Kontron AG

10-Year Study

KTN.XETRA · Technology · DE · Common Stock

Executive Summary: Kontron AG has compounded at 13.9% annually over the last 10 years, with a maximum drawdown of 90.3% and an annualized volatility of 151.3%.

1Y CAGR
-65.0%
3Y CAGR
+80.5%
5Y CAGR
+31.4%
10Y CAGR
+13.9%

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 →
90.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.99
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
15.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
735.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +1813.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -74.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-64.00.2-19.611.9————————-67.5%
20253.62.51.93.55.53.8-0.54.82.10.03.13.439.1%
2024-7.027.5-9.7-13.4-1.1-1.1-6.1-0.22330.9-5.20.4-2.91813.0%
20237.02.4-8.4-25.19.74.0-8.92.3-15.9-22.09.0-6.5-46.6%
2022-10.3-7.73.74.45.1-4.06.04.4-4.36.5-4.3-7.8-10.0%
2021-3.0-8.3-7.79.4-6.00.00.7-3.54.7-3.5-7.01.0-22.0%
2020-4.03.617.861.0-1.2-7.72.74.2-1.2-14.89.213.592.0%
201925.96.45.3-80.9-5.96.01.40.30.0-6.9-4.04.2-74.6%
201823.2-6.5-13.319.1-4.78.910.14.4-0.6-12.8-11.4-18.8-11.5%
2017-2.39.910.226.1-1.13.412.115.19.6-10.96.81.6108.3%
2016———6.71.94.07.810.816.4-11.25.4-8.235.3%

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 151.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 15.0% of variance. Idiosyncratic stock-specific factors contribute 59.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110674.750489693126
2016-05-0110882.193825202872
2016-06-0111322.078164350341
2016-07-0112205.20473836396
2016-08-0113526.909803190001
2016-09-0115742.374778472158
2016-10-0113976.121630444923
2016-11-0114734.819513105122
2016-12-0113526.909803190001
2017-01-0113215.93134968753
2017-02-0114521.966234493051
2017-03-0116006.715791437366
2017-04-0120189.16145881914
2017-05-0119963.809346143084
2017-06-0120636.88088797687
2017-07-0123127.320212666727
2017-08-0126620.46450890775
2017-09-0129165.749463669432
2017-10-0125986.008767838823
2017-11-0127740.32273108852
2017-12-0128171.066131890682
2018-01-0134710.75459378789
2018-02-0132455.181419643694
2018-03-0128147.5608618599
2018-04-0133520.19401175263
2018-05-0131953.922208749187
2018-06-0134809.99906725119
2018-07-0138310.04570469173
2018-08-0139981.158474022945
2018-09-0139760.470105400615
2018-10-0134652.364518235234
2018-11-0130695.27096352952
2018-12-0124925.100270497154
2019-01-0131389.049528961852
2019-02-0133391.10157634549
2019-03-0135156.98162484843
2019-04-016713.475345753543
2019-05-016315.371692430816
2019-06-016695.379907099038
2019-07-016785.857545140852
2019-08-016803.953428564649
2019-09-016803.953428564649
2019-10-016333.467575854614
2019-11-016080.128766075799
2019-12-016333.467575854614
2020-01-016080.128766075799
2020-02-016297.276253776312
2020-03-017419.204124818597
2020-04-0111943.108710143206
2020-05-0111798.344311368586
2020-06-0110893.563483257522
2020-07-0111183.093170345346
2020-08-0111653.579912593968
2020-09-0111508.814624280763
2020-10-019807.827379062832
2020-11-0110712.60731763531
2020-12-0112160.257532151598
2021-01-0111798.344311368586
2021-02-0110821.181728639507
2021-03-019988.78265514646
2021-04-0110929.754360566532
2021-05-0110278.312342234283
2021-06-0110278.312342234283
2021-07-0110350.694986390885
2021-08-019988.78265514646
2021-09-0110459.26939739508
2021-10-0110097.356176612071
2021-11-019391.627397547016
2021-12-019482.105035588831
2022-01-018504.941563321165
2022-02-017853.499544988917
2022-03-018143.029232076739
2022-04-018504.941563321165
2022-05-018939.236538722193
2022-06-018579.492013008112
2022-07-019091.699893945368
2022-08-019494.150277561088
2022-09-019082.553658219886
2022-10-019677.081218840814
2022-11-019256.338363774132
2022-12-018533.759055303533
2023-01-019128.286615924464
2023-02-019347.805168721872
2023-03-018561.198652018564
2023-04-016411.75275328844
2023-05-017033.719910624401
2023-06-017317.26389257735
2023-07-016667.856693757069
2023-08-016823.348483091058
2023-09-015736.405275037247
2023-10-014477.194469484995
2023-11-014878.276297988514
2023-12-014561.14156000895
2024-01-014244.007266798679
2024-02-015409.943280230262
2024-03-014887.603554815935
2024-04-014234.6795652019655
2024-05-014188.041946756985
2024-06-014141.404773081297
2024-07-013889.5626119708472
2024-08-013880.234910374134
2024-09-0194322.92831843608
2024-10-0189460.6890668176
2024-11-0189861.06682553151
2024-12-0187253.77230399157
2025-01-0190353.64347944819
2025-02-0192634.98971471368
2025-03-0194402.20399708369
2025-04-0197720.63836089801
2025-05-01103138.5403428435
2025-06-01107042.03490812423
2025-07-01106463.0733831929
2025-08-01111548.36621394343
2025-09-01113912.93056286291
2025-10-01113925.88936096139
2025-11-01117441.40989355005
2025-12-01121387.92966108426
2026-01-0143727.26424773808
2026-02-0143801.88415259771
2026-03-0135201.940117526356
2026-04-0139399.30976588005
Annual Return Matrix
YearAnnual Return
20171.0825943649928975
2018-0.11522339432226791
2019-0.7459000161635745
20200.9199999662918839
2021-0.2202381396513814
2022-0.10001428762135678
2023-0.465517888371326
202418.12981019247742
20250.3912055198962572
2026-0.6754264622859691
Total Factor Risk
1.5128818506556054
VTI.US Exposure
0.14975096717844308
VEA.US Exposure
0.04437834706234873
VWO.US Exposure
0.014274704588371878
QQQ.US Exposure
-0.006580244741127499
VTV.US Exposure
-0.0001760185670896695
IJR.US Exposure
-0.0011797040647100795
QUAL.US Exposure
0.007005815279262389
SHV.US Exposure
0.030838135342305967
TLT.US Exposure
-0.004739501828888162
LQD.US Exposure
0.07617333367522791
HYG.US Exposure
0.03878439824399614
GLD.US Exposure
0.00962058802696452
USO.US Exposure
0.00872809275197395
VNQ.US Exposure
0.002786991064181492
BTC-USD.CC Exposure
-0.0014502095464490813
CPER.US Exposure
0.004312189581077384
VIX.INDX Exposure
0.00037145387655987167
UUP.US Exposure
0.019778954111197625
TIP.US Exposure
0.01370621737544373
Idiosyncratic Exposure
0.5936154905909099
Value Score
46.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
151.3%

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 →8.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
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 →
-2.0%
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 →
-51.6%
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 →
67.6% 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 →
0.44
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Kontron AG a high-risk investment?

Kontron AG (KTN.XETRA) has an annualized volatility of 151.3% and experienced a maximum drawdown of 90.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, KTN.XETRA has generated a Compound Annual Growth Rate (CAGR) of 13.9%. It has had a positive return in 40% 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 Kontron AG

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

Start a Free Backtest