PortfoliosLab logo
KNSL vs. FICO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KNSL and FICO is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

KNSL vs. FICO - Performance Comparison

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

1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,257.65%
1,589.66%
KNSL
FICO

Key characteristics

Sharpe Ratio

KNSL:

-0.22

FICO:

1.87

Sortino Ratio

KNSL:

-0.01

FICO:

2.40

Omega Ratio

KNSL:

1.00

FICO:

1.32

Calmar Ratio

KNSL:

-0.27

FICO:

2.16

Martin Ratio

KNSL:

-0.79

FICO:

4.90

Ulcer Index

KNSL:

11.97%

FICO:

13.12%

Daily Std Dev

KNSL:

43.33%

FICO:

34.38%

Max Drawdown

KNSL:

-38.24%

FICO:

-79.26%

Current Drawdown

KNSL:

-23.25%

FICO:

-18.05%

Fundamentals

Market Cap

KNSL:

$11.70B

FICO:

$47.34B

EPS

KNSL:

$17.77

FICO:

$21.76

PE Ratio

KNSL:

28.25

FICO:

89.01

PEG Ratio

KNSL:

1.87

FICO:

1.86

PS Ratio

KNSL:

7.37

FICO:

26.66

PB Ratio

KNSL:

7.89

FICO:

82.33

Total Revenue (TTM)

KNSL:

$1.21B

FICO:

$1.34B

Gross Profit (TTM)

KNSL:

$1.21B

FICO:

$1.08B

EBITDA (TTM)

KNSL:

$144.42M

FICO:

$581.26M

Returns By Period

In the year-to-date period, KNSL achieves a -9.67% return, which is significantly lower than FICO's -1.94% return.


KNSL

YTD

-9.67%

1M

-12.58%

6M

-3.19%

1Y

-7.18%

5Y*

32.60%

10Y*

N/A

FICO

YTD

-1.94%

1M

3.46%

6M

-2.38%

1Y

63.56%

5Y*

45.57%

10Y*

36.03%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

KNSL vs. FICO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KNSL
The Risk-Adjusted Performance Rank of KNSL is 3636
Overall Rank
The Sharpe Ratio Rank of KNSL is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of KNSL is 3737
Sortino Ratio Rank
The Omega Ratio Rank of KNSL is 3737
Omega Ratio Rank
The Calmar Ratio Rank of KNSL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of KNSL is 3434
Martin Ratio Rank

FICO
The Risk-Adjusted Performance Rank of FICO is 9191
Overall Rank
The Sharpe Ratio Rank of FICO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FICO is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FICO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FICO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FICO is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KNSL vs. FICO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinsale Capital Group, Inc. (KNSL) and Fair Isaac Corporation (FICO). 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.


The chart of Sharpe ratio for KNSL, currently valued at -0.22, compared to the broader market-2.00-1.000.001.002.003.00
KNSL: -0.22
FICO: 1.87
The chart of Sortino ratio for KNSL, currently valued at -0.01, compared to the broader market-6.00-4.00-2.000.002.004.00
KNSL: -0.01
FICO: 2.40
The chart of Omega ratio for KNSL, currently valued at 1.00, compared to the broader market0.501.001.502.00
KNSL: 1.00
FICO: 1.32
The chart of Calmar ratio for KNSL, currently valued at -0.27, compared to the broader market0.001.002.003.004.005.00
KNSL: -0.27
FICO: 2.16
The chart of Martin ratio for KNSL, currently valued at -0.79, compared to the broader market-5.000.005.0010.0015.0020.00
KNSL: -0.79
FICO: 4.90

The current KNSL Sharpe Ratio is -0.22, which is lower than the FICO Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of KNSL and FICO, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.22
1.87
KNSL
FICO

Dividends

KNSL vs. FICO - Dividend Comparison

KNSL's dividend yield for the trailing twelve months is around 0.15%, while FICO has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
KNSL
Kinsale Capital Group, Inc.
0.15%0.13%0.17%0.20%0.18%0.18%0.31%0.50%0.53%0.29%0.00%0.00%
FICO
Fair Isaac Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%

Drawdowns

KNSL vs. FICO - Drawdown Comparison

The maximum KNSL drawdown since its inception was -38.24%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for KNSL and FICO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.25%
-18.05%
KNSL
FICO

Volatility

KNSL vs. FICO - Volatility Comparison

Kinsale Capital Group, Inc. (KNSL) has a higher volatility of 22.61% compared to Fair Isaac Corporation (FICO) at 15.96%. This indicates that KNSL's price experiences larger fluctuations and is considered to be riskier than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.61%
15.96%
KNSL
FICO

Financials

KNSL vs. FICO - Financials Comparison

This section allows you to compare key financial metrics between Kinsale Capital Group, Inc. and Fair Isaac Corporation. 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