JABLX vs. KOS

Last updated Jun 24, 2026

JABLX (Janus Henderson VIT Balanced Portfolio) is Diversified Portfolio fund managed by Janus Henderson, while KOS (Kosmos Energy Ltd.) is a stock. Over the past 10 years, JABLX returned 10.75%/yr vs -7.75%/yr for KOS. At a 0.26 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, JABLX achieves a 3.48% return, which is significantly lower than KOS's 153.47% return. Over the past 10 years, JABLX has outperformed KOS with an annualized return of 10.75%, while KOS has yielded a comparatively lower -7.75% annualized return.

JABLX

• 1D: -0.42%
• 1M: 1.06%
• YTD: 3.48%
• 6M: 3.00%
• 1Y: 13.72%
• 3Y*: 13.78%
• 5Y*: 7.70%
• 10Y*: 10.75%

KOS

• 1D: -6.50%
• 1M: -24.09%
• YTD: 153.47%
• 6M: 144.16%
• 1Y: 15.00%
• 3Y*: -25.08%
• 5Y*: -9.98%
• 10Y*: -7.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JABLX vs. KOS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JABLX Janus Henderson VIT Balanced Portfolio	3.48%	15.13%	15.42%	15.41%	-16.36%	17.20%	14.21%	22.60%	0.68%	18.44%
KOS Kosmos Energy Ltd.	153.47%	-73.47%	-49.03%	5.50%	83.82%	47.23%	-58.06%	44.22%	-40.58%	-2.28%

Correlation

The correlation between JABLX and KOS is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since May 11, 2011	0.26

The correlation between JABLX and KOS shifts across timeframes, from -0.11 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JABLX vs. KOS — Risk / Return Rank

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

JABLX

JABLX Risk / Return Rank: 33
JABLX Sharpe Ratio Rank: 35
JABLX Sortino Ratio Rank: 34
JABLX Omega Ratio Rank: 33
JABLX Calmar Ratio Rank: 26
JABLX Martin Ratio Rank: 36

KOS

KOS Risk / Return Rank: 50
KOS Sharpe Ratio Rank: 49
KOS Sortino Ratio Rank: 54
KOS Omega Ratio Rank: 51
KOS Calmar Ratio Rank: 49
KOS Martin Ratio Rank: 48

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.

JABLX vs. KOS - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JABLX	KOS	Difference
Sharpe ratio: Return per unit of total volatility	1.57	0.17	+1.39
Sortino ratio: Return per unit of downside risk	2.24	0.92	+1.32
Omega ratio: Gain probability vs. loss probability	1.28	1.10	+0.18
Calmar ratio: Return relative to maximum drawdown	1.78	0.24	+1.54
Martin ratio: Return relative to average drawdown	7.60	0.48	+7.12

JABLX vs. KOS - Sharpe Ratio Comparison

The current JABLX Sharpe Ratio is 1.57, which is higher than the KOS Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of JABLX and KOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JABLX vs. KOS - Drawdown Comparison

The maximum JABLX drawdown since its inception was -27.07%, smaller than the maximum KOS drawdown of -97.15%. Use the drawdown chart below to compare losses from any high point for JABLX and KOS.

Drawdown Indicators

	JABLX	KOS	Difference
Max Drawdown Largest peak-to-trough decline	-27.07%	-97.15%	+70.08%
Max Drawdown (1Y) Largest decline over 1 year	-8.10%	-63.57%	+55.47%
Max Drawdown (3Y) Largest decline over 3 years	-11.89%	-89.39%	+77.50%
Max Drawdown (5Y) Largest decline over 5 years	-21.30%	-89.82%	+68.52%
Max Drawdown (10Y) Largest decline over 10 years	-22.47%	-94.28%	+71.81%
Current Drawdown Current decline from peak	-0.61%	-87.64%	+87.03%
Average Drawdown Average peak-to-trough decline	-4.71%	-65.07%	+60.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	31.33%	-29.44%

Volatility

JABLX vs. KOS - Volatility Comparison

The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 3.51%, while Kosmos Energy Ltd. (KOS) has a volatility of 20.85%. 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.

Volatility by Period

	JABLX	KOS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.51%	20.85%	-17.34%
Volatility (6M) Calculated over the trailing 6-month period	7.54%	72.31%	-64.77%
Volatility (1Y) Calculated over the trailing 1-year period	9.23%	87.01%	-77.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.24%	69.92%	-58.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.16%	77.05%	-65.89%

Dividends

JABLX vs. KOS - Dividend Comparison

JABLX's dividend yield for the trailing twelve months is around 10.70%, while KOS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JABLX Janus Henderson VIT Balanced Portfolio	10.70%	5.16%	2.02%	2.01%	4.78%	1.58%	3.14%	4.43%	5.22%	1.71%	3.64%	5.22%
KOS Kosmos Energy Ltd.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.92%	3.17%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JABLX and KOS in my portfolio?

JABLX and KOS have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JABLX or KOS?

KOS has higher volatility (20.85%) compared to JABLX (3.51%). In terms of maximum drawdown, JABLX dropped -27.07% vs KOS's -97.15%.

Which has better risk-adjusted returns?

JABLX currently has the higher Sharpe Ratio (1.57 vs 0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.