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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 -2.17% return, which is significantly lower than ^GDAXI's 1.86% return. Over the past 10 years, HP3A.DE has underperformed ^GDAXI with an annualized return of 6.44%, while ^GDAXI has yielded a comparatively higher 9.44% annualized return.


HP3A.DE

1D
0.00%
1M
-0.74%
YTD
-2.17%
6M
-5.59%
1Y
-14.01%
3Y*
-3.24%
5Y*
-1.25%
10Y*
6.44%

^GDAXI

1D
0.60%
1M
0.11%
YTD
1.86%
6M
3.82%
1Y
2.55%
3Y*
16.04%
5Y*
9.71%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HP3A.DE vs. ^GDAXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HP3A.DE
Ringmetall SE
-2.17%-18.40%17.31%-24.00%-3.06%79.66%-4.03%-6.38%-27.19%31.87%
^GDAXI
DAX Performance Index
1.86%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

0.05

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

0.09

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2007

0.07

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: 1717
Overall Rank
HP3A.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HP3A.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
HP3A.DE Omega Ratio Rank: 1919
Omega Ratio Rank
HP3A.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
HP3A.DE Martin Ratio Rank: 1414
Martin Ratio Rank

^GDAXI
^GDAXI Risk / Return Rank: 2020
Overall Rank
^GDAXI Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
^GDAXI Sortino Ratio Rank: 1818
Sortino Ratio Rank
^GDAXI Omega Ratio Rank: 1818
Omega Ratio Rank
^GDAXI Calmar Ratio Rank: 2020
Calmar Ratio Rank
^GDAXI Martin Ratio Rank: 2323
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.


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

-0.65

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

0.93

1.04

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.72

0.22

-0.94

Martin ratioReturn relative to average drawdown

-1.23

0.70

-1.93

HP3A.DE vs. ^GDAXI - Sharpe Ratio Comparison

The current HP3A.DE Sharpe Ratio is -0.48, which is lower than the ^GDAXI Sharpe Ratio of 0.17. 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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Sharpe Ratios by Period


HP3A.DE^GDAXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

0.17

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.56

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.51

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.42

-0.20

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

-20.25%

-12.27%

-7.98%

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

-55.05%

-38.78%

-16.27%

Current Drawdown

Current decline from peak

-43.03%

-1.87%

-41.16%

Average Drawdown

Average peak-to-trough decline

-21.73%

-14.71%

-7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.82%

3.92%

+7.90%

Volatility

HP3A.DE vs. ^GDAXI - Volatility Comparison

Ringmetall SE (HP3A.DE) has a higher volatility of 8.05% compared to DAX Performance Index (^GDAXI) at 5.14%. 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

8.05%

5.14%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

24.36%

12.92%

+11.44%

Volatility (1Y)

Calculated over the trailing 1-year period

30.31%

15.99%

+14.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.91%

17.03%

+21.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.89%

18.35%

+18.54%

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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