PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KNSA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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%JuneJulyAugustSeptemberOctoberNovember
6.40%
11.28%
KNSA
VOO

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

YTD

19.33%

1M

-20.30%

6M

5.87%

1Y

33.23%

5Y (annualized)

24.77%

10Y (annualized)

N/A

VOO

YTD

24.51%

1M

0.61%

6M

11.38%

1Y

32.00%

5Y (annualized)

15.30%

10Y (annualized)

13.12%

Key characteristics


KNSAVOO
Sharpe Ratio0.762.64
Sortino Ratio1.403.53
Omega Ratio1.181.49
Calmar Ratio0.713.81
Martin Ratio3.4717.34
Ulcer Index10.10%1.86%
Daily Std Dev46.14%12.20%
Max Drawdown-83.06%-33.99%
Current Drawdown-32.33%-2.16%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

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.


Sharpe ratio
The chart of Sharpe ratio for KNSA, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.762.62
The chart of Sortino ratio for KNSA, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.001.403.51
The chart of Omega ratio for KNSA, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.49
The chart of Calmar ratio for KNSA, currently valued at 0.71, compared to the broader market0.002.004.006.000.713.79
The chart of Martin ratio for KNSA, currently valued at 3.47, compared to the broader market0.0010.0020.0030.003.4717.20
KNSA
VOO

The current KNSA Sharpe Ratio is 0.76, which is lower than the VOO Sharpe Ratio of 2.64. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.76
2.62
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
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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-32.33%
-2.16%
KNSA
VOO

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.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.48%
4.07%
KNSA
VOO