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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JABLX or KOS.
Key characteristics
| JABLX | KOS | |
|---|---|---|
| YTD Return | 17.38% | -46.05% |
| 1Y Return | 26.50% | -47.91% |
| 3Y Return (Ann) | 4.60% | -1.26% |
| 5Y Return (Ann) | 9.57% | -12.75% |
| 10Y Return (Ann) | 8.73% | -9.20% |
| Sharpe Ratio | 2.99 | -1.00 |
| Sortino Ratio | 4.25 | -1.45 |
| Omega Ratio | 1.56 | 0.83 |
| Calmar Ratio | 2.37 | -0.56 |
| Martin Ratio | 19.52 | -1.80 |
| Ulcer Index | 1.31% | 24.97% |
| Daily Std Dev | 8.56% | 44.82% |
| Max Drawdown | -27.07% | -97.11% |
| Current Drawdown | 0.00% | -80.29% |
Correlation
The correlation between JABLX and KOS is 0.30, 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
JABLX vs. KOS - Performance Comparison
In the year-to-date period, JABLX achieves a 17.38% return, which is significantly higher than KOS's -46.05% return. Over the past 10 years, JABLX has outperformed KOS with an annualized return of 8.73%, while KOS has yielded a comparatively lower -9.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
JABLX vs. KOS - Dividend Comparison
JABLX's dividend yield for the trailing twelve months is around 1.82%, while KOS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JABLX Janus Henderson VIT Balanced Portfolio | 1.82% | 2.01% | 1.34% | 0.85% | 1.67% | 1.83% | 2.30% | 1.52% | 2.20% | 1.67% | 1.74% | 1.50% |
KOS Kosmos Energy Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 1.91% | 3.16% | 0.00% | 0.00% | 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. For additional features, visit the drawdowns tool.
Volatility
JABLX vs. KOS - Volatility Comparison
The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 2.59%, while Kosmos Energy Ltd. (KOS) has a volatility of 14.20%. 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.