Kainos Group PLC

10-Year Study

KNOS.LSE · Technology · GB · Common Stock

Executive Summary: Kainos Group PLC has compounded at 19.0% annually over the last 10 years, with a maximum drawdown of 63.8% and an annualized volatility of 49.4%.

1Y CAGR
+22.8%
3Y CAGR
-10.5%
5Y CAGR
-7.8%
10Y CAGR
+19.0%

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 →
63.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +89.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -25.8%
% 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.
2026-10.4-16.1-3.316.6————————-15.2%
20251.1-14.8-4.710.2-0.62.4-0.6-4.533.61.811.8-3.727.9%
20242.5-3.8-12.51.617.4-8.23.80.7-20.2-13.55.14.3-25.2%
2023-4.5-5.6-0.6-10.33.4-3.96.3-7.3-4.1-2.3-13.215.9-25.8%
2022-20.7-0.9-12.2-7.93.5-12.123.1-0.2-5.5-2.829.5-3.3-18.2%
20212.15.813.42.4-6.93.717.113.6-3.65.5-5.83.259.3%
20206.5-5.6-11.86.419.4-10.446.92.4-11.324.3-0.90.266.0%
20195.317.112.0-4.316.75.8-13.8-11.4-7.812.417.225.389.4%
20183.1-0.6-2.37.411.5-1.7-7.55.78.3-6.79.5-5.919.9%
2017-1.79.53.66.5-4.316.67.11.40.7-2.510.88.569.7%
2016———-4.70.5-29.327.8-0.34.916.710.5-7.77.7%

