We investigate the holonomy group of singular Kähler-Einstein metrics on klt varieties with numerically trivial canonical divisor. Finiteness of the number of connected components, a Bochner principle for holomorphic tensors, and a connection between irreducibility of holonomy representations and stability of the tangent sheaf are established. As a consequence, known decompositions for tangent sheaves of varieties with trivial canonical divisor are refined. In particular, we show that up to finite quasi-étale covers, varieties with strongly stable tangent sheaf are either Calabi-Yau or irreducible holomorphic symplectic. These results form one building block for Höring-Peternell's recent proof of a singular version of the Beauville-Bogomolov Decomposition Theorem.