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KNSL vs. ACA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KNSL and ACA is 0.33, 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

KNSL vs. ACA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kinsale Capital Group, Inc. (KNSL) and Arcosa, Inc. (ACA). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.46%
18.35%
KNSL
ACA

Key characteristics

Sharpe Ratio

KNSL:

0.95

ACA:

0.71

Sortino Ratio

KNSL:

1.51

ACA:

1.13

Omega Ratio

KNSL:

1.24

ACA:

1.15

Calmar Ratio

KNSL:

1.12

ACA:

1.28

Martin Ratio

KNSL:

2.13

ACA:

4.14

Ulcer Index

KNSL:

18.28%

ACA:

5.55%

Daily Std Dev

KNSL:

40.92%

ACA:

32.19%

Max Drawdown

KNSL:

-38.24%

ACA:

-36.79%

Current Drawdown

KNSL:

-14.82%

ACA:

-10.95%

Fundamentals

Market Cap

KNSL:

$11.44B

ACA:

$5.21B

EPS

KNSL:

$17.53

ACA:

$2.63

PE Ratio

KNSL:

28.01

ACA:

40.60

PEG Ratio

KNSL:

1.74

ACA:

6.72

Total Revenue (TTM)

KNSL:

$1.53B

ACA:

$2.49B

Gross Profit (TTM)

KNSL:

$1.53B

ACA:

$493.30M

EBITDA (TTM)

KNSL:

$390.31M

ACA:

$374.10M

Returns By Period

In the year-to-date period, KNSL achieves a 39.41% return, which is significantly higher than ACA's 20.50% return.


KNSL

YTD

39.41%

1M

-2.48%

6M

18.84%

1Y

38.34%

5Y*

35.50%

10Y*

N/A

ACA

YTD

20.50%

1M

-6.12%

6M

18.62%

1Y

20.85%

5Y*

17.49%

10Y*

N/A

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Risk-Adjusted Performance

KNSL vs. ACA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinsale Capital Group, Inc. (KNSL) and Arcosa, Inc. (ACA). 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 KNSL, currently valued at 0.95, compared to the broader market-4.00-2.000.002.000.950.71
The chart of Sortino ratio for KNSL, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.001.511.13
The chart of Omega ratio for KNSL, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.15
The chart of Calmar ratio for KNSL, currently valued at 1.12, compared to the broader market0.002.004.006.001.121.28
The chart of Martin ratio for KNSL, currently valued at 2.13, compared to the broader market-5.000.005.0010.0015.0020.0025.002.134.14
KNSL
ACA

The current KNSL Sharpe Ratio is 0.95, which is higher than the ACA Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of KNSL and ACA, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.95
0.71
KNSL
ACA

Dividends

KNSL vs. ACA - Dividend Comparison

KNSL's dividend yield for the trailing twelve months is around 0.13%, less than ACA's 0.20% yield.


TTM20232022202120202019201820172016
KNSL
Kinsale Capital Group, Inc.
0.13%0.17%0.20%0.18%0.18%0.31%0.50%0.53%0.29%
ACA
Arcosa, Inc.
0.20%0.24%0.37%0.38%0.36%0.45%0.00%0.00%0.00%

Drawdowns

KNSL vs. ACA - Drawdown Comparison

The maximum KNSL drawdown since its inception was -38.24%, roughly equal to the maximum ACA drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for KNSL and ACA. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.82%
-10.95%
KNSL
ACA

Volatility

KNSL vs. ACA - Volatility Comparison

Kinsale Capital Group, Inc. (KNSL) has a higher volatility of 9.85% compared to Arcosa, Inc. (ACA) at 8.16%. This indicates that KNSL's price experiences larger fluctuations and is considered to be riskier than ACA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.85%
8.16%
KNSL
ACA

Financials

KNSL vs. ACA - Financials Comparison

This section allows you to compare key financial metrics between Kinsale Capital Group, Inc. and Arcosa, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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