LVMH Moët Hennessy - Louis Vuitton Société Européenne

10-Year Study

MOH.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: LVMH Moët Hennessy - Louis Vuitton Société Européenne has compounded at 15.0% annually over the last 10 years, with a maximum drawdown of 46.7% and an annualized volatility of 61.6%.

1Y CAGR
+2.2%
3Y CAGR
-14.9%
5Y CAGR
-4.3%
10Y CAGR
+15.0%

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 →
46.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +68.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -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 →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-14.0-0.7-14.94.6————————-24.0%
202511.2-1.4-17.7-13.1-2.1-7.06.26.53.217.74.00.93.0%
20245.18.8-0.9-6.0-5.4-3.0-8.43.32.1-11.5-2.87.8-12.4%
202316.0-1.47.13.7-6.35.8-1.6-7.8-8.4-6.03.96.08.4%
2022-1.3-8.7-1.6-3.5-3.5-2.816.1-3.9-5.84.914.4-5.2-3.9%
2021-3.25.48.211.14.11.51.9-7.0-1.19.01.96.643.7%
2020-5.2-6.2-8.75.56.34.4-5.67.01.90.821.95.226.4%
201910.78.08.77.7-3.010.40.4-3.50.85.16.22.868.0%
20182.2-2.4-2.622.02.7-3.84.61.00.9-11.6-6.20.64.2%
20173.52.08.112.00.0-3.4-3.03.64.89.6-3.31.439.9%
2016———-2.3-1.1-5.513.1-1.00.08.84.84.621.9%

