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Knorr-Bremse Aktiengesellschaft (KNRRY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

Industry
Auto Parts

Highlights

Market Cap
$19.69B
Enterprise Value
$21.64B
EPS (TTM)
$0.81
PE Ratio
35.28
Total Revenue (TTM)
$7.79B
Gross Profit (TTM)
$3.08B
EBITDA (TTM)
$1.31B
Year Range
$19.82 - $33.96
ROA (TTM)
5.79%
ROE (TTM)
17.17%

Share Price Chart


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Knorr-Bremse Aktiengesellschaft

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Knorr-Bremse Aktiengesellschaft, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Knorr-Bremse Aktiengesellschaft (KNRRY) has returned 2.38% so far this year and 27.98% over the past 12 months.


Knorr-Bremse Aktiengesellschaft

1D
3.34%
1M
-13.08%
YTD
2.38%
6M
21.24%
1Y
27.98%
3Y*
22.50%
5Y*
-0.33%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 25, 2019, KNRRY's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, your investment would double in approximately 8.7 years.

Historically, 51% of months were positive and 49% were negative. The best month was Nov 2022 with a return of +26.7%, while the worst month was Aug 2022 at -18.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, KNRRY closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +14.5%, while the worst single day was Jun 29, 2021 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.42%12.80%-13.08%2.38%
20259.11%9.62%5.14%10.48%2.62%-4.20%3.60%4.11%-9.89%-0.94%13.79%5.06%57.21%
2024-5.18%13.23%7.90%-2.65%7.32%-0.99%5.42%2.54%7.74%-7.41%-7.18%-5.14%13.78%
202320.06%4.21%-2.33%5.07%0.40%11.41%-7.94%-2.45%-7.43%-12.51%12.85%4.04%22.66%
20222.85%-13.21%-12.71%-7.20%-0.95%-16.78%4.36%-18.65%-11.42%4.49%26.74%-4.30%-43.21%
2021-2.10%-3.72%-1.90%-1.75%2.67%-7.54%-1.60%5.96%-10.64%-1.57%-5.81%-0.85%-26.13%

Benchmark Metrics

Knorr-Bremse Aktiengesellschaft has an annualized alpha of -1.00%, beta of 0.67, and R² of 0.18 versus S&P 500 Index. Calculated based on daily prices since January 28, 2019.

  • This stock participated in 105.02% of S&P 500 Index downside but only 70.87% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.67 may look defensive, but with R² of 0.18 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.18 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-1.00%
Beta
0.67
0.18
Upside Capture
70.87%
Downside Capture
105.02%

Return for Risk

Risk / Return Rank

KNRRY ranks 68 for risk / return — better than 68% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


KNRRY Risk / Return Rank: 6868
Overall Rank
KNRRY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
KNRRY Sortino Ratio Rank: 6666
Sortino Ratio Rank
KNRRY Omega Ratio Rank: 6363
Omega Ratio Rank
KNRRY Calmar Ratio Rank: 7070
Calmar Ratio Rank
KNRRY Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Knorr-Bremse Aktiengesellschaft (KNRRY) and compare them to a chosen benchmark (S&P 500 Index).


KNRRYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.90

-0.02

Sortino ratio

Return per unit of downside risk

1.45

1.39

+0.07

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.43

1.40

+0.03

Martin ratio

Return relative to average drawdown

3.42

6.61

-3.19

Explore KNRRY risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Knorr-Bremse Aktiengesellschaft provided a 1.74% dividend yield over the last twelve months, with an annual payout of $0.50 per share. The company has been increasing its dividends for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.40$0.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.50$0.50$0.45$0.39$0.50$0.45$0.32$0.31

Dividend yield

1.74%1.78%2.48%2.42%3.67%1.85%0.95%1.22%

Monthly Dividends

The table displays the monthly dividend distributions for Knorr-Bremse Aktiengesellschaft. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50
2024$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45
2023$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39
2022$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50
2021$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45

Dividend Yield & Payout


Dividend Yield

Knorr-Bremse Aktiengesellschaft has a dividend yield of 1.74%, which is quite average when compared to the overall market.

Payout Ratio

Knorr-Bremse Aktiengesellschaft has a payout ratio of 55.10%, which is quite average when compared to the overall market. This suggests that Knorr-Bremse Aktiengesellschaft strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Knorr-Bremse Aktiengesellschaft. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Knorr-Bremse Aktiengesellschaft was 69.60%, occurring on Sep 27, 2022. Recovery took 851 trading sessions.

The current Knorr-Bremse Aktiengesellschaft drawdown is 15.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.6%Jan 11, 2021432Sep 27, 2022851Feb 19, 20261283
-29.63%Apr 30, 2019227Mar 23, 202052Jun 5, 2020279
-18.71%Feb 23, 202620Mar 20, 2026
-11.44%Jun 8, 202015Jun 26, 202013Jul 16, 202028
-11.34%Sep 8, 202014Sep 25, 202043Nov 25, 202057

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Knorr-Bremse Aktiengesellschaft over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Knorr-Bremse Aktiengesellschaft is priced in the market compared to other companies in the Auto Parts industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for KNRRY, comparing it with other companies in the Auto Parts industry. Currently, KNRRY has a P/E ratio of 35.3. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for KNRRY relative to other companies in the Auto Parts industry. Currently, KNRRY has a P/S ratio of 2.4. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for KNRRY in comparison with other companies in the Auto Parts industry. Currently, KNRRY has a P/B value of 6.3. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items