Kion Group AG

10-Year Study

KGX.XETRA · Industrials · DE · Common Stock

Executive Summary: Kion Group AG has compounded at 1.2% annually over the last 10 years, with a maximum drawdown of 78.8% and an annualized volatility of 61.1%.

1Y CAGR
+17.2%
3Y CAGR
+15.0%
5Y CAGR
-10.4%
10Y CAGR
+1.2%

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 →
78.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +118.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -71.3%
% 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.
2026-12.5-2.8-23.36.4————————-30.7%
202513.37.2-1.0-2.812.115.514.82.53.37.05.05.7118.5%
202410.29.44.6-11.10.9-9.2-6.3-4.30.70.9-5.2-5.7-16.3%
202337.70.9-4.25.1-12.413.13.4-3.2-1.4-20.715.815.845.2%
2022-15.8-11.2-16.9-11.2-11.4-13.312.0-10.2-50.313.420.0-0.7-71.3%
20210.3-2.020.4-1.55.92.8-0.41.3-10.816.71.11.136.3%
2020-7.9-15.0-18.214.914.19.219.08.73.3-8.7-2.910.420.0%
201913.7-0.6-7.031.0-18.213.5-12.3-9.59.723.51.12.241.9%
20182.7-4.77.5-8.51.7-11.4-4.70.1-10.0-2.3-3.6-11.0-37.6%
20176.5-2.211.21.67.21.69.64.55.7-15.1-0.55.337.9%
2016———-7.16.2-12.712.94.212.8-4.5-2.8-1.24.8%

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 61.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.0% of variance. Idiosyncratic stock-specific factors contribute 20.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019285.722631558037
2016-05-019864.253182186765
2016-06-018614.746838844761
2016-07-019724.416900934499
2016-08-0110129.040097773228
2016-09-0111428.134106358764
2016-10-0110912.464450878533
2016-11-0110607.016584526871
2016-12-0110484.052261005914
2017-01-0111166.33834117342
2017-02-0110920.386325768994
2017-03-0112144.140733626371
2017-04-0112334.522782985026
2017-05-0113224.600342580196
2017-06-0113437.439388309742
2017-07-0114724.568795290807
2017-08-0115385.192403412715
2017-09-0116258.655057264174
2017-10-0113796.868172056578
2017-11-0113730.595495981808
2017-12-0114453.472421826986
2018-01-0114843.02302484758
2018-02-0114152.277597451912
2018-03-0115208.48084612167
2018-04-0113915.34576997586
2018-05-0114155.4556947531
2018-06-0112547.338460352066
2018-07-0111957.030255018939
2018-08-0111973.294635325017
2018-09-0110776.390475990174
2018-10-0110523.965424170832
2018-11-0110141.285119727805
2018-12-019023.739919472622
2019-01-0110263.408182198447
2019-02-0110202.346650963125
2019-03-019483.792872182066
2019-04-0112425.192029518914
2019-05-0110161.66233183542
2019-06-0111534.857417936151
2019-07-0110113.803925417533
2019-08-019152.569701983271
2019-09-0110038.908323577043
2019-10-0112396.238628370593
2019-11-0112529.39155794536
2019-12-0112808.199491037065
2020-01-0111797.027076921639
2020-02-0110028.509402260655
2020-03-018205.893968391953
2020-04-019427.218066548421
2020-05-0110756.246947507647
2020-06-0111741.877741401026
2020-07-0113978.159928399336
2020-08-0115191.585520027855
2020-09-0115688.981116026254
2020-10-0114329.760310705746
2020-11-0113913.242617350075
2020-12-0115364.160877154853
2021-01-0115407.345611070996
2021-02-0115100.752694956407
2021-03-0118179.627928932136
2021-04-0117907.596820967963
2021-05-0118968.333531964414
2021-06-0119502.113668388913
2021-07-0119419.6700854581
2021-08-0119662.677687186424
2021-09-0117544.96657155743
2021-10-0120482.86047451797
2021-11-0120699.835720411564
2021-12-0120934.173659649143
2022-01-0117636.07981697898
2022-02-0115657.246879739398
2022-03-0113018.771805603266
2022-04-0111556.332943081678
2022-05-0110243.474968978499
2022-06-018879.767438056311
2022-07-019947.421184355348
2022-08-018933.608145276436
2022-09-014444.382128811088
2022-10-015039.8781106211545
2022-11-016049.18105573588
2022-12-016004.337168081621
2023-01-018269.689598040795
2023-02-018341.477207667625
2023-03-017987.095990222676
2023-04-018393.051183724403
2023-05-017352.29442267292
2023-06-018313.061278857005
2023-07-018597.220566963211
2023-08-018322.081466785377
2023-09-018207.06238651739
2023-10-016504.303283955984
2023-11-017532.721549602853
2023-12-018721.283203522078
2024-01-019607.59845675334
2024-02-0110514.244185367197
2024-03-0111001.381070224264
2024-04-019783.51548971909
2024-05-019866.987280600286
2024-06-018957.280296497784
2024-07-018391.298556536247
2024-08-018031.542615714289
2024-09-018091.108571749051
2024-10-018166.728592827315
2024-11-017738.22292950466
2024-12-017300.556868078583
2025-01-018269.853176578357
2025-02-018865.629578738528
2025-03-018776.24559214262
2025-04-018528.77463317513
2025-05-019557.660266072175
2025-06-0111039.214449125908
2025-07-0112677.336660988154
2025-08-0112992.809554856061
2025-09-0113425.12426126764
2025-10-0114371.542942871363
2025-11-0115084.277999387747
2025-12-0115948.907412210901
2026-01-0113950.912417714155
2026-02-0113553.650255065677
2026-03-0110389.573971383104
2026-04-0111053.235466631146
Annual Return Matrix
YearAnnual Return
20170.3786150681053755
2018-0.37566975906458466
20190.41938925604425203
20200.1995566502463053
20210.36253283384818036
2022-0.7131801204240964
20230.4524972464710073
2024-0.162903359779641
20251.1846151876368385
2026-0.306959706959707
Total Factor Risk
0.6106032723040276
VTI.US Exposure
0.25975296570899253
VEA.US Exposure
0.23936504565579736
VWO.US Exposure
0.0004095323044844278
QQQ.US Exposure
-0.10974714737247279
VTV.US Exposure
-0.09187393662915115
IJR.US Exposure
0.04215159960982265
QUAL.US Exposure
0.11351370318680294
SHV.US Exposure
0.2696401419422308
TLT.US Exposure
-0.015107502386438711
LQD.US Exposure
-0.007192424375666979
HYG.US Exposure
-0.02007207019814143
GLD.US Exposure
-0.013328191681555985
USO.US Exposure
0.00460003188186959
VNQ.US Exposure
-0.03340797466708753
BTC-USD.CC Exposure
-0.004999222164790641
CPER.US Exposure
0.008338444802696778
VIX.INDX Exposure
-0.028987567500183515
UUP.US Exposure
-0.012723321683167754
TIP.US Exposure
0.19428157774557975
Idiosyncratic Exposure
0.20538631582037972
Value Score
42
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
61.1%

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 →20.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.35%
Market Cap$5.5B
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 →
-10.1%
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 →
-17.8%
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 →
32.7% 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 →
2.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Kion Group AG a high-risk investment?

Kion Group AG (KGX.XETRA) has an annualized volatility of 61.1% and experienced a maximum drawdown of 78.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, KGX.XETRA has generated a Compound Annual Growth Rate (CAGR) of 1.2%. 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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