Knorr-Bremse AG (XSWX:KBX) 1-Year Sharpe Ratio: -1.13 (As of Jul. 10, 2026)


XSWX:KBX Knorr-Bremse AG XSWX:KBX
83 GF Score
Price CHF92.60
GF Value CHF66.74
! 3 Warning Signs
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What is Knorr-Bremse AG 1-Year Sharpe Ratio?

Knorr-Bremse AG XSWX:KBX 83 1-Year Sharpe Ratio is -1.13 as of Jul. 10, 2026. GuruFocus rates XSWX:KBX with a GF Score™ of 83/100 and a GF Value™ of CHF66.74. The stock has 3 warning signs investors should review.

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-07-10), Knorr-Bremse AG's 1-Year Sharpe Ratio is -1.13.

Knorr-Bremse AG  (XSWX:KBX) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.

Knorr-Bremse AG 1-Year Sharpe Ratio Related Terms

XSWX:KBX vs ORLY, AZO: 1-Year Sharpe Ratio Comparison

For the Auto Parts subindustry, Knorr-Bremse AG's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

Knorr-Bremse AG 1-Year Sharpe Ratio vs Vehicles & Parts Industry

For the Vehicles & Parts industry and Consumer Cyclical sector, Knorr-Bremse AG's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Knorr-Bremse AG's 1-Year Sharpe Ratio falls into.


XSWX:KBX
83GF Score
Knorr-Bremse AG XSWX:KBX
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Knorr-Bremse AG 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -1.13 mean?
Knorr-Bremse AG (XSWX:KBX) has a 1-Year Sharpe Ratio of -1.13 as of Jul. 10, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Knorr-Bremse AG and its competitors.
Is Knorr-Bremse AG's 1-Year Sharpe Ratio too high?
Knorr-Bremse AG's current 1-Year Sharpe Ratio is -1.13. Overall, Knorr-Bremse AG has a GF Score™ of 83/100, reflecting its overall financial health beyond just this single metric.
How does Knorr-Bremse AG's 1-Year Sharpe Ratio compare to ORLY and AZO?
Knorr-Bremse AG's 1-Year Sharpe Ratio of -1.13 can be compared against companies in the Vehicles & Parts industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for a Vehicles & Parts company?
A good 1-Year Sharpe Ratio depends on the Vehicles & Parts industry context. However, 1-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Knorr-Bremse AG and its competitors. Knorr-Bremse AG's current 1-Year Sharpe Ratio is -1.13. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Knorr-Bremse AG stock overvalued right now?
Knorr-Bremse AG (XSWX:KBX) has a current 1-Year Sharpe Ratio of -1.13. The stock's GF Value™ is CHF66.74, compared to a current price of CHF92.60 — trading 38.7% above its estimated fair value. The current 1-Year Sharpe Ratio is -1.13. Knorr-Bremse AG's overall GF Score™ is 83/100 with 3 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For Knorr-Bremse AG (XSWX:KBX), the current 1-Year Sharpe Ratio is -1.13 as of Jul. 10, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Is Knorr-Bremse AG (XSWX:KBX) Overvalued in 2026?

Based on GuruFocus' analysis, Knorr-Bremse AG stock appears to be overvalued. The current stock price of CHF92.60 is trading 38.7% above its estimated GF Value™ of CHF66.74.

Key valuation signals for XSWX:KBX:

  • 1-Year Sharpe Ratio: -1.13
  • GF Value™: CHF66.74 vs. price of CHF92.60 (38.7% above fair value)
  • GF Score™: 83/100 with 3 warning signs

No single metric tells the full story. See the XSWX:KBX stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Knorr-Bremse AG Business Description

Address Moosacher Strasse 80, Munich, BY, DEU, 80809
Knorr-Bremse AG is engaged in the development, production, marketing, and servicing of Automotive parts. It operates its business activities in two divisions: Rail Vehicle Systems and Commercial Vehicle Systems. Its product portfolio comprises Braking, entrance, and HVAC systems; power electric and control technology; digital solutions; couplers; signal systems; pneumatic braking systems; energy supply and distribution systems; wiper and wash systems; and others. Maximum of revenue is from Rail Vehicle System. Its geographical segments are Europe/Africa, North America, South America, and Asia-Pacific. The majority of its revenue is from Europe/Africa.
83GF Score

Get the complete analysis for XSWX:KBX

1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

CHF92.60
Price
CHF66.74
GF Value