Rheinmetall AG

10-Year Study

RHM.XETRA · Industrials · DE · Common Stock

Executive Summary: Rheinmetall AG has compounded at 40.8% annually over the last 10 years, with a maximum drawdown of 87.7% and an annualized volatility of 271.7%.

1Y CAGR
+14763.4%
3Y CAGR
+400.2%
5Y CAGR
+81.1%
10Y CAGR
+40.8%

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 →
87.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
73.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
5279.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3439.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +9158.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -78.7%
% 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.
202610916.6-6.6-13.23.6————————9158.5%
20252.70.9-7.90.83.7-4.56.02.0-2.13.20.71.15.8%
20244.43.0-0.8-3.6-2.1-1.32.18.78.7-4.22.2-11.44.1%
202325.3-9.0-9.55.81.51.03.5-1.5-5.6-4.45.99.419.3%
2022-6.9-9.0-0.1-9.82.6-9.311.2-5.20.6-7.30.8-8.4-35.5%
2021-3.2-8.57.42.0343.6-76.60.7-1.12.2-0.9-3.33.51.8%
2020-5.5-14.9-22.2-3.527.25.83.9-3.4-1.0-74.81.23.2-78.7%
201917.43.8-1.210.1-4.813.0-3.93.88.2-7.1-10.46.035.6%
20187.6-4.35.8-5.81.9-13.39.2-9.1-4.1-15.06.9-5.7-26.0%
201710.91.89.07.13.1-2.71.51.711.16.25.6-1.068.5%
2016———-2.7-8.2-13.817.73.4-4.31.96.6-5.1-7.5%

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 271.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 29.4% of variance. Idiosyncratic stock-specific factors contribute 32.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019729.418752049925
2016-05-018936.308273276069
2016-06-017703.977519524151
2016-07-019068.088539035007
2016-08-019375.10305028854
2016-09-018972.511058514834
2016-10-019139.05805387868
2016-11-019745.818152806956
2016-12-019253.446090294216
2017-01-0110258.436826848922
2017-02-0110443.81210719003
2017-03-0111386.520579031814
2017-04-0112200.374083628081
2017-05-0112583.410898066644
2017-06-0112243.154358251559
2017-07-0112431.685415170778
2017-08-0112646.739178611635
2017-09-0114046.042425692985
2017-10-0114913.615048444717
2017-11-0115745.835881888857
2017-12-0115591.167371397672
2018-01-0116776.888368835822
2018-02-0116055.155173789326
2018-03-0116990.470618479023
2018-04-0116003.599003625597
2018-05-0116306.606742369846
2018-06-0114133.39361221179
2018-07-0115439.707824730298
2018-08-0114037.727486282123
2018-09-0113460.805432190695
2018-10-0111440.026948204488
2018-11-0112226.223085037542
2018-12-0111532.69685929314
2019-01-0113538.529727238076
2019-02-0114055.66931716441
2019-03-0113882.296625269262
2019-04-0115290.251664317562
2019-05-0114548.750542953132
2019-06-0116434.149757554806
2019-07-0115785.318547279028
2019-08-0116380.71430470973
2019-09-0117716.511980427094
2019-10-0116464.679236585733
2019-11-0114753.326418991393
2019-12-0115632.671152124387
2020-01-0114765.541756420143
2020-02-0112567.188788128607
2020-03-019779.574324743595
2020-04-019437.615793066156
2020-05-0112007.073903677898
2020-06-0112704.855109078177
2020-07-0113205.152071199995
2020-08-0112760.808091552977
2020-09-0112632.449538600646
2020-10-013182.1255117108203
2020-11-013221.505060804518
2020-12-013324.906219389632
2021-01-013216.9876427996173
2021-02-012944.6234182854146
2021-03-013161.3015639482787
2021-04-013225.021876977208
2021-05-0114306.464909714652
2021-06-013352.4621648796656
2021-07-013377.3186158017575
2021-08-013340.49416891968
2021-09-013414.0987643262756
2021-10-013382.177908917292
2021-11-013271.789107121364
2021-12-013384.9501068964955
2022-01-013152.20078763524
2022-02-012869.6736406927653
2022-03-012867.427950673262
2022-04-012585.050944728929
2022-05-012651.8937847327256
2022-06-012405.9075413684063
2022-07-012675.3881456987033
2022-08-012536.6947223544403
2022-09-012552.14470448079
2022-10-012364.715141168767
2022-11-012383.035217262973
2022-12-012182.4598627285145
2023-01-012733.818017475542
2023-02-012488.2918345345824
2023-03-012251.7240644827484
2023-04-012383.4044829611057
2023-05-012418.518877979213
2023-06-012443.136083954942
2023-07-012528.0502867553473
2023-08-012489.317628944184
2023-09-012350.9868772677296
2023-10-012247.780158038317
2023-11-012379.8239244952856
2023-12-012603.782048713319
2024-01-012717.996402563251
2024-02-012799.7983921285268
2024-03-012778.190092912855
2024-04-012677.641444214734
2024-05-012622.7398858942265
2024-06-012588.230281811202
2024-07-012643.358742405928
2024-08-012873.2161566759482
2024-09-013122.2277073372843
2024-10-012992.3841489983556
2024-11-013058.809367081645
2024-12-012710.480898771132
2025-01-012784.5034542536364
2025-02-012809.2327587448694
2025-03-012586.670370945373
2025-04-012606.625935637581
2025-05-012702.3589132669244
2025-06-012579.7534022134137
2025-07-012733.9544631799345
2025-08-012788.7018226374853
2025-09-012728.8221095779145
2025-10-012816.458125202742
2025-11-012835.6178411581777
2025-12-012866.969750104609
2026-01-01315843.59403948265
2026-02-01294923.2773980799
2026-03-01256096.58803818846
2026-04-01265439.8141992217
Annual Return Matrix
YearAnnual Return
20170.6849038962631431
2018-0.26030574975097
20190.3555087195001967
2020-0.7873104227016381
20210.018058821375685374
2022-0.3552460763655061
20230.1930492254084648
20240.040978410658656816
20250.05773471836839894
202691.58549525663341
Total Factor Risk
2.7170611922374968
VTI.US Exposure
0.29430067728836384
VEA.US Exposure
0.04384726758610808
VWO.US Exposure
0.005624072594607054
QQQ.US Exposure
0.03557238632551096
VTV.US Exposure
0.03996125248354153
IJR.US Exposure
0.03207947157852233
QUAL.US Exposure
0.011771876746132523
SHV.US Exposure
0.0541293342530711
TLT.US Exposure
-0.0007629185915856112
LQD.US Exposure
0.003735282308015059
HYG.US Exposure
0.011398262898445604
GLD.US Exposure
-0.00007924559278361464
USO.US Exposure
0.0012419936098432697
VNQ.US Exposure
0.02863164789793755
BTC-USD.CC Exposure
0.0066370872376418566
CPER.US Exposure
-0.0005119103661157079
VIX.INDX Exposure
0.004902188449575597
UUP.US Exposure
0.08574760858988685
TIP.US Exposure
0.01564140131489127
Idiosyncratic Exposure
0.3261322633883904
Value Score
21.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
271.7%

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 →70.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.73%
Market Cap$72.7B
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 →
-5.2%
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 →
+106.8%
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 →
22.0% 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 →
0.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Rheinmetall AG a high-risk investment?

Rheinmetall AG (RHM.XETRA) has an annualized volatility of 271.7% and experienced a maximum drawdown of 87.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, RHM.XETRA has generated a Compound Annual Growth Rate (CAGR) of 40.8%. 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.

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