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

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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.54%
-30.56%
JABLX
KOS

Returns By Period

In the year-to-date period, JABLX achieves a 16.26% return, which is significantly higher than KOS's -40.39% return. Over the past 10 years, JABLX has outperformed KOS with an annualized return of 8.48%, while KOS has yielded a comparatively lower -8.07% annualized return.


JABLX

YTD

16.26%

1M

0.44%

6M

8.55%

1Y

21.08%

5Y (annualized)

9.21%

10Y (annualized)

8.48%

KOS

YTD

-40.39%

1M

-1.96%

6M

-30.56%

1Y

-41.00%

5Y (annualized)

-10.04%

10Y (annualized)

-8.07%

Key characteristics


JABLXKOS
Sharpe Ratio2.54-0.90
Sortino Ratio3.59-1.23
Omega Ratio1.470.86
Calmar Ratio2.72-0.51
Martin Ratio16.17-1.58
Ulcer Index1.33%25.95%
Daily Std Dev8.44%45.53%
Max Drawdown-27.07%-97.11%
Current Drawdown-0.95%-78.22%

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Correlation

-0.50.00.51.00.3

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.

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.


Sharpe ratio
The chart of Sharpe ratio for JABLX, currently valued at 2.54, compared to the broader market-1.000.001.002.003.004.005.002.54-0.90
The chart of Sortino ratio for JABLX, currently valued at 3.59, compared to the broader market0.005.0010.003.59-1.23
The chart of Omega ratio for JABLX, currently valued at 1.47, compared to the broader market1.002.003.004.001.470.86
The chart of Calmar ratio for JABLX, currently valued at 2.72, compared to the broader market0.005.0010.0015.0020.002.72-0.51
The chart of Martin ratio for JABLX, currently valued at 16.17, compared to the broader market0.0020.0040.0060.0080.00100.0016.17-1.58
JABLX
KOS

The current JABLX Sharpe Ratio is 2.54, which is higher than the KOS Sharpe Ratio of -0.90. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.54
-0.90
JABLX
KOS

Dividends

JABLX vs. KOS - Dividend Comparison

JABLX's dividend yield for the trailing twelve months is around 1.84%, while KOS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
JABLX
Janus Henderson VIT Balanced Portfolio
1.84%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.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.95%
-78.22%
JABLX
KOS

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 15.49%. 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%JuneJulyAugustSeptemberOctoberNovember
2.59%
15.49%
JABLX
KOS