KNSL vs. BJ
KNSL (Kinsale Capital Group, Inc.) and BJ (BJ's Wholesale Club Holdings, Inc.) are both stocks. KNSL operates in Insurance - Property & Casualty (Financial Services), while BJ operates in Discount Stores (Consumer Defensive). Over the past 5 years, KNSL returned 13.97%/yr vs 13.81%/yr for BJ. At a 0.18 correlation, their price movements are largely independent.
Performance
KNSL vs. BJ - Performance Comparison
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Returns By Period
In the year-to-date period, KNSL achieves a -20.27% return, which is significantly lower than BJ's 1.12% return.
KNSL
- 1D
- 0.23%
- 1M
- 2.57%
- YTD
- -20.27%
- 6M
- -20.40%
- 1Y
- -34.20%
- 3Y*
- -3.90%
- 5Y*
- 13.97%
- 10Y*
- —
BJ
- 1D
- 0.12%
- 1M
- -5.13%
- YTD
- 1.12%
- 6M
- -2.28%
- 1Y
- -17.70%
- 3Y*
- 13.85%
- 5Y*
- 13.81%
- 10Y*
- —
KNSL vs. BJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
KNSL Kinsale Capital Group, Inc. | -20.27% | -15.78% | 39.06% | 28.27% | 10.17% | 19.16% | 97.28% | 83.67% | 8.41% |
BJ BJ's Wholesale Club Holdings, Inc. | 1.12% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 4.28% |
Correlation
The correlation between KNSL and BJ is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.18 |
The correlation between KNSL and BJ shifts across timeframes, from 0.09 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
KNSL:
$30.23
BJ:
$4.35
KNSL:
10.30
BJ:
20.91
KNSL:
0.27
BJ:
2.31
KNSL:
2.83
BJ:
0.54
KNSL:
$1.92B
BJ:
$21.97B
KNSL:
$707.86M
BJ:
$4.06B
KNSL:
$535.93M
BJ:
$1.05B
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Return for Risk
KNSL vs. BJ — Risk / Return Rank
KNSL
BJ
KNSL vs. BJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kinsale Capital Group, Inc. (KNSL) and BJ's Wholesale Club Holdings, Inc. (BJ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KNSL | BJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.92 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.64 | -0.20 |
| Martin ratioReturn relative to average drawdown | -1.58 | -1.02 | -0.57 |
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Drawdowns
KNSL vs. BJ - Drawdown Comparison
The maximum KNSL drawdown since its inception was -46.83%, which is greater than BJ's maximum drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for KNSL and BJ.
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Drawdown Indicators
| KNSL | BJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.83% | -38.76% | -8.07% |
Max Drawdown (1Y)Largest decline over 1 year | -40.63% | -26.66% | -13.97% |
Max Drawdown (3Y)Largest decline over 3 years | -46.83% | -29.80% | -17.03% |
Max Drawdown (5Y)Largest decline over 5 years | -46.83% | -29.80% | -17.03% |
Current DrawdownCurrent decline from peak | -42.95% | -24.10% | -18.85% |
Average DrawdownAverage peak-to-trough decline | -11.93% | -12.49% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.63% | 16.75% | +4.88% |
Volatility
KNSL vs. BJ - Volatility Comparison
The current volatility for Kinsale Capital Group, Inc. (KNSL) is 9.65%, while BJ's Wholesale Club Holdings, Inc. (BJ) has a volatility of 11.68%. This indicates that KNSL experiences smaller price fluctuations and is considered to be less risky than BJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KNSL | BJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.65% | 11.68% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 23.52% | 22.77% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.38% | 29.80% | +2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.48% | 32.31% | +6.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.20% | 37.15% | +1.05% |
Dividends
KNSL vs. BJ - Dividend Comparison
KNSL's dividend yield for the trailing twelve months is around 0.27%, while BJ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KNSL Kinsale Capital Group, Inc. | 0.27% | 0.17% | 0.13% | 0.17% | 0.20% | 0.18% | 0.18% | 0.31% | 0.50% | 0.53% | 0.29% |
Financials
KNSL vs. BJ - Financials Comparison
This section allows you to compare key financial metrics between Kinsale Capital Group, Inc. and BJ's Wholesale Club Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities
KNSL vs. BJ - Profitability Comparison
KNSL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kinsale Capital Group, Inc. reported a gross profit of 0.00 and revenue of 466.71M. Therefore, the gross margin over that period was 0.0%.
BJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a gross profit of 1.03B and revenue of 5.66B. Therefore, the gross margin over that period was 18.2%.
KNSL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kinsale Capital Group, Inc. reported an operating income of 0.00 and revenue of 466.71M, resulting in an operating margin of 0.0%.
BJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported an operating income of 207.91M and revenue of 5.66B, resulting in an operating margin of 3.7%.
KNSL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kinsale Capital Group, Inc. reported a net income of 112.55M and revenue of 466.71M, resulting in a net margin of 24.1%.
BJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a net income of 142.73M and revenue of 5.66B, resulting in a net margin of 2.5%.
Frequently Asked Questions
KNSL and BJ have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BJ has higher volatility (11.68%) compared to KNSL (9.65%). In terms of maximum drawdown, KNSL dropped -46.83% vs BJ's -38.76%.
BJ currently has the higher Sharpe Ratio (-0.57 vs -1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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