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HP3A.DE vs. ^GDAXI
Performance
Return for Risk
Drawdowns
Volatility

Performance

HP3A.DE vs. ^GDAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ringmetall SE (HP3A.DE) and DAX Performance Index (^GDAXI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HP3A.DE achieves a 0.67% return, which is significantly lower than ^GDAXI's 1.39% return. Over the past 10 years, HP3A.DE has underperformed ^GDAXI with an annualized return of 3.84%, while ^GDAXI has yielded a comparatively higher 9.36% annualized return.


HP3A.DE

1D
-0.74%
1M
-7.59%
6M
0.67%
YTD
0.67%
1Y
-13.71%
3Y*
-1.22%
5Y*
-1.15%
10Y*
3.84%
ALL TIME*
8.83%

^GDAXI

1D
0.00%
1M
-0.62%
6M
-0.51%
YTD
1.39%
1Y
2.23%
3Y*
15.35%
5Y*
9.99%
10Y*
9.36%
ALL TIME*
8.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HP3A.DE vs. ^GDAXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HP3A.DE
Ringmetall SE
0.67%-18.40%17.31%-24.00%-3.06%79.66%-4.03%-6.38%-27.12%31.80%
^GDAXI
DAX Performance Index
1.39%23.01%18.85%20.31%-12.35%15.79%3.55%25.48%-18.26%12.51%

Correlation

The correlation between HP3A.DE and ^GDAXI is -0.08, 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

-0.08

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

0.03

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2007

0.08

The correlation between HP3A.DE and ^GDAXI shifts across timeframes, from -0.08 (1 year) to 0.09 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

HP3A.DE vs. ^GDAXI — Risk / Return Rank

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

HP3A.DE
HP3A.DE Risk / Return Rank: 2222
Overall Rank
HP3A.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HP3A.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
HP3A.DE Omega Ratio Rank: 2323
Omega Ratio Rank
HP3A.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
HP3A.DE Martin Ratio Rank: 2020
Martin Ratio Rank

^GDAXI
^GDAXI Risk / Return Rank: 1111
Overall Rank
^GDAXI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
^GDAXI Sortino Ratio Rank: 99
Sortino Ratio Rank
^GDAXI Omega Ratio Rank: 1010
Omega Ratio Rank
^GDAXI Calmar Ratio Rank: 99
Calmar Ratio Rank
^GDAXI Martin Ratio Rank: 1515
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.

HP3A.DE vs. ^GDAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ringmetall SE (HP3A.DE) and DAX Performance Index (^GDAXI). 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.


HP3A.DE^GDAXIDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

0.94

1.04

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.69

0.18

-0.87

Martin ratioReturn relative to average drawdown

-1.12

0.57

-1.69

HP3A.DE vs. ^GDAXI - Sharpe Ratio Comparison

The current HP3A.DE Sharpe Ratio is -0.44, which is lower than the ^GDAXI Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of HP3A.DE and ^GDAXI, 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

HP3A.DE vs. ^GDAXI - Drawdown Comparison

The maximum HP3A.DE drawdown since its inception was -65.99%, smaller than the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for HP3A.DE and ^GDAXI.


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Drawdown Indicators


HP3A.DE^GDAXIDifference

Max Drawdown

Largest peak-to-trough decline

-65.99%

-72.68%

+6.69%

Max Drawdown (1Y)

Largest decline over 1 year

-19.75%

-12.27%

-7.48%

Max Drawdown (3Y)

Largest decline over 3 years

-29.43%

-16.01%

-13.42%

Max Drawdown (5Y)

Largest decline over 5 years

-47.52%

-26.40%

-21.12%

Max Drawdown (10Y)

Largest decline over 10 years

-55.08%

-38.78%

-16.30%

Current Drawdown

Current decline from peak

-41.38%

-3.82%

-37.56%

Average Drawdown

Average peak-to-trough decline

-22.59%

-15.49%

-7.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.26%

3.88%

+8.38%

Volatility

HP3A.DE vs. ^GDAXI - Volatility Comparison

Ringmetall SE (HP3A.DE) has a higher volatility of 5.05% compared to DAX Performance Index (^GDAXI) at 4.62%. This indicates that HP3A.DE's price experiences larger fluctuations and is considered to be riskier than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HP3A.DE^GDAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

4.62%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

24.82%

13.50%

+11.32%

Volatility (1Y)

Calculated over the trailing 1-year period

31.19%

16.12%

+15.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.96%

17.03%

+20.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.32%

18.11%

+17.21%

Frequently Asked Questions


HP3A.DE and ^GDAXI have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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