PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
INDV.L vs. KSPI.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


INDV.LKSPI.L

Fundamentals


INDV.LKSPI.L
Market Cap£1.00B$15.61B
EPS-£0.02$9.67

Correlation

-0.50.00.51.00.1

The correlation between INDV.L and KSPI.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.

Performance

INDV.L vs. KSPI.L - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-42.42%
0
INDV.L
KSPI.L

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

INDV.L vs. KSPI.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Indivior plc (INDV.L) and Kaspi Bank Joint Stock Company (KSPI.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.


INDV.L
Sharpe ratio
The chart of Sharpe ratio for INDV.L, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.00-0.63
Sortino ratio
The chart of Sortino ratio for INDV.L, currently valued at -0.59, compared to the broader market-4.00-2.000.002.004.00-0.59
Omega ratio
The chart of Omega ratio for INDV.L, currently valued at 0.90, compared to the broader market0.501.001.502.000.90
Calmar ratio
The chart of Calmar ratio for INDV.L, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.59
Martin ratio
The chart of Martin ratio for INDV.L, currently valued at -1.18, compared to the broader market0.0010.0020.0030.00-1.18
KSPI.L
Sharpe ratio
The chart of Sharpe ratio for KSPI.L, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.42
Sortino ratio
The chart of Sortino ratio for KSPI.L, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.002.19
Omega ratio
The chart of Omega ratio for KSPI.L, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for KSPI.L, currently valued at 0.90, compared to the broader market0.002.004.006.000.90
Martin ratio
The chart of Martin ratio for KSPI.L, currently valued at 6.66, compared to the broader market0.0010.0020.0030.006.66

INDV.L vs. KSPI.L - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-0.63
1.42
INDV.L
KSPI.L

Dividends

INDV.L vs. KSPI.L - Dividend Comparison

Neither INDV.L nor KSPI.L has paid dividends to shareholders.


TTM202320222021202020192018201720162015
INDV.L
Indivior plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.62%1.11%
KSPI.L
Kaspi Bank Joint Stock Company
1.59%8.49%3.24%3.51%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

INDV.L vs. KSPI.L - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-60.46%
-4.33%
INDV.L
KSPI.L

Volatility

INDV.L vs. KSPI.L - Volatility Comparison

Indivior plc (INDV.L) has a higher volatility of 15.16% compared to Kaspi Bank Joint Stock Company (KSPI.L) at 0.00%. This indicates that INDV.L's price experiences larger fluctuations and is considered to be riskier than KSPI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
15.16%
0
INDV.L
KSPI.L

Financials

INDV.L vs. KSPI.L - Financials Comparison

This section allows you to compare key financial metrics between Indivior plc and Kaspi Bank Joint Stock Company. 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



Please note, different currencies. INDV.L values in GBp, KSPI.L values in USD