HAGHY vs. DB1.DE

Last updated Jun 3, 2026

HAGHY (Hensoldt AG) and DB1.DE (Deutsche Börse AG) are both stocks. HAGHY operates in Aerospace & Defense (Industrials), while DB1.DE operates in Financial Data & Stock Exchanges (Financial Services). Over the past 3 years, HAGHY returned 42.96%/yr vs 18.74%/yr for DB1.DE. At a 0.09 correlation, their price movements are largely independent.

Performance

HAGHY vs. DB1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hensoldt AG (HAGHY) and Deutsche Börse AG (DB1.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

HAGHY is traded in USD, while DB1.DE is traded in EUR. To make them comparable, the DB1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HAGHY achieves a 8.42% return, which is significantly lower than DB1.DE's 8.99% return.

HAGHY

• 1D: -4.31%
• 1M: -0.23%
• YTD: 8.42%
• 6M: 17.70%
• 1Y: -20.20%
• 3Y*: 42.96%
• 5Y*: —
• 10Y*: —

DB1.DE

• 1D: -2.41%
• 1M: -6.66%
• YTD: 8.99%
• 6M: 9.55%
• 1Y: -12.30%
• 3Y*: 18.74%
• 5Y*: 13.78%
• 10Y*: 14.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HAGHY vs. DB1.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HAGHY Hensoldt AG	8.42%	144.40%	31.10%	15.83%	-18.22%
DB1.DE Deutsche Börse AG	8.99%	15.19%	14.85%	21.76%	8.31%

Correlation

The correlation between HAGHY and DB1.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (All Time) Calculated using the full available price history since Mar 3, 2022	0.09

Return for Risk

HAGHY vs. DB1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HAGHY

HAGHY Risk / Return Rank: 28
HAGHY Sharpe Ratio Rank: 25
HAGHY Sortino Ratio Rank: 26
HAGHY Omega Ratio Rank: 26
HAGHY Calmar Ratio Rank: 31
HAGHY Martin Ratio Rank: 32

DB1.DE

DB1.DE Risk / Return Rank: 19
DB1.DE Sharpe Ratio Rank: 14
DB1.DE Sortino Ratio Rank: 14
DB1.DE Omega Ratio Rank: 15
DB1.DE Calmar Ratio Rank: 25
DB1.DE Martin Ratio Rank: 27

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HAGHY vs. DB1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hensoldt AG (HAGHY) and Deutsche Börse AG (DB1.DE). 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.

	HAGHY	DB1.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.35	-0.55	+0.19
Sortino ratio Return per unit of downside risk	-0.16	-0.67	+0.52
Omega ratio Gain probability vs. loss probability	0.98	0.92	+0.06
Calmar ratio Return relative to maximum drawdown	-0.28	-0.38	+0.10
Martin ratio Return relative to average drawdown	-0.46	-0.64	+0.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HAGHY vs. DB1.DE - Sharpe Ratio Comparison

The current HAGHY Sharpe Ratio is -0.35, which is higher than the DB1.DE Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of HAGHY and DB1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HAGHY	DB1.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.35	-0.55	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.25	+0.32

Drawdowns

HAGHY vs. DB1.DE - Drawdown Comparison

The maximum HAGHY drawdown since its inception was -42.91%, smaller than the maximum DB1.DE drawdown of -80.24%. Use the drawdown chart below to compare losses from any high point for HAGHY and DB1.DE.

Drawdown Indicators

	HAGHY	DB1.DE	Difference
Max Drawdown Largest peak-to-trough decline	-42.91%	-80.24%	+37.33%
Max Drawdown (1Y) Largest decline over 1 year	-42.91%	-27.68%	-15.23%
Max Drawdown (3Y) Largest decline over 3 years	-42.91%	-28.19%	-14.72%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.19%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.32%	—
Current Drawdown Current decline from peak	-30.29%	-12.86%	-17.43%
Average Drawdown Average peak-to-trough decline	-20.35%	-30.65%	+10.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.52%	16.15%	+9.37%

Volatility

HAGHY vs. DB1.DE - Volatility Comparison

Hensoldt AG (HAGHY) has a higher volatility of 19.49% compared to Deutsche Börse AG (DB1.DE) at 7.49%. This indicates that HAGHY's price experiences larger fluctuations and is considered to be riskier than DB1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HAGHY	DB1.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.49%	7.49%	+12.00%
Volatility (6M) Calculated over the trailing 6-month period	40.96%	17.53%	+23.43%
Volatility (1Y) Calculated over the trailing 1-year period	58.31%	22.52%	+35.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.73%	22.01%	+34.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.73%	23.33%	+33.40%

Dividends

HAGHY vs. DB1.DE - Dividend Comparison

HAGHY's dividend yield for the trailing twelve months is around 0.69%, less than DB1.DE's 1.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DB1.DE Deutsche Börse AG	1.73%	1.79%	1.71%	1.93%	1.98%	2.04%	2.08%	1.93%	2.33%	2.43%	2.94%	2.58%
HAGHY Hensoldt AG	0.69%	0.63%	1.20%	1.19%	1.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both HAGHY and DB1.DE in my portfolio?

HAGHY and DB1.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.