PortfoliosLab logoPortfoliosLab logo
AVEGX vs. KGH.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVEGX vs. KGH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ave Maria Growth Fund (AVEGX) and Knights Group Holdings plc (KGH.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AVEGX vs. KGH.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AVEGX
Ave Maria Growth Fund
-2.00%8.23%14.85%30.29%-21.23%17.53%18.41%37.08%-7.49%
KGH.L
Knights Group Holdings plc
-4.03%88.96%-4.21%15.02%-76.12%3.25%19.23%97.25%-0.21%
Different Trading Currencies

AVEGX is traded in USD, while KGH.L is traded in GBp. To make them comparable, the KGH.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVEGX achieves a -2.00% return, which is significantly higher than KGH.L's -4.03% return.


AVEGX

1D
1.06%
1M
-3.02%
YTD
-2.00%
6M
-2.39%
1Y
6.61%
3Y*
13.25%
5Y*
6.76%
10Y*
12.15%

KGH.L

1D
7.15%
1M
8.23%
YTD
-4.03%
6M
-16.76%
1Y
31.44%
3Y*
46.61%
5Y*
-14.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

AVEGX vs. KGH.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVEGX
AVEGX Risk / Return Rank: 1212
Overall Rank
AVEGX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
AVEGX Sortino Ratio Rank: 1111
Sortino Ratio Rank
AVEGX Omega Ratio Rank: 1010
Omega Ratio Rank
AVEGX Calmar Ratio Rank: 1414
Calmar Ratio Rank
AVEGX Martin Ratio Rank: 1515
Martin Ratio Rank

KGH.L
KGH.L Risk / Return Rank: 6060
Overall Rank
KGH.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
KGH.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
KGH.L Omega Ratio Rank: 5858
Omega Ratio Rank
KGH.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
KGH.L Martin Ratio Rank: 6161
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.

AVEGX vs. KGH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ave Maria Growth Fund (AVEGX) and Knights Group Holdings plc (KGH.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AVEGXKGH.LDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.67

-0.28

Sortino ratio

Return per unit of downside risk

0.68

1.16

-0.49

Omega ratio

Gain probability vs. loss probability

1.09

1.16

-0.07

Calmar ratio

Return relative to maximum drawdown

0.65

1.14

-0.49

Martin ratio

Return relative to average drawdown

2.22

2.31

-0.09

AVEGX vs. KGH.L - Sharpe Ratio Comparison

The current AVEGX Sharpe Ratio is 0.38, which is lower than the KGH.L Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of AVEGX and KGH.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AVEGXKGH.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.67

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

-0.25

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.04

+0.54

Correlation

The correlation between AVEGX and KGH.L is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AVEGX vs. KGH.L - Dividend Comparison

AVEGX's dividend yield for the trailing twelve months is around 5.83%, more than KGH.L's 2.90% yield.


TTM20252024202320222021202020192018201720162015
AVEGX
Ave Maria Growth Fund
5.83%5.71%8.42%2.59%0.30%12.04%5.26%1.70%7.22%9.37%6.08%9.89%
KGH.L
Knights Group Holdings plc
2.90%2.69%4.19%3.61%3.27%0.00%0.28%0.55%0.00%0.00%0.00%0.00%

Drawdowns

AVEGX vs. KGH.L - Drawdown Comparison

The maximum AVEGX drawdown since its inception was -48.28%, smaller than the maximum KGH.L drawdown of -89.11%. Use the drawdown chart below to compare losses from any high point for AVEGX and KGH.L.


Loading graphics...

Drawdown Indicators


AVEGXKGH.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.28%

-87.21%

+38.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-27.38%

+15.83%

Max Drawdown (5Y)

Largest decline over 5 years

-31.70%

-86.47%

+54.77%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

Current Drawdown

Current decline from peak

-7.59%

-59.53%

+51.94%

Average Drawdown

Average peak-to-trough decline

-6.05%

-43.52%

+37.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

13.15%

-9.61%

Volatility

AVEGX vs. KGH.L - Volatility Comparison

The current volatility for Ave Maria Growth Fund (AVEGX) is 6.91%, while Knights Group Holdings plc (KGH.L) has a volatility of 17.73%. This indicates that AVEGX experiences smaller price fluctuations and is considered to be less risky than KGH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AVEGXKGH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

17.73%

-10.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

28.61%

-16.69%

Volatility (1Y)

Calculated over the trailing 1-year period

18.86%

48.88%

-30.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

57.51%

-39.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

52.46%

-33.59%