617836319765
2025-05-011360.9210849210285
2025-06-011565.6613743090425
2025-07-011589.748593857895
2025-08-011939.0114826875356
2025-09-012336.448667044584
2025-10-0131650.44884700538
2025-11-0134685.42156886567
2025-12-0135395.99117165482
2026-01-0110477.888043164081
2026-02-0110945.177762790248
2026-03-018666.538202138934
2026-04-019095.288563445418
Annual Return Matrix
YearAnnual Return
20171.5268880874199282
2018-0.344180051979038
2019-0.13295220152344445
20200.00028100638529382493
2021-0.47246256189060387
20223.3877041870318685
2023-0.8877461846490957
2024-0.6216216518085359
202526.99047688032227
2026-0.7430418456333852
Total Factor Risk
5.720412439912375
VTI.US Exposure
0.04328817836689124
VEA.US Exposure
0.007927762184844363
VWO.US Exposure
0.0059686216677395255
QQQ.US Exposure
0.003470838069299476
VTV.US Exposure
0.002179128286879274
IJR.US Exposure
0.020788375135037885
QUAL.US Exposure
0.000018810589324264408
SHV.US Exposure
0.27548909085314477
TLT.US Exposure
0.08259548019983046
LQD.US Exposure
0.13545095735717264
HYG.US Exposure
-0.000039172148012249054
GLD.US Exposure
0.0001397504356730447
USO.US Exposure
-0.0007059847710361098
VNQ.US Exposure
0.002877342849746021
BTC-USD.CC Exposure
0.0016822840933928562
CPER.US Exposure
0.0007021122034844406
VIX.INDX Exposure
0.009898600208023063
UUP.US Exposure
0.003866367965426572
TIP.US Exposure
0.0018243497392460314
Idiosyncratic Exposure
0.40257710671389246
Value Score
47.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
51
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
572.0%

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 →6.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.25%
Market Cap$9.0B
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 →
-8.7%
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 →
-26.7%
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 →
74.3% 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 →
1.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Deutsche Lufthansa AG a high-risk investment?

Deutsche Lufthansa AG (LHA.XETRA) has an annualized volatility of 572.0% and experienced a maximum drawdown of 97.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, LHA.XETRA has generated a Compound Annual Growth Rate (CAGR) of -0.1%. It has had a positive return in 40% 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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