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JABLX vs. KOS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JABLX and KOS 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.


-0.50.00.51.0
Correlation: 0.3

Performance

JABLX vs. KOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson VIT Balanced Portfolio (JABLX) and Kosmos Energy Ltd. (KOS). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
118.61%
-86.90%
JABLX
KOS

Key characteristics

Sharpe Ratio

JABLX:

0.72

KOS:

-1.10

Sortino Ratio

JABLX:

1.02

KOS:

-1.89

Omega Ratio

JABLX:

1.13

KOS:

0.78

Calmar Ratio

JABLX:

1.12

KOS:

-0.69

Martin Ratio

JABLX:

3.44

KOS:

-1.68

Ulcer Index

JABLX:

1.99%

KOS:

36.38%

Daily Std Dev

JABLX:

9.47%

KOS:

55.50%

Max Drawdown

JABLX:

-32.03%

KOS:

-97.11%

Current Drawdown

JABLX:

-4.75%

KOS:

-87.58%

Returns By Period

In the year-to-date period, JABLX achieves a -1.29% return, which is significantly higher than KOS's -33.33% return. Over the past 10 years, JABLX has outperformed KOS with an annualized return of 6.61%, while KOS has yielded a comparatively lower -11.89% annualized return.


JABLX

YTD

-1.29%

1M

-2.22%

6M

-0.73%

1Y

7.34%

5Y*

9.86%

10Y*

6.61%

KOS

YTD

-33.33%

1M

-8.80%

6M

-46.60%

1Y

-61.22%

5Y*

20.52%

10Y*

-11.89%

*Annualized

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Risk-Adjusted Performance

JABLX vs. KOS — Risk-Adjusted Performance Rank

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

JABLX
The Risk-Adjusted Performance Rank of JABLX is 7474
Overall Rank
The Sharpe Ratio Rank of JABLX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of JABLX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of JABLX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of JABLX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of JABLX is 7878
Martin Ratio Rank

KOS
The Risk-Adjusted Performance Rank of KOS is 66
Overall Rank
The Sharpe Ratio Rank of KOS is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of KOS is 44
Sortino Ratio Rank
The Omega Ratio Rank of KOS is 66
Omega Ratio Rank
The Calmar Ratio Rank of KOS is 1111
Calmar Ratio Rank
The Martin Ratio Rank of KOS is 55
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.

JABLX vs. KOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Balanced Portfolio (JABLX) and Kosmos Energy Ltd. (KOS). 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.


Sharpe ratio
The chart of Sharpe ratio for JABLX, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.00
JABLX: 0.72
KOS: -1.10
The chart of Sortino ratio for JABLX, currently valued at 1.02, compared to the broader market00.002.004.006.008.00
JABLX: 1.02
KOS: -1.89
The chart of Omega ratio for JABLX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.50
JABLX: 1.13
KOS: 0.78
The chart of Calmar ratio for JABLX, currently valued at 1.12, compared to the broader market0.002.004.006.008.0010.0012.00
JABLX: 1.12
KOS: -0.69
The chart of Martin ratio for JABLX, currently valued at 3.44, compared to the broader market0.0020.0040.0060.00
JABLX: 3.44
KOS: -1.68

The current JABLX Sharpe Ratio is 0.72, which is higher than the KOS Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of JABLX and KOS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.72
-1.10
JABLX
KOS

Dividends

JABLX vs. KOS - Dividend Comparison

JABLX's dividend yield for the trailing twelve months is around 2.05%, while KOS has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
JABLX
Janus Henderson VIT Balanced Portfolio
2.05%2.02%2.01%1.34%0.85%1.67%1.83%2.30%1.52%2.20%1.67%1.74%
KOS
Kosmos Energy Ltd.
0.00%0.00%0.00%0.00%0.00%1.91%3.16%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JABLX vs. KOS - Drawdown Comparison

The maximum JABLX drawdown since its inception was -32.03%, smaller than the maximum KOS drawdown of -97.11%. Use the drawdown chart below to compare losses from any high point for JABLX and KOS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.75%
-87.58%
JABLX
KOS

Volatility

JABLX vs. KOS - Volatility Comparison

The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 3.64%, while Kosmos Energy Ltd. (KOS) has a volatility of 14.23%. This indicates that JABLX experiences smaller price fluctuations and is considered to be less risky than KOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
3.64%
14.23%
JABLX
KOS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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