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

Correlation

The correlation between FIHL and KNSL is 0.29, 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

FIHL vs. KNSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelis Insurance Holdings Limited (FIHL) 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

FIHL:

0.32

KNSL:

0.57

Sortino Ratio

FIHL:

0.79

KNSL:

1.09

Omega Ratio

FIHL:

1.10

KNSL:

1.17

Calmar Ratio

FIHL:

0.44

KNSL:

0.77

Martin Ratio

FIHL:

0.93

KNSL:

2.53

Ulcer Index

FIHL:

14.12%

KNSL:

9.78%

Daily Std Dev

FIHL:

31.58%

KNSL:

39.72%

Max Drawdown

FIHL:

-29.91%

KNSL:

-38.24%

Current Drawdown

FIHL:

-14.39%

KNSL:

-13.72%

Fundamentals

Market Cap

FIHL:

$1.88B

KNSL:

$10.89B

EPS

FIHL:

-$0.09

KNSL:

$17.38

PS Ratio

FIHL:

0.73

KNSL:

6.65

PB Ratio

FIHL:

0.78

KNSL:

6.88

Total Revenue (TTM)

FIHL:

$2.48B

KNSL:

$1.64B

Gross Profit (TTM)

FIHL:

$1.90B

KNSL:

$1.64B

EBITDA (TTM)

FIHL:

-$60.30M

KNSL:

$637.14M

Returns By Period

In the year-to-date period, FIHL achieves a -2.92% return, which is significantly lower than KNSL's 1.55% return.


FIHL

YTD

-2.92%

1M

6.91%

6M

-14.27%

1Y

9.88%

3Y*

N/A

5Y*

N/A

10Y*

N/A

KNSL

YTD

1.55%

1M

8.48%

6M

-7.10%

1Y

22.51%

3Y*

29.20%

5Y*

26.13%

10Y*

N/A

*Annualized

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Kinsale Capital Group, Inc.

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

Risk-Adjusted Performance

FIHL vs. KNSL — Risk-Adjusted Performance Rank

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

FIHL
The Risk-Adjusted Performance Rank of FIHL is 6262
Overall Rank
The Sharpe Ratio Rank of FIHL is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FIHL is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FIHL is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FIHL is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FIHL is 6363
Martin Ratio Rank

KNSL
The Risk-Adjusted Performance Rank of KNSL is 7373
Overall Rank
The Sharpe Ratio Rank of KNSL is 7070
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 7676
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.

FIHL vs. KNSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelis Insurance Holdings Limited (FIHL) 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 FIHL Sharpe Ratio is 0.32, which is lower than the KNSL Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FIHL 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

FIHL vs. KNSL - Dividend Comparison

FIHL's dividend yield for the trailing twelve months is around 2.29%, more than KNSL's 0.17% yield.


TTM202420232022202120202019201820172016
FIHL
Fidelis Insurance Holdings Limited
2.29%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KNSL
Kinsale Capital Group, Inc.
0.17%0.13%0.17%0.20%0.18%0.18%0.31%0.50%0.53%0.29%

Drawdowns

FIHL vs. KNSL - Drawdown Comparison

The maximum FIHL drawdown since its inception was -29.91%, smaller than the maximum KNSL drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for FIHL and KNSL.


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

Volatility

FIHL vs. KNSL - Volatility Comparison

The current volatility for Fidelis Insurance Holdings Limited (FIHL) is 7.57%, while Kinsale Capital Group, Inc. (KNSL) has a volatility of 9.74%. This indicates that FIHL experiences smaller price fluctuations and is considered to be less risky than KNSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FIHL vs. KNSL - Financials Comparison

This section allows you to compare key financial metrics between Fidelis Insurance 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


100.00M200.00M300.00M400.00M500.00M600.00M700.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
577.50M
423.40M
(FIHL) Total Revenue
(KNSL) Total Revenue
Values in USD except per share items