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 61.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 68.4% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019773.23217403626
2016-05-019662.322004548805
2016-06-019131.315751341546
2016-07-0110327.759004546404
2016-08-0110220.21921049956
2016-09-0110223.573574655418
2016-10-0111124.272387178482
2016-11-0111655.41473630615
2016-12-0112190.904149244387
2017-01-0112617.941124904832
2017-02-0112868.741889283569
2017-03-0113915.999996797744
2017-04-0115588.730937564796
2017-05-0115595.591773081667
2017-06-0115067.04325208407
2017-07-0114620.872791143198
2017-08-0115149.421312140796
2017-09-0115883.890966353087
2017-10-0117407.756987124525
2017-11-0116827.732185644443
2017-12-0117058.214629670994
2018-01-0117441.668888232427
2018-02-0117023.67028281533
2018-03-0116588.411512433962
2018-04-0120230.38637631803
2018-05-0120772.43241036282
2018-06-0119985.597849364232
2018-07-0120905.31806817445
2018-08-0121115.137949226613
2018-09-0121307.473507327966
2018-10-0118835.066955190017
2018-11-0117670.550203783627
2018-12-0117772.910347212714
2019-01-0119679.16587610948
2019-02-0121257.726445598855
2019-03-0123107.60624087857
2019-04-0124881.21628123501
2019-05-0124136.315275005825
2019-06-0126652.592747368344
2019-07-0126752.39108523687
2019-08-0125829.276474058912
2019-09-0126035.99817151128
2019-10-0127361.860639378636
2019-11-0129061.94686014703
2019-12-0129862.118821345284
2020-01-0128313.81958004001
2020-02-0126550.480778852936
2020-03-0124249.53106949778
2020-04-0125584.279800403325
2020-05-0127199.866465885152
2020-06-0128387.04719086012
2020-07-0126798.711732028733
2020-08-0128680.534040391667
2020-09-0129214.030048378096
2020-10-0129444.232294921458
2020-11-0135882.64208614231
2020-12-0137753.82489578655
2021-01-0136543.05954836969
2021-02-0138516.97076099234
2021-03-0141664.95746201923
2021-04-0146282.66001878124
2021-05-0148158.48610100398
2021-06-0148889.61740234517
2021-07-0149812.756030450255
2021-08-0146334.360457250266
2021-09-0145824.78530868556
2021-10-0149938.30851984479
2021-11-0150910.68985420925
2021-12-0154270.61793151813
2022-01-0153580.82776741047
2022-02-0148915.49964414919
2022-03-0148151.54520906335
2022-04-0146476.56468278843
2022-05-0144848.56927162264
2022-06-0143595.686239661714
2022-07-0150610.31014659131
2022-08-0148637.215509491085
2022-09-0145808.862085998204
2022-10-0148052.035074320374
2022-11-0154991.63810653748
2022-12-0152151.412315399895
2023-01-0160475.69527002632
2023-02-0159622.11766853279
2023-03-0163844.68573450567
2023-04-0166216.16515319998
2023-05-0162029.12612809508
2023-06-0165629.98401273218
2023-07-0164609.86503287517
2023-08-0159593.02516413568
2023-09-0154576.19330103856
2023-10-0151325.526230887524
2023-11-0153320.07598955744
2023-12-0156520.63574407242
2024-01-0159390.41036122259
2024-02-0164631.192064166826
2024-03-0164025.00482339953
2024-04-0160201.10974214627
2024-05-0156947.832832580396
2024-06-0155235.99432880294
2024-07-0150580.70528108211
2024-08-0152269.31141068224
2024-09-0153376.98009557135
2024-10-0147218.99194552321
2024-11-0145917.67477718296
2024-12-0149498.51855587818
2025-01-0155057.42847558959
2025-02-0154283.4029423938
2025-03-0144682.36413023899
2025-04-0138813.30761921002
2025-05-0137983.85902384
2025-06-0135320.90217185072
2025-07-0137527.46535758402
2025-08-0139980.08996740903
2025-09-0141265.92422339264
2025-10-0148576.164480726016
2025-11-0150536.67424800999
2025-12-0150987.93629750248
2026-01-0143862.914582197525
2026-02-0143574.71145663463
2026-03-0137062.12138315084
2026-04-0138759.31756702123
Annual Return Matrix
YearAnnual Return
20170.39925754651498013
20180.04189745134866474
20190.680204211800826
20200.2642714712125622
20210.43748661443770454
2022-0.0390488573170914
20230.08377958016263198
2024-0.12423988328777213
20250.030090147848423232
2026-0.2398335688491129
Total Factor Risk
0.6159761080093054
VTI.US Exposure
0.20466011058153252
VEA.US Exposure
0.06965890409578883
VWO.US Exposure
-0.008846298024246522
QQQ.US Exposure
-0.06333722005396171
VTV.US Exposure
-0.027519846252468925
IJR.US Exposure
-0.009798791704009178
QUAL.US Exposure
0.06337061078800119
SHV.US Exposure
0.6840903079968508
TLT.US Exposure
0.03722485595465868
LQD.US Exposure
-0.006263698276651941
HYG.US Exposure
-0.00631090076649792
GLD.US Exposure
-0.0015958346810831657
USO.US Exposure
0.0031611260853969324
VNQ.US Exposure
-0.01882147790571041
BTC-USD.CC Exposure
0.0005246159889641975
CPER.US Exposure
0.023640300490272888
VIX.INDX Exposure
-0.007789119156721222
UUP.US Exposure
-0.00006677411503346532
TIP.US Exposure
0.001352027218235123
Idiosyncratic Exposure
0.0626671017366834
Value Score
41.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
61.6%

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 →21.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.76%
Market Cap$233.4B
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 →
-3.4%
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 →
-10.3%
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 →
25.7% 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 →
0.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is LVMH Moët Hennessy - Louis Vuitton Société Européenne a high-risk investment?

LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.XETRA) has an annualized volatility of 61.6% and experienced a maximum drawdown of 46.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, MOH.XETRA has generated a Compound Annual Growth Rate (CAGR) of 15.0%. It has had a positive return in 70% 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.

Run a Full Backtest on LVMH Moët Hennessy - Louis Vuitton Société Européenne

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest