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CPRI vs. KNSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CPRI and KNSL is 0.40, 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.


Performance

CPRI vs. KNSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capri Holdings Limited (CPRI) and Kinsale Capital Group, Inc. (KNSL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CPRI:

-0.60

KNSL:

0.57

Sortino Ratio

CPRI:

-0.44

KNSL:

1.09

Omega Ratio

CPRI:

0.91

KNSL:

1.17

Calmar Ratio

CPRI:

-0.54

KNSL:

0.77

Martin Ratio

CPRI:

-1.14

KNSL:

2.53

Ulcer Index

CPRI:

41.37%

KNSL:

9.78%

Daily Std Dev

CPRI:

77.76%

KNSL:

39.72%

Max Drawdown

CPRI:

-92.47%

KNSL:

-38.24%

Current Drawdown

CPRI:

-81.85%

KNSL:

-13.72%

Fundamentals

Market Cap

CPRI:

$2.14B

KNSL:

$11.00B

EPS

CPRI:

-$10.00

KNSL:

$17.37

PEG Ratio

CPRI:

0.83

KNSL:

1.80

PS Ratio

CPRI:

0.48

KNSL:

6.72

PB Ratio

CPRI:

5.93

KNSL:

6.95

Total Revenue (TTM)

CPRI:

$3.41B

KNSL:

$1.64B

Gross Profit (TTM)

CPRI:

$2.15B

KNSL:

$1.64B

EBITDA (TTM)

CPRI:

-$496.00M

KNSL:

$637.14M

Returns By Period

In the year-to-date period, CPRI achieves a -13.96% return, which is significantly lower than KNSL's 1.55% return.


CPRI

YTD

-13.96%

1M

20.40%

6M

-22.60%

1Y

-47.55%

3Y*

-28.10%

5Y*

3.80%

10Y*

-9.39%

KNSL

YTD

1.55%

1M

10.72%

6M

-7.10%

1Y

23.20%

3Y*

29.20%

5Y*

26.13%

10Y*

N/A

*Annualized

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Capri Holdings Limited

Kinsale Capital Group, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CPRI vs. KNSL — Risk-Adjusted Performance Rank

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

CPRI
The Risk-Adjusted Performance Rank of CPRI is 1919
Overall Rank
The Sharpe Ratio Rank of CPRI is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of CPRI is 2424
Sortino Ratio Rank
The Omega Ratio Rank of CPRI is 1818
Omega Ratio Rank
The Calmar Ratio Rank of CPRI is 1616
Calmar Ratio Rank
The Martin Ratio Rank of CPRI is 2020
Martin Ratio Rank

KNSL
The Risk-Adjusted Performance Rank of KNSL is 7373
Overall Rank
The Sharpe Ratio Rank of KNSL is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of KNSL is 6767
Sortino Ratio Rank
The Omega Ratio Rank of KNSL is 7171
Omega Ratio Rank
The Calmar Ratio Rank of KNSL is 7979
Calmar Ratio Rank
The Martin Ratio Rank of KNSL is 7575
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.

CPRI vs. KNSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capri Holdings Limited (CPRI) and Kinsale Capital Group, Inc. (KNSL). 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.


The current CPRI Sharpe Ratio is -0.60, which is lower than the KNSL Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of CPRI and KNSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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

CPRI vs. KNSL - Dividend Comparison

CPRI has not paid dividends to shareholders, while KNSL's dividend yield for the trailing twelve months is around 0.14%.


TTM202420232022202120202019201820172016
CPRI
Capri Holdings Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KNSL
Kinsale Capital Group, Inc.
0.14%0.13%0.17%0.20%0.18%0.18%0.31%0.50%0.53%0.29%

Drawdowns

CPRI vs. KNSL - Drawdown Comparison

The maximum CPRI drawdown since its inception was -92.47%, which is greater than KNSL's maximum drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for CPRI and KNSL.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CPRI vs. KNSL - Volatility Comparison

Capri Holdings Limited (CPRI) has a higher volatility of 14.40% compared to Kinsale Capital Group, Inc. (KNSL) at 9.74%. This indicates that CPRI's price experiences larger fluctuations and is considered to be riskier than KNSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CPRI vs. KNSL - Financials Comparison

This section allows you to compare key financial metrics between Capri Holdings Limited and Kinsale Capital Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B20212022202320242025
1.26B
423.40M
(CPRI) Total Revenue
(KNSL) Total Revenue
Values in USD except per share items