Klöckner & Co SE

10-Year Study

KCO.XETRA · Basic Materials · DE · Common Stock

Executive Summary: Klöckner & Co SE has compounded at 5.4% annually over the last 10 years, with a maximum drawdown of 70.5% and an annualized volatility of 51.9%.

1Y CAGR
+111.1%
3Y CAGR
+14.8%
5Y CAGR
+8.4%
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 →
70.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +88.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -39.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202635.70.010.72.1————————53.4%
202510.934.211.5-4.3-8.2-4.67.2-8.3-0.7-5.39.234.288.6%
2024-2.3-3.44.1-1.5-5.6-9.2-7.41.4-0.4-8.90.0-5.5-33.2%
20234.85.9-3.41.5-7.80.5-4.7-7.3-13.3-14.36.79.9-22.4%
2022-7.322.80.41.13.0-30.931.2-5.7-12.50.814.12.04.4%
2021-5.516.721.75.10.12.111.0-10.9-5.17.5-18.212.533.9%
2020-8.4-13.5-32.811.52.127.710.2-4.06.0-11.548.211.827.5%
20197.5-0.10.7-4.6-18.99.9-14.521.02.2-6.911.38.99.7%
20183.7-0.7-3.8-1.04.4-11.84.3-3.19.1-25.3-4.5-14.7-39.4%
20171.32.6-18.10.1-5.4-2.01.30.016.1-6.8-2.14.0-11.8%
2016———18.48.9-10.520.85.3-14.14.8-12.419.538.6%

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 51.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 13.3% of variance. Idiosyncratic stock-specific factors contribute 23.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111841.155234657039
2016-05-0112894.36509182232
2016-06-0111546.765726643296
2016-07-0113953.330194108721
2016-08-0114686.513542266168
2016-09-0112620.903747885384
2016-10-0113231.831737560822
2016-11-0111595.598109489178
2016-12-0113860.199863966933
2017-01-0114034.775632640958
2017-02-0114395.612061598564
2017-03-0111794.590069586146
2017-04-0111812.030206316816
2017-05-0111179.999651197266
2017-06-0110953.103472331222
2017-07-0111093.147770278518
2017-08-0111098.031008563108
2017-09-0112889.481853537733
2017-10-0112010.324560944557
2017-11-0111756.04736741136
2017-12-0112224.140637262595
2018-01-0112675.491375852385
2018-02-0112592.476325014388
2018-03-0112117.232599103576
2018-04-0111998.465267967702
2018-05-0112526.727009539753
2018-06-0111046.582605207625
2018-07-0111523.744746158809
2018-08-0111168.837963689635
2018-09-0112190.306772005091
2018-10-019101.484155635779
2018-11-018691.640942464988
2018-12-017413.2789201067335
2019-01-017969.968084549782
2019-02-017963.864036694047
2019-03-018018.800467395665
2019-04-017651.859990582326
2019-05-016202.759029630793
2019-06-016817.872652121593
2019-07-015827.098484452118
2019-08-017050.872878843371
2019-09-017206.264497113657
2019-10-016707.650987983745
2019-11-017465.250527564136
2019-12-018132.161356145031
2020-01-017452.344826383439
2020-02-016443.607317881372
2020-03-014332.8275693681435
2020-04-014830.045867559601
2020-05-014931.024259230192
2020-06-016298.505380282181
2020-07-016940.82561607283
2020-08-016662.481033851305
2020-09-017063.778580024067
2020-10-016254.556235720888
2020-11-019271.699890127138
2020-12-0110365.894068609497
2021-01-019796.124801618444
2021-02-0111427.823994140113
2021-03-0113907.462634507056
2021-04-0114619.717818587696
2021-05-0114632.623519768395
2021-06-0114943.40675630897
2021-07-0116588.011650011336
2021-08-0114775.109436857985
2021-09-0114024.13714923525
2021-10-0115072.986972217861
2021-11-0112334.187900033136
2021-12-0113881.65123214566
2022-01-0112871.518512705137
2022-02-0115811.053558659898
2022-03-0115875.756465930692
2022-04-0116044.228186748984
2022-05-0116523.134341373236
2022-06-0111412.12787108251
2022-07-0114975.496607893407
2022-08-0114127.73156141544
2022-09-0112361.743316067597
2022-10-0112455.920054413225
2022-11-0114206.212176703464
2022-12-0114496.590453269153
2023-01-0115195.242330699872
2023-02-0116089.921344983342
2023-03-0115548.405099495978
2023-04-0115775.998883831247
2023-05-0114540.539597830446
2023-06-0114606.114511937772
2023-07-0113918.27551928007
2023-08-0112903.085160187655
2023-09-0111192.033345541427
2023-10-019595.38882784841
2023-11-0110234.046634925618
2023-12-0111249.236994018032
2024-01-0110995.483004586757
2024-02-0110618.950452571547
2024-03-0111052.861054430667
2024-04-0110889.098170529656
2024-05-0110283.751024608033
2024-06-019336.577198765239
2024-07-018643.15736235372
2024-08-018761.401489387676
2024-09-018727.567624130172
2024-10-017949.563124574896
2024-11-017949.563124574896
2024-12-017509.897277594656
2025-01-018330.106908038159
2025-02-0111180.174052564571
2025-03-0112465.686530982402
2025-04-0111924.344686862345
2025-05-0110952.405866861996
2025-06-0110446.641901672509
2025-07-0111196.567781091402
2025-08-0110272.240534365788
2025-09-0110202.479987443101
2025-10-019661.83574879227
2025-11-0110551.282722056541
2025-12-0114161.391025305637
2026-01-0119219.03067720051
2026-02-0119219.03067720051
2026-03-0121276.9668114198
2026-04-0121730.410366417273
Annual Return Matrix
YearAnnual Return
2017-0.1180400890868597
2018-0.39355418592706726
20190.0969722633919119
20200.2746788479272557
20210.339165839460269
20220.04429870847781303
2023-0.22400808450229792
2024-0.3324082974171344
20250.8856970344395159
20260.53448275862069
Total Factor Risk
0.5193668721276723
VTI.US Exposure
0.07281367020872616
VEA.US Exposure
0.1007996025377897
VWO.US Exposure
-0.0065899309439661005
QQQ.US Exposure
0.0702638565985447
VTV.US Exposure
0.13315560190896855
IJR.US Exposure
0.06725645876689773
QUAL.US Exposure
0.04650694568461445
SHV.US Exposure
0.07123177118572128
TLT.US Exposure
0.035569974969314785
LQD.US Exposure
-0.015228913315129995
HYG.US Exposure
0.009581111853343385
GLD.US Exposure
-0.011402770802718487
USO.US Exposure
0.0045500287341442725
VNQ.US Exposure
0.042657411187115864
BTC-USD.CC Exposure
0.01943362242944
CPER.US Exposure
0.10141597180049156
VIX.INDX Exposure
0.032840740262317945
UUP.US Exposure
-0.007962411742058525
TIP.US Exposure
-0.002316971903228446
Idiosyncratic Exposure
0.23542423057967124
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
51.9%

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 →1.63%
Market Cap$1.2B
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 →
+7.8%
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 →
+57.8%
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 →
0.0% 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 →
1.26
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Klöckner & Co SE a high-risk investment?

Klöckner & Co SE (KCO.XETRA) has an annualized volatility of 51.9% and experienced a maximum drawdown of 70.5% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, KCO.XETRA has generated a Compound Annual Growth Rate (CAGR) of 5.4%. It has had a positive return in 60% 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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