1HEI.MI vs. CCH.L
Compare and contrast key facts about Heidelberg Materials AG (1HEI.MI) and Coca Cola HBC AG (CCH.L).
Performance
1HEI.MI vs. CCH.L - Performance Comparison
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1HEI.MI vs. CCH.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
1HEI.MI Heidelberg Materials AG | -16.64% | 90.63% | 50.03% | 56.26% | -8.24% | 1.76% | 1.99% | 28.39% | -41.46% | 4.96% |
CCH.L Coca Cola HBC AG | 11.22% | 36.40% | 28.04% | 22.64% | -24.21% | 16.95% | -9.96% | 20.00% | 1.97% | 33.53% |
Different Trading Currencies
1HEI.MI is traded in EUR, while CCH.L is traded in GBp. To make them comparable, the CCH.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 1HEI.MI achieves a -16.64% return, which is significantly lower than CCH.L's 11.22% return.
1HEI.MI
- 1D
- 3.00%
- 1M
- 0.11%
- YTD
- -16.64%
- 6M
- -4.80%
- 1Y
- 14.97%
- 3Y*
- 44.34%
- 5Y*
- 22.89%
- 10Y*
- —
CCH.L
- 1D
- 0.79%
- 1M
- -10.10%
- YTD
- 11.22%
- 6M
- 25.56%
- 1Y
- 19.13%
- 3Y*
- 28.23%
- 5Y*
- 15.60%
- 10Y*
- 13.79%
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Return for Risk
1HEI.MI vs. CCH.L — Risk / Return Rank
1HEI.MI
CCH.L
1HEI.MI vs. CCH.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Heidelberg Materials AG (1HEI.MI) and Coca Cola HBC AG (CCH.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 1HEI.MI | CCH.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.80 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.80 | 1.24 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 0.95 | -0.49 |
Martin ratioReturn relative to average drawdown | 1.45 | 2.24 | -0.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 1HEI.MI | CCH.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.80 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.64 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.36 | +0.05 |
Correlation
The correlation between 1HEI.MI and CCH.L is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
1HEI.MI vs. CCH.L - Dividend Comparison
1HEI.MI's dividend yield for the trailing twelve months is around 1.80%, less than CCH.L's 2.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1HEI.MI Heidelberg Materials AG | 1.80% | 1.50% | 2.55% | 3.22% | 4.47% | 3.59% | 4.52% | 3.23% | 3.64% | 1.75% | 0.00% | 0.00% |
CCH.L Coca Cola HBC AG | 2.11% | 2.34% | 2.97% | 2.95% | 3.13% | 2.18% | 2.27% | 8.73% | 1.92% | 1.58% | 1.97% | 2.17% |
Drawdowns
1HEI.MI vs. CCH.L - Drawdown Comparison
The maximum 1HEI.MI drawdown since its inception was -67.39%, which is greater than CCH.L's maximum drawdown of -52.83%. Use the drawdown chart below to compare losses from any high point for 1HEI.MI and CCH.L.
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Drawdown Indicators
| 1HEI.MI | CCH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.39% | -48.45% | -18.94% |
Max Drawdown (1Y)Largest decline over 1 year | -32.58% | -18.05% | -14.53% |
Max Drawdown (5Y)Largest decline over 5 years | -48.43% | -47.54% | -0.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.45% | — |
Current DrawdownCurrent decline from peak | -23.46% | -12.25% | -11.21% |
Average DrawdownAverage peak-to-trough decline | -17.74% | -14.59% | -3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.32% | 7.41% | +2.91% |
Volatility
1HEI.MI vs. CCH.L - Volatility Comparison
Heidelberg Materials AG (1HEI.MI) has a higher volatility of 11.73% compared to Coca Cola HBC AG (CCH.L) at 6.53%. This indicates that 1HEI.MI's price experiences larger fluctuations and is considered to be riskier than CCH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 1HEI.MI | CCH.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.73% | 6.53% | +5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 27.67% | 14.82% | +12.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.77% | 23.75% | +13.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.78% | 24.24% | +10.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.90% | 27.14% | +7.76% |
Financials
1HEI.MI vs. CCH.L - Financials Comparison
This section allows you to compare key financial metrics between Heidelberg Materials AG and Coca Cola HBC AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities