Krones AG

10-Year Study

KRN.XETRA · Industrials · DE · Common Stock

Executive Summary: Krones AG has compounded at 3.3% annually over the last 10 years, with a maximum drawdown of 56.9% and an annualized volatility of 40.2%.

1Y CAGR
-9.4%
3Y CAGR
+8.1%
5Y CAGR
+12.0%
10Y CAGR
+3.3%

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 →
56.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +45.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -40.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.0-2.1-13.49.9————————-6.8%
202510.0-0.8-4.32.410.01.0-7.11.1-5.61.53.84.015.3%
20243.0-0.77.30.71.9-5.36.8-1.04.0-7.3-1.31.79.2%
20231.97.7-5.69.3-10.66.3-1.4-8.9-2.4-5.912.97.98.2%
2022-8.7-5.9-8.4-1.713.1-11.816.5-3.110.33.415.4-3.011.3%
20213.42.3-0.94.87.3-3.010.43.1-1.45.60.47.045.3%
20201.6-17.4-13.812.97.9-2.6-9.87.3-4.2-7.425.37.6-0.8%
20198.10.76.95.6-15.53.7-26.8-3.710.95.87.47.12.4%
2018-1.8-1.1-1.6-2.73.52.0-4.4-1.0-13.7-12.5-0.6-14.1-40.2%
20178.73.67.43.71.7-7.23.8-1.313.1-7.7-2.07.633.7%
2016———-6.07.6-10.1-5.7-4.21.17.2-7.91.6-16.7%

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 40.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.4% of variance. Idiosyncratic stock-specific factors contribute 11.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019403.87389606277
2016-05-0110118.090496463883
2016-06-019091.175979029593
2016-07-018576.206854086766
2016-08-018218.504802786672
2016-09-018304.80762464375
2016-10-018904.17736884698
2016-11-018202.198638330812
2016-12-018333.582562189931
2017-01-019061.444442489708
2017-02-019388.458358256219
2017-03-0110083.729900425742
2017-04-0110452.933130431724
2017-05-0110630.343759895854
2017-06-019867.175679954962
2017-07-0110241.821628373387
2017-08-0110110.448699905002
2017-09-0111438.724886527567
2017-10-0110562.942014707434
2017-11-0110353.721719855035
2017-12-0111141.926304493158
2018-01-0110937.576967735125
2018-02-0110820.805918159109
2018-03-0110645.649343795081
2018-04-0110353.721719855035
2018-05-0110713.765789381092
2018-06-0110929.616304845009
2018-07-0110445.83010801872
2018-08-0110337.22863375673
2018-09-018920.417560958445
2018-10-017804.748249533796
2018-11-017760.326870975688
2018-12-016664.394285915345
2019-01-017202.486717567996
2019-02-017251.856021955596
2019-03-017755.3899405369275
2019-04-018189.806832975617
2019-05-016921.103673340137
2019-06-017176.372664579008
2019-07-015249.51840188593
2019-08-015057.34096266845
2019-09-015608.594877027551
2019-10-015932.26619401147
2019-11-016372.246754160657
2019-12-016827.411948911017
2020-01-016933.6164279933855
2020-02-015724.915115583548
2020-03-014933.939692480912
2020-04-015568.131839133036
2020-05-016008.035431547095
2020-06-015854.242901375744
2020-07-015280.0965835121915
2020-08-015664.572411245205
2020-09-015428.754266211604
2020-10-015025.828172829951
2020-11-016295.103092783506
2020-12-016771.852239541184
2021-01-017002.535537102847
2021-02-017161.451919355406
2021-03-017094.808856127512
2021-04-017433.148024348194
2021-05-017972.614879842371
2021-06-017731.485961085114
2021-07-018531.829457091588
2021-08-018798.610622427079
2021-09-018675.484237007846
2021-10-019157.731079131629
2021-11-019193.65302065374
2021-12-019840.072041800078
2022-01-018988.435048027866
2022-02-018454.872717356884
2022-03-017741.744660638261
2022-04-017608.359575665881
2022-05-018608.786196826291
2022-06-017596.594507582421
2022-07-018848.78259033813
2022-08-018572.259508813906
2022-09-019459.224693008691
2022-10-019782.709088350164
2022-11-0111290.551001020372
2022-12-0110956.631979874037
2023-01-0111165.33549136202
2023-02-0112020.996798142221
2023-03-0111342.724130044686
2023-04-0112396.654322508006
2023-05-0111084.39842018226
2023-06-0111784.463952711025
2023-07-0111625.360648816017
2023-08-0110596.47795644066
2023-09-0110347.212448541572
2023-10-019737.298124626159
2023-11-0110988.936437845256
2023-12-0111858.715826325602
2024-01-0112208.754090285354
2024-02-0112123.891664614195
2024-03-0113014.892157207698
2024-04-0113110.354139544705
2024-05-0113364.919425776716
2024-06-0112650.647848421942
2024-07-0113514.170859575666
2024-08-0113384.645156750292
2024-09-0113924.342915449846
2024-10-0112909.699254072693
2024-11-0112736.99465184195
2024-12-0112952.878153478063
2025-01-0114248.168167904016
2025-02-0114140.22641708596
2025-03-0113535.754811582985
2025-04-0113859.580064037158
2025-05-0115239.611554836212
2025-06-0115393.547025087084
2025-07-0114294.007951866579
2025-08-0114447.94342211745
2025-09-0113634.284507934275
2025-10-0113832.201541113967
2025-11-0114359.98029625981
2025-12-0114931.740614334472
2026-01-0114931.740614334472
2026-02-0114623.86967383273
2026-03-0112666.69012350023
2026-04-0113920.164666971606
Annual Return Matrix
YearAnnual Return
20170.33699117052549354
2018-0.4018633669092011
20190.024460987150804803
2020-0.008137740887115275
20210.45308428089192554
20220.11347070766665879
20230.08233222107930449
20240.0922665104027105
20250.15277395783461856
2026-0.06774668630338743
Total Factor Risk
0.40183812672715136
VTI.US Exposure
0.1525076620043292
VEA.US Exposure
0.20894923263524148
VWO.US Exposure
-0.03781877474776388
QQQ.US Exposure
-0.03825299460074193
VTV.US Exposure
-0.022334228367838865
IJR.US Exposure
0.04044009225093556
QUAL.US Exposure
-0.0516601364315605
SHV.US Exposure
0.5737144423928132
TLT.US Exposure
-0.0024568317106164754
LQD.US Exposure
0.05722145965193697
HYG.US Exposure
0.023732530512382735
GLD.US Exposure
-0.005482751735622556
USO.US Exposure
0.013841998121399201
VNQ.US Exposure
-0.037409241812312304
BTC-USD.CC Exposure
-0.0013584729625069568
CPER.US Exposure
0.028770043042451503
VIX.INDX Exposure
-0.011236834649227041
UUP.US Exposure
-0.004690602427057801
TIP.US Exposure
-0.001809518102765263
Idiosyncratic Exposure
0.11533292693652385
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.2%

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 →12.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.35%
Market Cap$3.7B
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 →
+0.1%
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 →
-2.9%
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 →
12.2% 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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Krones AG a high-risk investment?

Krones AG (KRN.XETRA) has an annualized volatility of 40.2% and experienced a maximum drawdown of 56.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, KRN.XETRA has generated a Compound Annual Growth Rate (CAGR) of 3.3%. It has had a positive return in 70% 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 Krones AG

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

Start a Free Backtest