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KNSA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KNSA and VOO 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.


-0.50.00.51.00.3

Performance

KNSA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kiniksa Pharmaceuticals, Ltd. (KNSA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
13.96%
7.93%
KNSA
VOO

Key characteristics

Sharpe Ratio

KNSA:

0.16

VOO:

2.04

Sortino Ratio

KNSA:

0.59

VOO:

2.72

Omega Ratio

KNSA:

1.08

VOO:

1.38

Calmar Ratio

KNSA:

0.16

VOO:

3.02

Martin Ratio

KNSA:

0.61

VOO:

13.60

Ulcer Index

KNSA:

12.21%

VOO:

1.88%

Daily Std Dev

KNSA:

45.67%

VOO:

12.52%

Max Drawdown

KNSA:

-83.06%

VOO:

-33.99%

Current Drawdown

KNSA:

-33.75%

VOO:

-3.52%

Returns By Period

In the year-to-date period, KNSA achieves a 16.82% return, which is significantly lower than VOO's 24.65% return.


KNSA

YTD

16.82%

1M

-1.59%

6M

13.96%

1Y

14.85%

5Y*

10.47%

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

KNSA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kiniksa Pharmaceuticals, Ltd. (KNSA) and Vanguard S&P 500 ETF (VOO). 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 KNSA, currently valued at 0.16, compared to the broader market-4.00-2.000.002.000.161.98
The chart of Sortino ratio for KNSA, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.592.65
The chart of Omega ratio for KNSA, currently valued at 1.07, compared to the broader market0.501.001.502.001.081.37
The chart of Calmar ratio for KNSA, currently valued at 0.16, compared to the broader market0.002.004.006.000.162.93
The chart of Martin ratio for KNSA, currently valued at 0.61, compared to the broader market0.0010.0020.000.6113.12
KNSA
VOO

The current KNSA Sharpe Ratio is 0.16, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of KNSA and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.16
1.98
KNSA
VOO

Dividends

KNSA vs. VOO - Dividend Comparison

KNSA has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
KNSA
Kiniksa Pharmaceuticals, Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

KNSA vs. VOO - Drawdown Comparison

The maximum KNSA drawdown since its inception was -83.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KNSA and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.75%
-3.52%
KNSA
VOO

Volatility

KNSA vs. VOO - Volatility Comparison

Kiniksa Pharmaceuticals, Ltd. (KNSA) has a higher volatility of 8.73% compared to Vanguard S&P 500 ETF (VOO) at 3.56%. This indicates that KNSA's price experiences larger fluctuations and is considered to be riskier than VOO 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%JulyAugustSeptemberOctoberNovemberDecember
8.73%
3.56%
KNSA
VOO
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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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