KONE Oyj

10-Year Study

0II2.LSE · · GB · Common Stock

Executive Summary: KONE Oyj has compounded at 6.5% annually over the last 10 years, with a maximum drawdown of 43.1% and an annualized volatility of 35.7%.

1Y CAGR
-3.5%
3Y CAGR
+8.9%
5Y CAGR
-0.2%
10Y CAGR
+6.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
43.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +45.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.05.5-14.44.4————————-5.8%
20256.58.3-2.75.310.0-5.3-4.1-0.58.20.10.94.033.6%
20241.50.0-2.36.22.2-1.22.33.111.0-7.2-3.4-3.38.0%
20233.0-1.80.38.8-7.5-0.1-2.5-9.9-4.11.5-0.310.9-3.5%
2022-9.8-8.4-4.6-3.93.0-5.9-2.4-8.4-0.84.714.62.2-20.1%
2021-3.21.89.0-5.41.92.51.80.4-13.6-3.0-1.99.5-2.3%
2020-0.0-12.04.36.99.01.410.07.04.3-9.02.9-4.718.8%
20191.45.44.78.8-0.16.3-1.02.4-0.79.2-0.42.645.3%
20183.1-4.2-4.81.53.03.27.0-0.6-1.1-6.51.7-4.8-3.3%
2017-0.70.50.62.65.0-0.1-0.33.4-2.14.9-7.03.19.6%
2016———-5.66.0-3.110.10.6-1.2-6.9-0.91.9-0.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 35.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.2% of variance. Idiosyncratic stock-specific factors contribute 15.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019435.200528161535
2016-05-0110001.1765974762
2016-06-019694.509538610373
2016-07-0110674.48450323074
2016-08-0110735.994404625335
2016-09-0110602.025708654854
2016-10-019870.606960881403
2016-11-019783.506064379493
2016-12-019969.408465618842
2017-01-019899.368232521809
2017-02-019948.491177153093
2017-03-0110009.314730019905
2017-04-0110264.701748881414
2017-05-0110776.848483660002
2017-06-0110761.846865838474
2017-07-0110728.607987135867
2017-08-0111093.941503495476
2017-09-0110861.334719103696
2017-10-0111392.66652939696
2017-11-0110596.992486117784
2017-12-0110929.446639670292
2018-01-0111272.84968640409
2018-02-0110798.746270022584
2018-03-0110282.448760814075
2018-04-0110434.687400928859
2018-05-0110744.197903695496
2018-06-0111089.235113590683
2018-07-0111870.62657083934
2018-08-0111799.573156582248
2018-09-0111675.278706527175
2018-10-0110914.18355574294
2018-11-0111101.916219723042
2018-12-0110564.047756784228
2019-01-0110708.67119656695
2019-02-0111291.31573012776
2019-03-0111826.013916533484
2019-04-0112869.002212656918
2019-05-0112855.830857576146
2019-06-0113669.70947847317
2019-07-0113527.406550379617
2019-08-0113854.075766340815
2019-09-0113759.261619717157
2019-10-0115023.482924629128
2019-11-0114965.568182189583
2019-12-0115350.086774063871
2020-01-0115344.824768684204
2020-02-0113503.613134749829
2020-03-0114079.590282612178
2020-04-0115046.818774573729
2020-05-0116395.91851408812
2020-06-0116629.83262900901
2020-07-0118288.998486764915
2020-08-0119570.11703876562
2020-09-0120416.02525762582
2020-10-0118588.213761614817
2020-11-0119126.768573081412
2020-12-0118235.10378570238
2021-01-0117657.982723627058
2021-02-0117973.5069468276
2021-03-0119582.569362055387
2021-04-0118528.5668062242
2021-05-0118880.17335202816
2021-06-0119352.740655037964
2021-07-0119692.25439344766
2021-08-0119780.303104583174
2021-09-0117094.22911621188
2021-10-0116582.376530802343
2021-11-0116268.15963813091
2021-12-0117816.8887494403
2022-01-0116078.792810989422
2022-02-0114733.941895694636
2022-03-0114058.248111724468
2022-04-0113516.915222883514
2022-05-0113919.703758902104
2022-06-0113093.340131452087
2022-07-0112773.305617926117
2022-08-0111705.085842590868
2022-09-0111613.245872920936
2022-10-0112153.696313654742
2022-11-0113930.58728555694
2022-12-0114241.372435589461
2023-01-0114672.399311036812
2023-02-0114412.894201008607
2023-03-0114462.540077851534
2023-04-0115739.736638264912
2023-05-0114558.726921530753
2023-06-0114542.123823811065
2023-07-0114180.320099880053
2023-08-0112769.579725918156
2023-09-0112251.550003758575
2023-10-0112438.890468579946
2023-11-0112401.696915026783
2023-12-0113748.345409799096
2024-01-0113958.596842143108
2024-02-0113960.100272251584
2024-03-0113633.855938712344
2024-04-0114476.691930829142
2024-05-0114789.601492971466
2024-06-0114618.92949239624
2024-07-0114954.586605745066
2024-08-0115424.93144685538
2024-09-0117115.309820993767
2024-10-0115883.869829099218
2024-11-0115344.301836472563
2024-12-0114845.587922880573
2025-01-0115811.99933326143
2025-02-0117128.742642180365
2025-03-0116661.927593498644
2025-04-0117542.70885422284
2025-05-0119304.532841777054
2025-06-0118279.258874323048
2025-07-0117531.302395356364
2025-08-0117449.26740465475
2025-09-0118871.67570358895
2025-10-0118897.135965643356
2025-11-0119076.567080763612
2025-12-0119832.20412658882
2026-01-0119825.66747394327
2026-02-0120917.288465749574
2026-03-0117903.891596152527
2026-04-0118688.289913618137
Annual Return Matrix
YearAnnual Return
20170.09629840901416586
2018-0.033432514465991936
20190.453049733158017
20200.1879479285102903
2021-0.02293461233765992
2022-0.20068129537841795
2023-0.03461934782059917
20240.07980905922682324
20250.3358988697256431
2026-0.05767963085036254
Total Factor Risk
0.35717117522447245
VTI.US Exposure
-0.036335375994871584
VEA.US Exposure
0.09434822053614947
VWO.US Exposure
0.07083781455137103
QQQ.US Exposure
-0.035744980863189176
VTV.US Exposure
-0.0226353179711632
IJR.US Exposure
-0.0027700319278948548
QUAL.US Exposure
0.22338738326004492
SHV.US Exposure
0.4218191278263674
TLT.US Exposure
0.04701090353017613
LQD.US Exposure
-0.0011633755364195478
HYG.US Exposure
0.03844074759264119
GLD.US Exposure
-0.008945643348907283
USO.US Exposure
0.012658338027755647
VNQ.US Exposure
0.008645449695722528
BTC-USD.CC Exposure
-0.003148647387655543
CPER.US Exposure
0.024947427335556143
VIX.INDX Exposure
0.015072424343405272
UUP.US Exposure
0.000489579386375022
TIP.US Exposure
0.0030661072244977817
Idiosyncratic Exposure
0.15001984972003882
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.03%
Market Cap$26.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$588
Avg Yield on Cost
5.88%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$588.35.88%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
10.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.78
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is KONE Oyj a high-risk investment?

KONE Oyj (0II2.LSE) has an annualized volatility of 35.7% and experienced a maximum drawdown of 43.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0II2.LSE?

Over the past 10 years, 0II2.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.5%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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