KNSA vs. VOO
Compare and contrast key facts about Kiniksa Pharmaceuticals, Ltd. (KNSA) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KNSA or VOO.
Performance
KNSA vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, KNSA achieves a 19.33% return, which is significantly lower than VOO's 24.51% return.
KNSA
19.33%
-20.30%
5.87%
33.23%
24.77%
N/A
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
KNSA | VOO | |
---|---|---|
Sharpe Ratio | 0.76 | 2.64 |
Sortino Ratio | 1.40 | 3.53 |
Omega Ratio | 1.18 | 1.49 |
Calmar Ratio | 0.71 | 3.81 |
Martin Ratio | 3.47 | 17.34 |
Ulcer Index | 10.10% | 1.86% |
Daily Std Dev | 46.14% | 12.20% |
Max Drawdown | -83.06% | -33.99% |
Current Drawdown | -32.33% | -2.16% |
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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.
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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard S&P 500 ETF | 1.26% | 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.
Volatility
KNSA vs. VOO - Volatility Comparison
Kiniksa Pharmaceuticals, Ltd. (KNSA) has a higher volatility of 19.48% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. 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.