HDD.DE vs. HPHA.DE
HDD.DE (Heidelberger Druckmaschinen Aktiengesellschaft) and HPHA.DE (Heidelberg Pharma AG) are both stocks. HDD.DE operates in Specialty Industrial Machinery (Industrials), while HPHA.DE operates in Biotechnology (Healthcare). Over the past 10 years, HDD.DE returned -6.07%/yr vs 3.72%/yr for HPHA.DE. At a 0.11 correlation, their price movements are largely independent.
Performance
HDD.DE vs. HPHA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, HDD.DE achieves a -31.23% return, which is significantly lower than HPHA.DE's 9.27% return. Over the past 10 years, HDD.DE has underperformed HPHA.DE with an annualized return of -6.07%, while HPHA.DE has yielded a comparatively higher 3.72% annualized return.
HDD.DE
- 1D
- -1.97%
- 1M
- -5.99%
- YTD
- -31.23%
- 6M
- -28.26%
- 1Y
- -1.27%
- 3Y*
- -5.70%
- 5Y*
- -6.33%
- 10Y*
- -6.07%
HPHA.DE
- 1D
- 0.00%
- 1M
- -4.24%
- YTD
- 9.27%
- 6M
- -4.24%
- 1Y
- -39.78%
- 3Y*
- -10.66%
- 5Y*
- -17.73%
- 10Y*
- 3.72%
HDD.DE vs. HPHA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDD.DE Heidelberger Druckmaschinen Aktiengesellschaft | -31.23% | 122.10% | -26.23% | -16.06% | -44.20% | 232.29% | -30.78% | -27.72% | -44.66% | 13.50% |
HPHA.DE Heidelberg Pharma AG | 9.27% | 1.64% | -34.76% | -24.14% | 3.68% | -31.48% | 228.91% | -12.45% | -25.82% | 45.63% |
Correlation
The correlation between HDD.DE and HPHA.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2006 | 0.11 |
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Return for Risk
HDD.DE vs. HPHA.DE — Risk / Return Rank
HDD.DE
HPHA.DE
HDD.DE vs. HPHA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Heidelberger Druckmaschinen Aktiengesellschaft (HDD.DE) and Heidelberg Pharma AG (HPHA.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.
| HDD.DE | HPHA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.92 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | -0.62 | +0.59 |
| Martin ratioReturn relative to average drawdown | -0.05 | -0.92 | +0.87 |
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
| HDD.DE | HPHA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | -0.57 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | -0.36 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.06 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | -0.22 | +0.10 |
Drawdowns
HDD.DE vs. HPHA.DE - Drawdown Comparison
The maximum HDD.DE drawdown since its inception was -98.68%, roughly equal to the maximum HPHA.DE drawdown of -97.71%. Use the drawdown chart below to compare losses from any high point for HDD.DE and HPHA.DE.
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Drawdown Indicators
| HDD.DE | HPHA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.68% | -97.71% | -0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -46.09% | -49.69% | +3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -49.71% | -49.69% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -72.18% | -74.77% | +2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -86.58% | -76.10% | -10.48% |
Current DrawdownCurrent decline from peak | -96.15% | -95.77% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -74.22% | -84.67% | +10.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.72% | 33.60% | -6.88% |
Volatility
HDD.DE vs. HPHA.DE - Volatility Comparison
Heidelberger Druckmaschinen Aktiengesellschaft (HDD.DE) has a higher volatility of 11.18% compared to Heidelberg Pharma AG (HPHA.DE) at 10.00%. This indicates that HDD.DE's price experiences larger fluctuations and is considered to be riskier than HPHA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HDD.DE | HPHA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.18% | 10.00% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 39.52% | 28.28% | +11.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.32% | 54.35% | +8.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.47% | 49.40% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.28% | 60.14% | -9.86% |
Dividends
HDD.DE vs. HPHA.DE - Dividend Comparison
Neither HDD.DE nor HPHA.DE has paid dividends to shareholders.
Financials
HDD.DE vs. HPHA.DE - Financials Comparison
This section allows you to compare key financial metrics between Heidelberger Druckmaschinen Aktiengesellschaft and Heidelberg Pharma 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
Frequently Asked Questions
HDD.DE and HPHA.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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