Knorr-Bremse AG

10-Year Study

KBX.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Knorr-Bremse AG has compounded at 5.4% annually over the last 10 years, with a maximum drawdown of 58.5% and an annualized volatility of 44.2%.

1Y CAGR
+15.9%
3Y CAGR
+19.1%
5Y CAGR
+2.0%
10Y CAGR
+5.4%

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 →
58.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +38.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -39.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.513.3-12.94.9————————7.1%
20258.79.20.14.44.1-7.87.11.5-10.50.913.44.138.0%
2024-2.112.48.4-0.84.01.04.4-0.17.4-5.3-4.6-2.522.6%
202317.97.1-4.93.53.29.4-8.6-1.3-4.6-12.79.42.317.8%
20223.2-11.9-11.8-1.9-4.2-14.46.7-16.7-8.22.719.1-5.9-39.5%
2021-2.2-3.30.8-4.21.2-4.6-1.46.3-8.9-1.6-3.7-1.0-21.0%
20208.6-6.6-12.15.012.2-5.212.47.1-5.5-1.27.94.125.6%
20199.82.40.29.22.01.2-6.4-7.31.54.9-2.42.817.5%
2018——————————3.1-4.7-1.7%

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 44.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.0% of variance. Idiosyncratic stock-specific factors contribute 10.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-10-0110000
2018-11-0110311.258633776919
2018-12-019827.5058816358
2019-01-0110788.756024957584
2019-02-0111042.511781413597
2019-03-0111066.256028585985
2019-04-0112081.250027212998
2019-05-0112318.750553330947
2019-06-0112471.927072070177
2019-07-0111670.152349243626
2019-08-0110816.215753350103
2019-09-0110975.2993066854
2019-10-0111516.16306898749
2019-11-0111234.918556941928
2019-12-0111549.254073604265
2020-01-0112536.83188463431
2020-02-0111707.060430270141
2020-03-0110288.065903348142
2020-04-0110799.670251041714
2020-05-0112113.034807963324
2020-06-0111483.08657796923
2020-07-0112906.290048460907
2020-08-0113826.960170331595
2020-09-0113068.6101342653
2020-10-0112911.485916729682
2020-11-0113930.848508510053
2020-12-0114502.205341294528
2021-01-0114177.579683284253
2021-02-0113704.900806810942
2021-03-0113819.166367928432
2021-04-0113245.211601009567
2021-05-0113402.611576916994
2021-06-0112783.214733044128
2021-07-0112598.717868707086
2021-08-0113396.022403190671
2021-09-0112208.63588138907
2021-10-0112010.960669599384
2021-11-0111565.523817540847
2021-12-0111452.187126728388
2022-01-0111815.912419141114
2022-02-0110411.083164370857
2022-03-019177.557912886481
2022-04-019006.239396002085
2022-05-018629.800191289229
2022-06-017386.507288003497
2022-07-017880.564695091067
2022-08-016562.613841038362
2022-09-016023.767468930015
2022-10-016183.925028555506
2022-11-017362.08090170085
2022-12-016927.732438908636
2023-01-018165.597256349337
2023-02-018743.819021231944
2023-03-018317.627200805795
2023-04-018610.801890831615
2023-05-018883.236648577886
2023-06-019716.302689805216
2023-07-018877.692453944725
2023-08-018761.061176269106
2023-09-018355.63831531954
2023-10-017294.868426972654
2023-11-017983.538676563006
2023-12-018164.029787709595
2024-01-017989.0828711961685
2024-02-018980.434217840406
2024-03-019732.964300901733
2024-04-019656.60825910837
2024-05-0110042.8296292211
2024-06-0110142.407428640265
2024-07-0110590.500269227252
2024-08-0110576.26242908293
2024-09-0111358.646984291934
2024-10-0110754.083038102552
2024-11-0110263.320217878143
2024-12-0110007.271312856581
2025-01-0110882.10749061333
2025-02-0111877.856457607959
2025-03-0111884.96812088086
2025-04-0112404.177594196886
2025-05-0112917.102679355423
2025-06-0111908.407582484411
2025-07-0112750.196296419932
2025-08-0112946.129876387684
2025-09-0111589.108415129556
2025-10-0111697.960404000529
2025-11-0113265.429043742535
2025-12-0113809.6889880974
2026-01-0114288.63773912968
2026-02-0116182.662345484605
2026-03-0114099.960958419995
2026-04-0114789.356887936154
Annual Return Matrix
YearAnnual Return
20190.17519686202231788
20200.25568328905666826
2021-0.21031409656580413
2022-0.39507341591197687
20230.17845627840034184
20240.22577594314046512
20250.3799654827341157
20260.07094062007356805
Total Factor Risk
0.44170096603248
VTI.US Exposure
-0.05546190093849692
VEA.US Exposure
0.31667843001488816
VWO.US Exposure
0.002845488920847695
QQQ.US Exposure
0.00823283042633448
VTV.US Exposure
-0.02204724782693238
IJR.US Exposure
0.03896478745100056
QUAL.US Exposure
0.026071851471844907
SHV.US Exposure
0.5399788010795722
TLT.US Exposure
0.0032886180987998738
LQD.US Exposure
-0.009657639907270438
HYG.US Exposure
0.05300563433150341
GLD.US Exposure
-0.007913397945983188
USO.US Exposure
0.009989522828604613
VNQ.US Exposure
0.0036627554687976753
BTC-USD.CC Exposure
-0.0011404919846844028
CPER.US Exposure
0.0025340992894000813
VIX.INDX Exposure
-0.022760862050918523
UUP.US Exposure
-0.01295220310607336
TIP.US Exposure
0.022463717295015527
Idiosyncratic Exposure
0.10421720708375004
Value Score
35.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.2%

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 →36.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.89%
Market Cap$15.9B
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
$0
Avg Yield on Cost
0.00%

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 →
-2.0%
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 →
+11.1%
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 →
11.7% 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 →
1.13
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Knorr-Bremse AG a high-risk investment?

Knorr-Bremse AG (KBX.XETRA) has an annualized volatility of 44.2% and experienced a maximum drawdown of 58.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of KBX.XETRA?

Over the past 10 years, KBX.XETRA has generated a Compound Annual Growth Rate (CAGR) of 5.4%. It has had a positive return in 75% 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.

Run a Full Backtest on Knorr-Bremse AG

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest