TKMS AG & Co KGaA

10-Year Study

TKMS.XETRA · Industrials · DE · Common Stock

Executive Summary: TKMS AG & Co KGaA has compounded at -33.2% annually over the last 10 years, with a maximum drawdown of 97.5% and an annualized volatility of 869.7%.

1Y CAGR
-96.3%
3Y CAGR
-63.5%
5Y CAGR
-43.5%
10Y CAGR
-33.2%

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 →
97.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
9411.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
208856.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2706.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +28.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -96.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202649.5-2.9-18.18.0————————28.4%
20254.3-1.1-1.00.00.61.10.9-2.70.7-95.3-19.80.8-96.1%
2024-0.95.90.80.70.6-1.7-2.3-0.30.92.0-1.10.65.1%
20234.21.4-1.1-1.3-2.5-1.5-0.8-1.02.4-1.51.11.91.2%
20222.35.6-1.5-0.8-97.42.43570.8-97.33904.2-1.81.2-0.68.8%
2021—-96.4-7.52768.30.31.6-96.72955.10.00.30.31.0-0.0%
20203.4—-7.8———3.8—6.3——-0.34.7%
2019——————-2.7————3.91.0%

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 869.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 44.3% of variance. Idiosyncratic stock-specific factors contribute 16.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-07-019726.02681738005
2019-12-0110102.738841106013
2020-01-0110441.780456170438
2020-03-019623.287094372861
2020-07-019989.04061410659
2020-09-0110616.437456141952
2020-12-0110582.191469740339
2021-02-01382.3223482841157
2021-03-01353.4964713811163
2021-04-0110139.317456113733
2021-05-0110173.571379625913
2021-06-0110340.085786054831
2021-07-01340.85353614591025
2021-08-0110413.35325371706
2021-09-0110413.35325371706
2021-10-0110447.608059130416
2021-11-0110477.040628922532
2021-12-0110579.756540598011
2022-01-0110826.27525775987
2022-02-0111435.72364709525
2022-03-0111267.122662487865
2022-04-0111177.991556501776
2022-05-01285.2968763765926
2022-06-01292.01566803264336
2022-07-0110719.17717914914
2022-08-01290.787510409741
2022-09-0111643.742086590524
2022-10-0111435.72364709525
2022-11-0111575.24834998495
2022-12-0111506.756377181724
2023-01-0111986.2107696184
2023-02-0112157.289896525654
2023-03-0112020.546709939794
2023-04-0111866.348935311578
2023-05-0111575.25452329317
2023-06-0111404.02370938393
2023-07-0111314.982557317624
2023-08-0111199.74894037369
2023-09-0111472.464531919046
2023-10-0111302.49924619497
2023-11-0111425.798731279334
2023-12-0111644.998795763946
2024-01-0111541.094963206642
2024-02-0112226.026155954169
2024-03-0112328.120327301745
2024-04-0112414.810330837288
2024-05-0112485.149886600737
2024-06-0112274.13298311274
2024-07-0111992.777405762465
2024-08-0111957.608068831329
2024-09-0112063.11607962474
2024-10-0112309.302320043875
2024-11-0112168.624972319327
2024-12-0112238.963646181603
2025-01-0112766.504582049836
2025-02-0112625.827234325287
2025-03-0112498.444546803774
2025-04-0112498.444546803774
2025-05-0112570.689891004951
2025-06-0112715.180579407308
2025-07-0112823.548595709075
2025-08-0112480.38321075348
2025-09-0112570.689891004951
2025-10-01590.6056888446292
2025-11-01473.568231238721
2025-12-01477.54172516978576
2026-01-01714.1452274286434
2026-02-01693.1940776103019
2026-03-01567.8484054212581
2026-04-01613.3629722680002
Annual Return Matrix
YearAnnual Return
20200.04745768807598294
2021-0.00023009687069919238
20220.08762014825449982
20230.012014021506213668
20240.05100600359303775
2025-0.9609818495278583
20260.2844175491679275
Total Factor Risk
8.69657282529391
VTI.US Exposure
0.02772373981838697
VEA.US Exposure
-0.0019561437599845623
VWO.US Exposure
0.016820982923228013
QQQ.US Exposure
0.01177905748306238
VTV.US Exposure
0.013347582296583574
IJR.US Exposure
0.0023658524459140655
QUAL.US Exposure
0.025208945385116848
SHV.US Exposure
0.4425863536925757
TLT.US Exposure
-0.0037132644289935533
LQD.US Exposure
0.01600330623887503
HYG.US Exposure
0.11315464945704577
GLD.US Exposure
0.0006807956725736214
USO.US Exposure
0.00035696087188398376
VNQ.US Exposure
0.0025802995685432076
BTC-USD.CC Exposure
0.00590004630060753
CPER.US Exposure
0.0037047384375454738
VIX.INDX Exposure
0.0015385228681689185
UUP.US Exposure
0.00032522599586417086
TIP.US Exposure
0.15435722089762113
Idiosyncratic Exposure
0.16723512783538183
Value Score
26.9
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
869.7%

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 →57.8x
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$5.6B
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 →
-5.2%
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 →
-87.9%
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 →
95.3% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is TKMS AG & Co KGaA a high-risk investment?

TKMS AG & Co KGaA (TKMS.XETRA) has an annualized volatility of 869.7% and experienced a maximum drawdown of 97.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, TKMS.XETRA has generated a Compound Annual Growth Rate (CAGR) of -33.2%. It has had a positive return in 71% 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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