KWS SAAT SE & Co. KGaA

10-Year Study

KWS.XETRA · Basic Materials · DE · Common Stock

Executive Summary: KWS SAAT SE & Co. KGaA has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 36.1% and an annualized volatility of 22.1%.

1Y CAGR
+35.5%
3Y CAGR
+13.6%
5Y CAGR
+1.0%
10Y CAGR
+3.4%

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 →
36.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
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 →
22.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +19.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -21.2%
% 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.
20269.2-13.416.0-2.1————————7.4%
20253.2-7.7-0.2-0.72.38.61.33.82.20.83.61.018.8%
2024-3.0-10.86.73.922.3-5.47.76.4-6.9-0.3-5.5-0.211.4%
2023-3.01.6-3.3-3.8-9.05.21.8-2.1-0.9-4.0-4.77.4-14.8%
2022-5.5-5.40.66.8-12.3-8.35.71.5-6.63.911.9-1.4-11.1%
202110.91.01.20.42.3-8.32.20.0-2.56.8-0.80.813.6%
2020-3.5-8.4-8.812.920.85.2-1.510.0-0.4-12.20.63.313.9%
20196.00.711.0-1.81.74.4-1.9-1.1-3.20.00.5-3.712.3%
20181.8-1.0-6.2-5.17.3-5.410.9-0.1-1.2-9.8-4.0-8.6-21.2%
20173.0-1.71.912.211.8-5.6-0.21.85.8-2.1-7.10.219.6%
2016———5.60.1-1.7-4.20.64.5-0.6-6.62.4-0.6%

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 22.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 15.0% of variance. Idiosyncratic stock-specific factors contribute 43.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110556.230404796885
2016-05-0110563.208633122129
2016-06-0110385.353275294088
2016-07-019952.92181004507
2016-08-0110008.727755654652
2016-09-0110456.845323891186
2016-10-0110392.331503619334
2016-11-019707.073458278743
2016-12-019941.947502251522
2017-01-0110238.094764738275
2017-02-0110063.57941363001
2017-03-0110257.4787323084
2017-04-0111510.79637291175
2017-05-0112868.131365645248
2017-06-0112143.628241347295
2017-07-0112115.436994152999
2017-08-0112339.296968347473
2017-09-0113053.22340469947
2017-10-0112772.941174131647
2017-11-0111865.11541910126
2017-12-0111890.702256293824
2018-01-0112104.303638420415
2018-02-0111979.689578184983
2018-03-0111232.084740741919
2018-04-0110662.45454708117
2018-05-0111445.686122868508
2018-06-0110822.675464668495
2018-07-0111997.50294735712
2018-08-0111979.689578184983
2018-09-0111837.301910762177
2018-10-0110680.267916253306
2018-11-0110253.045271007748
2018-12-019370.03099446712
2019-01-019928.62723735718
2019-02-0110000.695834733286
2019-03-0111099.876141417475
2019-04-0110901.662647392706
2019-05-0111081.844081329164
2019-06-0111568.371726843116
2019-07-0111352.146053722416
2019-08-0111226.001157073757
2019-09-0110865.618408208464
2019-10-0110865.618408208464
2019-11-0110919.674826488637
2019-12-0110518.635448207033
2020-01-0110154.037928957263
2020-02-019297.226800372968
2020-03-018476.877411812888
2020-04-019570.6699695622
2020-05-0111557.73539592002
2020-06-0112159.31434433481
2020-07-0111977.025525206116
2020-08-0113180.183422035694
2020-09-0113125.490811999372
2020-10-0111521.273655895808
2020-11-0111594.197135944238
2020-12-0111977.80088390892
2021-01-0113286.149111419045
2021-02-0113415.13698997799
2021-03-0113580.984228408746
2021-04-0113636.273268216457
2021-05-0113949.53806514206
2021-06-0112788.607396126785
2021-07-0113065.01283318058
2021-08-0113065.01283318058
2021-09-0112733.338237311451
2021-10-0113599.413908344648
2021-11-0113488.855709721605
2021-12-0113602.93284399584
2022-01-0112857.574558691671
2022-02-0112168.1017429666
2022-03-0112242.635583397781
2022-04-0113081.176079985205
2022-05-0111478.628927241532
2022-06-0110528.297610503525
2022-07-0111124.588214945337
2022-08-0111292.304266659774
2022-09-0110546.926100363225
2022-10-0110956.89204422328
2022-11-0112261.26407325748
2022-12-0112090.14837184613
2023-01-0111731.793484203556
2023-02-0111920.404458908968
2023-03-0111524.315447729889
2023-04-0111090.512194006677
2023-05-0110090.856135174843
2023-06-0110618.974816746953
2023-07-0110807.585791452366
2023-08-0110581.240693210442
2023-09-0110486.945146353926
2023-10-0110071.989073406588
2023-11-019600.451696146865
2023-12-0110306.266687607977
2024-01-019999.184879312435
2024-02-018914.81591195106
2024-03-019509.794370895817
2024-04-019884.0341714497
2024-05-0112091.142421465109
2024-06-0111438.608489581366
2024-07-0112321.463718182957
2024-08-0113108.333515575763
2024-09-0112206.313010320222
2024-10-0112167.922814035186
2024-11-0111496.183843512732
2024-12-0111477.316781744477
2025-01-0111848.196694586206
2025-02-0110930.788301228844
2025-03-0110911.26516671206
2025-04-0110833.19250963731
2025-05-0111086.933615378344
2025-06-0112043.38827776927
2025-07-0112199.533591918775
2025-08-0112667.989415359654
2025-09-0112941.273536609851
2025-10-0113038.869328201386
2025-11-0113507.325151642268
2025-12-0113638.360772416314
2026-01-0114890.8632923321
2026-02-0112902.764054370538
2026-03-0114970.387261850561
2026-04-0114652.291383776712
Annual Return Matrix
YearAnnual Return
20170.1960133820462211
2018-0.2119867445585476
20190.12258278061386862
20200.13872193241097763
20210.13567865886551322
2022-0.11121016985814469
2023-0.14754836991018316
20240.11362505256578936
20250.18828825863804144
20260.07434402332361523
Total Factor Risk
0.2212543642748213
VTI.US Exposure
0.0632529841412683
VEA.US Exposure
0.1500188629716107
VWO.US Exposure
0.012343861301587659
QQQ.US Exposure
0.1339961247990563
VTV.US Exposure
0.11473974795372656
IJR.US Exposure
0.05181633320622684
QUAL.US Exposure
-0.13761636330102456
SHV.US Exposure
0.004513871704943902
TLT.US Exposure
-0.010377355262192982
LQD.US Exposure
0.09896590698142399
HYG.US Exposure
-0.008971281762317127
GLD.US Exposure
-0.009677768974078724
USO.US Exposure
0.011955816298259763
VNQ.US Exposure
0.03637128593508469
BTC-USD.CC Exposure
0.0025112942767825147
CPER.US Exposure
0.03034602556086092
VIX.INDX Exposure
-0.04365473010077999
UUP.US Exposure
0.06407249582701537
TIP.US Exposure
-0.000848598158964948
Idiosyncratic Exposure
0.43624148660151085
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.1%

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 →13.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.69%
Market Cap$2.5B
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 →
+7.7%
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 →
+11.0%
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 →
3.0% 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 →
0.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

KWS SAAT SE & Co. KGaA (KWS.XETRA) has an annualized volatility of 22.1% and experienced a maximum drawdown of 36.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, KWS.XETRA has generated a Compound Annual Growth Rate (CAGR) of 3.4%. 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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