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 49.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 30.9% of variance. Idiosyncratic stock-specific factors contribute 28.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019529.258690230787
2016-05-019580.149985384447
2016-06-016768.44714337256
2016-07-018651.399700840855
2016-08-018625.954053264026
2016-09-019051.840513554422
2016-10-0110564.826163680254
2016-11-0111673.484088068699
2016-12-0110774.833601443675
2017-01-0110590.42399055981
2017-02-0111591.510170333026
2017-03-0112013.021475670019
2017-04-0112790.17581148028
2017-05-0112236.94697882869
2017-06-0114265.45903935547
2017-07-0115279.715069618862
2017-08-0115490.470722287357
2017-09-0115597.88394679558
2017-10-0115209.940859318478
2017-11-0116855.341525229742
2017-12-0118282.396595748996
2018-01-0118847.83147664016
2018-02-0118740.126575135044
2018-03-0118309.319650723137
2018-04-0119655.592874711412
2018-05-0121917.332398276063
2018-06-0121540.377924616714
2018-07-0119924.848787669926
2018-08-0121055.718549452253
2018-09-0122801.925321811672
2018-10-0121278.172986017893
2018-11-0123291.708066834613
2018-12-0121912.310481286066
2019-01-0123062.709920251706
2019-02-0127006.924792354515
2019-03-0130238.991254128654
2019-04-0128924.250849826298
2019-05-0133744.96143839877
2019-06-0135717.07204485232
2019-07-0130786.798699120594
2019-08-0127280.82851485048
2019-09-0125140.95290874885
2019-10-0128255.758876967473
2019-11-0133113.70900907813
2019-12-0141504.000730460655
2020-01-0144188.900168475164
2020-02-0141727.7423502952
2020-03-0136805.43939554381
2020-04-0139154.720063002234
2020-05-0146761.92245576814
2020-06-0141895.551735573245
2020-07-0161528.84400163085
2020-08-0163019.89046894687
2020-09-0155873.886475508334
2020-10-0169434.41928061038
2020-11-0168786.63637453102
2020-12-0168899.76900450008
2021-01-0170370.53757972768
2021-02-0174443.43273389485
2021-03-0184399.38950736389
2021-04-0186435.83391404533
2021-05-0180496.19963895461
2021-06-0183437.73678940984
2021-07-0197692.86031778844
2021-08-01110986.33112821299
2021-09-01107031.36859285505
2021-10-01112904.69073678243
2021-11-01106361.27239651332
2021-12-01109738.72715963038
2022-01-0187069.69875472944
2022-02-0186268.26547932993
2022-03-0175735.18138187683
2022-04-0169724.45400919544
2022-05-0172185.98593482794
2022-06-0163484.74117153969
2022-07-0178139.46852646684
2022-08-0177967.73418333929
2022-09-0173674.35658273766
2022-10-0171613.71566692262
2022-11-0192755.22529828729
2022-12-0189731.23232897108
2023-01-0185660.46768504211
2023-02-0180891.86582604512
2023-03-0180368.4768183366
2023-04-0172110.64449836945
2023-05-0174553.10328472685
2023-06-0171645.41968832411
2023-07-0176181.40914229843
2023-08-0170656.80587057024
2023-09-0167758.28473635252
2023-10-0166166.05171433155
2023-11-0157417.193851702534
2023-12-0166545.66298498434
2024-01-0168210.7962338159
2024-02-0165594.16189468306
2024-03-0157417.193851702534
2024-04-0158338.96291073352
2024-05-0168508.13556893183
2024-06-0162918.063493009584
2024-07-0165296.81621876283
2024-08-0165772.56676391348
2024-09-0152511.009221431676
2024-10-0145419.23812700251
2024-11-0147727.79180856858
2024-12-0149757.4515546701
2025-01-0150310.99742753571
2025-02-0142868.90323742444
2025-03-0140839.24349132292
2025-04-0144990.82168580427
2025-05-0144714.05191977361
2025-06-0145790.39076474539
2025-07-0145513.61465791044
2025-08-0143483.95491180893
2025-09-0158091.367185196505
2025-10-0159137.30821444854
2025-11-0166134.58864349272
2025-12-0163661.67497417708
2026-01-0157067.2385226687
2026-02-0147873.072316238744
2026-03-0146287.871246164614
2026-04-0153991.94844672488
Annual Return Matrix
YearAnnual Return
20170.6967683466869887
20180.19854693921151956
20190.8940951373387407
20200.6600753612153127
20210.592729972033186
2022-0.18231936298619167
2023-0.2583890663507685
2024-0.25228107553909873
20250.2794400232542047
2026-0.15189243027888444
Total Factor Risk
0.4939047325401744
VTI.US Exposure
0.287658212703695
VEA.US Exposure
0.05799858860095104
VWO.US Exposure
-0.01692095567193117
QQQ.US Exposure
-0.10368586880801071
VTV.US Exposure
-0.028031400050661088
IJR.US Exposure
0.00289897213509189
QUAL.US Exposure
0.1018083125477061
SHV.US Exposure
0.3087402540020964
TLT.US Exposure
0.08840854348386468
LQD.US Exposure
-0.01339733852407715
HYG.US Exposure
0.002384910831685924
GLD.US Exposure
0.0021194204181324066
USO.US Exposure
0.0009981451263403134
VNQ.US Exposure
-0.022863958422761586
BTC-USD.CC Exposure
0.010914944336931987
CPER.US Exposure
-0.0015475460042331938
VIX.INDX Exposure
0.013315193908569938
UUP.US Exposure
0.008736326041081842
TIP.US Exposure
0.017916132866713123
Idiosyncratic Exposure
0.28254911047881426
Value Score
37.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
46.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
49.4%

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 →30.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.84%
Market Cap$889.9M
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 →
+13.6%
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 →
+0.1%
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 →
28.4% 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 →
0.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Kainos Group PLC a high-risk investment?

Kainos Group PLC (KNOS.LSE) has an annualized volatility of 49.4% and experienced a maximum drawdown of 63.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of KNOS.LSE?

Over the past 10 years, KNOS.LSE has generated a Compound Annual Growth Rate (CAGR) of 19.0%. 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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