PortfoliosLab logo
Knorr-Bremse Aktiengesellschaft (KNRRY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

Highlights

Market Cap

$16.56B

EPS (TTM)

$0.76

PE Ratio

33.80

Total Revenue (TTM)

$7.87B

Gross Profit (TTM)

$3.64B

EBITDA (TTM)

$1.53B

Year Range

$17.02 - $25.81

Target Price

$19.46

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Knorr-Bremse Aktiengesellschaft

Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

Knorr-Bremse Aktiengesellschaft (KNRRY) returned 42.47% year-to-date (YTD) and 33.24% over the past 12 months.


KNRRY

YTD

42.47%

1M

0.64%

6M

35.14%

1Y

33.24%

3Y*

16.38%

5Y*

1.72%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of KNRRY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20259.11%9.62%5.14%12.56%0.64%42.47%
2024-5.18%13.23%7.90%-2.65%7.28%-0.99%5.42%2.55%7.74%-7.41%-7.18%-5.14%13.74%
202320.06%4.21%-2.33%5.07%0.41%11.41%-7.94%-2.45%-7.43%-12.51%12.85%4.04%22.68%
20222.85%-13.21%-12.71%-7.20%-0.95%-16.78%4.36%-18.65%-11.42%4.49%26.74%-4.31%-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%
20207.83%-7.30%-12.90%5.13%14.00%-2.54%15.33%9.32%-7.21%-2.35%11.09%5.56%36.26%
20191.42%-0.32%-0.31%10.35%0.22%3.25%-8.85%-7.83%0.19%7.56%-3.58%4.16%4.65%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, KNRRY is among the top 22% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of KNRRY is 7878
Overall Rank
The Sharpe Ratio Rank of KNRRY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of KNRRY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of KNRRY is 7777
Omega Ratio Rank
The Calmar Ratio Rank of KNRRY is 7777
Calmar Ratio Rank
The Martin Ratio Rank of KNRRY is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Knorr-Bremse Aktiengesellschaft (KNRRY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Knorr-Bremse Aktiengesellschaft Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.00
  • 5-Year: 0.05
  • All Time: 0.09

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Knorr-Bremse Aktiengesellschaft compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Knorr-Bremse Aktiengesellschaft provided a 1.88% dividend yield over the last twelve months, with an annual payout of $0.47 per share.


1.50%2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.40$0.50201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.47$0.45$0.39$0.50$0.45$0.50$0.49

Dividend yield

1.88%2.48%2.42%3.71%1.85%1.49%1.96%

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
2025$0.00$0.00$0.00$0.00$0.47$0.47
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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.50
2019$0.49$0.00$0.00$0.00$0.00$0.00$0.00$0.49

Dividend Yield & Payout


Dividend Yield

Knorr-Bremse Aktiengesellschaft has a dividend yield of 1.88%, which is quite average when compared to the overall market.

Payout Ratio

Knorr-Bremse Aktiengesellschaft has a payout ratio of 67.78%, 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.


Loading data...

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. The portfolio has not yet recovered.

The current Knorr-Bremse Aktiengesellschaft drawdown is 20.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.6%Jan 11, 2021432Sep 27, 2022
-29.15%Apr 30, 2019226Mar 23, 202050Jun 3, 2020276
-11.44%Jun 8, 202015Jun 26, 202013Jul 16, 202028
-11.34%Sep 8, 202014Sep 25, 202043Nov 25, 202057
-6.56%Jul 24, 20206Jul 31, 202018Aug 26, 202024
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...

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

Earnings Per Share

The chart presents the Earnings Per Share (EPS) performance of Knorr-Bremse Aktiengesellschaft, comparing actual results with analytics estimates. The company met analyst expectations for EPS in the past quarter.


0.050.100.150.200.250.3020212022202320242025
0.21
0.21
Actual
Estimate

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 33.8. 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 2.1. 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 4.7. 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