KSB SE & Co. KGaA

10-Year Study

KSB3.XETRA · Industrials · DE · Common Stock

Executive Summary: KSB SE & Co. KGaA has compounded at 16.4% annually over the last 10 years, with a maximum drawdown of 61.3% and an annualized volatility of 45.0%.

1Y CAGR
+41.5%
3Y CAGR
+34.3%
5Y CAGR
+31.7%
10Y CAGR
+16.4%

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 →
61.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.94
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +81.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -44.5%
% 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.
202612.20.5-15.416.4————————11.1%
20257.35.015.72.6-0.114.26.1-7.5-2.36.18.4-1.865.3%
20240.3-1.78.7-1.69.20.6-2.2-7.93.1-3.05.5-2.37.7%
202319.111.38.32.33.24.313.44.2-5.0-7.44.55.481.1%
20220.0-1.45.20.32.0-10.1-1.8-7.8-6.211.19.3-4.6-5.9%
20214.41.722.19.61.114.1-3.36.5-1.3-3.03.9-1.665.1%
2020-2.9-9.6-25.7-2.56.8-1.512.6-5.80.0-15.222.53.7-23.7%
20195.9-1.0-1.415.9-3.3-1.3-3.0-7.81.10.76.94.716.5%
2018-3.1-7.3-2.2-4.7-11.7-2.1-0.4-13.01.3-4.85.1-12.5-44.5%
2017-1.70.310.410.210.3-5.210.05.4-9.62.0-0.28.344.9%
2016———-7.64.5-0.921.9-3.21.10.0-4.10.09.6%

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 45.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.0% of variance. Idiosyncratic stock-specific factors contribute 14.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019242.424614789747
2016-05-019656.88455038392
2016-06-019568.914316984477
2016-07-0111667.903664873429
2016-08-0111297.492334297536
2016-09-0111420.962777822833
2016-10-0111422.506977571013
2016-11-0110957.948614602969
2016-12-0110957.948614602969
2017-01-0110769.658645839221
2017-02-0110803.6146562169
2017-03-0111930.274261344133
2017-04-0113149.540795135894
2017-05-0114504.643658500021
2017-06-0113746.584942864609
2017-07-0115125.153907972248
2017-08-0115939.475561912579
2017-09-0114409.300588106631
2017-10-0114692.200439584925
2017-11-0114660.943706751144
2017-12-0115880.083263905786
2018-01-0115379.922290298085
2018-02-0114254.561123685893
2018-03-0113941.96102718365
2018-04-0113285.500005324828
2018-05-0111731.596784460025
2018-06-0111488.53892489291
2018-07-0111439.927352979486
2018-08-019949.172480967842
2018-09-0110078.803339403637
2018-10-019592.687620269404
2018-11-0110078.803339403637
2018-12-018814.902469654631
2019-01-019333.425903397812
2019-02-019236.202759570966
2019-03-019106.571901135172
2019-04-0110558.344945551598
2019-05-0110207.098895139417
2019-06-0110074.539382008805
2019-07-019776.279453459787
2019-08-019014.0632769639
2019-09-019113.48188780672
2019-10-019179.763692382303
2019-11-019809.420355747578
2019-12-0110273.380699715
2020-01-019975.12077116598
2020-02-019014.0632769639
2020-03-016694.265653147342
2020-04-016528.5693337494895
2020-05-016971.938982401038
2020-06-016867.879580272583
2020-07-017735.035803315647
2020-08-017284.113092765855
2020-09-017284.113092765855
2020-10-016174.1529634299095
2020-11-017561.602101094702
2020-12-017839.095205444102
2021-01-018185.954417844888
2021-02-018324.698922009311
2021-03-0110163.070770223896
2021-04-0111134.286395395417
2021-05-0111252.259979339671
2021-06-0112834.610062939451
2021-07-0112412.650313714214
2021-08-0113221.405475724116
2021-09-0113045.587889541794
2021-10-0112658.79247675713
2021-11-0113151.076802842965
2021-12-0112940.09897624062
2022-01-0112940.09897624062
2022-02-0112764.281390058302
2022-03-0113432.383302326458
2022-04-0113467.547638767031
2022-05-0113732.4659600212
2022-06-0112351.95138515127
2022-07-0112133.977555445783
2022-08-0111189.414736007378
2022-09-0110499.157448572414
2022-10-0111661.694097716305
2022-11-0112751.575534305399
2022-12-0112170.305161723178
2023-01-0114495.378460010961
2023-02-0116130.194470863777
2023-03-0117474.377343435757
2023-04-0117874.001492589887
2023-05-0118445.416839723537
2023-06-0119240.80259065108
2023-07-0121816.343449684893
2023-08-0122725.356906750814
2023-09-0121589.092133428687
2023-10-0119998.316535553047
2023-11-0120907.329992618972
2023-12-0122043.59886196165
2024-01-0122119.34657003335
2024-02-0121740.59164559264
2024-03-0123634.37036381674
2024-04-0123255.61543937603
2024-05-0125398.88276943419
2024-06-0125557.13252346815
2024-07-0125003.264528380096
2024-08-0123025.15693902746
2024-09-0123737.274688149475
2024-10-0123025.15693902746
2024-11-0124291.14677925808
2024-12-0123737.274688149475
2025-01-0125478.00969446144
2025-02-0126743.99543867151
2025-03-0130937.583200417466
2025-04-0131728.82377854619
2025-05-0131703.19907397167
2025-06-0136208.82168138367
2025-07-0138420.67277956774
2025-08-0135553.45839303283
2025-09-0134734.25428259429
2025-10-0136864.1849697345
2025-11-0139977.16058940097
2025-12-0139239.876890006286
2026-01-0144032.22093607177
2026-02-0144237.02196368141
2026-03-0137437.62784704148
2026-04-0143581.658675330575
Annual Return Matrix
YearAnnual Return
20170.4491839506112847
2018-0.4449082965647774
20190.16545596903439264
2020-0.23695077262525943
20210.6507133332497315
2022-0.059489020596431796
20230.8112609806441802
20240.07683299976531632
20250.6530910732391819
20260.11064718162839249
Total Factor Risk
0.450068698433022
VTI.US Exposure
0.019479380415285883
VEA.US Exposure
0.00008633919862445358
VWO.US Exposure
0.024569797585268678
QQQ.US Exposure
0.16963938608228446
VTV.US Exposure
0.0816213634949968
IJR.US Exposure
0.00601577830782365
QUAL.US Exposure
-0.017216207643996978
SHV.US Exposure
0.5204249672450258
TLT.US Exposure
-0.0019512165736879944
LQD.US Exposure
-0.0017747704736049542
HYG.US Exposure
0.0073003494660503
GLD.US Exposure
0.006429079053879835
USO.US Exposure
0.000027754621809827636
VNQ.US Exposure
0.013476345556030632
BTC-USD.CC Exposure
0.00006820537107736666
CPER.US Exposure
0.015509112667771201
VIX.INDX Exposure
-0.005459137560299071
UUP.US Exposure
0.01661504201458125
TIP.US Exposure
0.00017828671819155377
Idiosyncratic Exposure
0.14496014445288724
Value Score
44.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.0%

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 →14.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.74%
Market Cap$1.7B
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 →
-1.3%
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 →
+10.1%
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 →
14.5% 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 →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is KSB SE & Co. KGaA a high-risk investment?

KSB SE & Co. KGaA (KSB3.XETRA) has an annualized volatility of 45.0% and experienced a maximum drawdown of 61.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of KSB3.XETRA?

Over the past 10 years, KSB3.XETRA has generated a Compound Annual Growth Rate (CAGR) of 16.4%. 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.

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