JABLX vs. KOS
Compare and contrast key facts about Janus Henderson VIT Balanced Portfolio (JABLX) and Kosmos Energy Ltd. (KOS).
JABLX is managed by Janus Henderson. It was launched on Sep 12, 1993.
Performance
JABLX vs. KOS - Performance Comparison
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JABLX vs. KOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JABLX Janus Henderson VIT Balanced Portfolio | -6.82% | 15.13% | 15.42% | 15.41% | -16.36% | 17.20% | 14.21% | 22.60% | 0.68% | 18.44% |
KOS Kosmos Energy Ltd. | 206.37% | -73.47% | -49.03% | 5.50% | 83.82% | 47.23% | -58.06% | 44.22% | -40.58% | -2.28% |
Returns By Period
In the year-to-date period, JABLX achieves a -6.82% return, which is significantly lower than KOS's 206.37% return. Over the past 10 years, JABLX has outperformed KOS with an annualized return of 9.40%, while KOS has yielded a comparatively lower -6.35% annualized return.
JABLX
- 1D
- -0.06%
- 1M
- -6.60%
- YTD
- -6.82%
- 6M
- -5.27%
- 1Y
- 9.48%
- 3Y*
- 10.75%
- 5Y*
- 6.63%
- 10Y*
- 9.40%
KOS
- 1D
- -6.08%
- 1M
- 19.31%
- YTD
- 206.37%
- 6M
- 67.47%
- 1Y
- 21.93%
- 3Y*
- -27.97%
- 5Y*
- -3.08%
- 10Y*
- -6.35%
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Return for Risk
JABLX vs. KOS — Risk / Return Rank
JABLX
KOS
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.
| JABLX | KOS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.23 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.05 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 0.40 | +0.66 |
Martin ratioReturn relative to average drawdown | 4.28 | 0.77 | +3.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JABLX | KOS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.23 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | -0.04 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | -0.08 | +0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | -0.17 | +1.07 |
Correlation
The correlation between JABLX and KOS is 0.27, 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.
Dividends
JABLX vs. KOS - Dividend Comparison
JABLX's dividend yield for the trailing twelve months is around 5.53%, while KOS has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JABLX Janus Henderson VIT Balanced Portfolio | 5.53% | 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% |
Drawdowns
JABLX vs. KOS - Drawdown Comparison
The maximum JABLX drawdown since its inception was -27.07%, 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.
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Drawdown Indicators
| JABLX | KOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.07% | -97.11% | +70.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.10% | -63.57% | +55.47% |
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 DrawdownCurrent decline from peak | -8.10% | -84.86% | +76.76% |
Average DrawdownAverage peak-to-trough decline | -4.73% | -64.30% | +59.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 32.70% | -30.70% |
Volatility
JABLX vs. KOS - Volatility Comparison
The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 3.30%, while Kosmos Energy Ltd. (KOS) has a volatility of 32.03%. 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.
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Volatility by Period
| JABLX | KOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 32.03% | -28.73% |
Volatility (6M)Calculated over the trailing 6-month period | 6.48% | 70.53% | -64.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 95.15% | -83.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.11% | 70.35% | -59.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.06% | 76.72% | -65.66% |