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HOT.DE vs. 10AI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOT.DE vs. 10AI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HOCHTIEF Aktiengesellschaft (HOT.DE) and Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HOT.DE achieves a 37.45% return, which is significantly higher than 10AI.DE's 11.12% return.


HOT.DE

1D
0.18%
1M
-10.68%
6M
27.18%
YTD
37.45%
1Y
152.29%
3Y*
84.20%
5Y*
53.24%
10Y*
19.62%
ALL TIME*
15.23%

10AI.DE

1D
0.58%
1M
1.36%
6M
9.19%
YTD
11.12%
1Y
21.10%
3Y*
14.42%
5Y*
10.41%
10Y*
ALL TIME*
8.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOT.DE vs. 10AI.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HOT.DE
HOCHTIEF Aktiengesellschaft
37.45%168.08%35.21%100.32%-23.35%-6.08%-24.02%0.70%-18.46%
10AI.DE
Amundi Index MSCI Europe UCITS ETF DR EUR (D)
11.12%20.22%8.28%15.64%-9.34%25.18%-3.12%27.74%-12.64%

Correlation

The correlation between HOT.DE and 10AI.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2018

0.58

The correlation between HOT.DE and 10AI.DE has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.

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Return for Risk

HOT.DE vs. 10AI.DE — Risk / Return Rank

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

HOT.DE
HOT.DE Risk / Return Rank: 9797
Overall Rank
HOT.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HOT.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
HOT.DE Omega Ratio Rank: 9595
Omega Ratio Rank
HOT.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
HOT.DE Martin Ratio Rank: 9898
Martin Ratio Rank

10AI.DE
10AI.DE Risk / Return Rank: 6666
Overall Rank
10AI.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
10AI.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
10AI.DE Omega Ratio Rank: 7070
Omega Ratio Rank
10AI.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
10AI.DE Martin Ratio Rank: 6565
Martin Ratio Rank
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.

HOT.DE vs. 10AI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HOCHTIEF Aktiengesellschaft (HOT.DE) and Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HOT.DE10AI.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.47

1.31

+0.16

Calmar ratioReturn relative to maximum drawdown

8.84

2.22

+6.62

Martin ratioReturn relative to average drawdown

24.53

8.50

+16.03

HOT.DE vs. 10AI.DE - Sharpe Ratio Comparison

The current HOT.DE Sharpe Ratio is 3.43, which is higher than the 10AI.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of HOT.DE and 10AI.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.


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Drawdowns

HOT.DE vs. 10AI.DE - Drawdown Comparison

The maximum HOT.DE drawdown since its inception was -78.61%, which is greater than 10AI.DE's maximum drawdown of -35.69%. Use the drawdown chart below to compare losses from any high point for HOT.DE and 10AI.DE.


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Drawdown Indicators


HOT.DE10AI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-78.61%

-35.69%

-42.92%

Max Drawdown (1Y)

Largest decline over 1 year

-17.12%

-9.45%

-7.67%

Max Drawdown (3Y)

Largest decline over 3 years

-24.81%

-16.63%

-8.18%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

-19.53%

-16.86%

Max Drawdown (10Y)

Largest decline over 10 years

-72.71%

Current Drawdown

Current decline from peak

-16.87%

-1.49%

-15.38%

Average Drawdown

Average peak-to-trough decline

-29.08%

-4.88%

-24.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

2.48%

+3.70%

Volatility

HOT.DE vs. 10AI.DE - Volatility Comparison

HOCHTIEF Aktiengesellschaft (HOT.DE) has a higher volatility of 10.72% compared to Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) at 3.10%. This indicates that HOT.DE's price experiences larger fluctuations and is considered to be riskier than 10AI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOT.DE10AI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.72%

3.10%

+7.62%

Volatility (6M)

Calculated over the trailing 6-month period

33.86%

10.88%

+22.98%

Volatility (1Y)

Calculated over the trailing 1-year period

44.19%

12.91%

+31.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.51%

14.13%

+18.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.04%

15.92%

+17.12%

Dividends

HOT.DE vs. 10AI.DE - Dividend Comparison

HOT.DE's dividend yield for the trailing twelve months is around 1.45%, less than 10AI.DE's 2.26% yield.


PositionTTM20252024202320222021202020192018201720162015
10AI.DE
Amundi Index MSCI Europe UCITS ETF DR EUR (D)
2.26%2.51%2.82%2.77%3.02%2.17%2.07%3.19%3.15%0.00%0.00%0.00%
HOT.DE
HOCHTIEF Aktiengesellschaft
1.45%1.55%3.39%3.99%3.63%5.54%7.29%4.38%2.87%1.76%1.50%1.98%

Frequently Asked Questions


HOT.DE and 10AI.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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