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KNSL vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KNSL and FSELX 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.


-0.50.00.51.00.3

Performance

KNSL vs. FSELX - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.46%
-3.01%
KNSL
FSELX

Key characteristics

Sharpe Ratio

KNSL:

0.95

FSELX:

0.93

Sortino Ratio

KNSL:

1.51

FSELX:

1.42

Omega Ratio

KNSL:

1.24

FSELX:

1.18

Calmar Ratio

KNSL:

1.12

FSELX:

1.39

Martin Ratio

KNSL:

2.13

FSELX:

3.87

Ulcer Index

KNSL:

18.28%

FSELX:

8.72%

Daily Std Dev

KNSL:

40.92%

FSELX:

36.41%

Max Drawdown

KNSL:

-38.24%

FSELX:

-81.70%

Current Drawdown

KNSL:

-14.82%

FSELX:

-11.44%

Returns By Period

The year-to-date returns for both stocks are quite close, with KNSL having a 39.41% return and FSELX slightly lower at 38.23%.


KNSL

YTD

39.41%

1M

-2.48%

6M

18.84%

1Y

38.34%

5Y*

35.50%

10Y*

N/A

FSELX

YTD

38.23%

1M

-1.64%

6M

-6.19%

1Y

39.26%

5Y*

22.02%

10Y*

16.98%

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. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinsale Capital Group, Inc. (KNSL) and Fidelity Select Semiconductors Portfolio (FSELX). 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-4.00-2.000.002.000.950.93
The chart of Sortino ratio for KNSL, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.001.511.42
The chart of Omega ratio for KNSL, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.18
The chart of Calmar ratio for KNSL, currently valued at 1.12, compared to the broader market0.002.004.006.001.121.39
The chart of Martin ratio for KNSL, currently valued at 2.13, compared to the broader market-5.000.005.0010.0015.0020.0025.002.133.87
KNSL
FSELX

The current KNSL Sharpe Ratio is 0.95, which is comparable to the FSELX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of KNSL and FSELX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.95
0.93
KNSL
FSELX

Dividends

KNSL vs. FSELX - Dividend Comparison

KNSL's dividend yield for the trailing twelve months is around 0.13%, while FSELX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KNSL
Kinsale Capital Group, Inc.
0.13%0.17%0.20%0.18%0.18%0.31%0.50%0.53%0.29%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

Drawdowns

KNSL vs. FSELX - Drawdown Comparison

The maximum KNSL drawdown since its inception was -38.24%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for KNSL and FSELX. 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%
-11.44%
KNSL
FSELX

Volatility

KNSL vs. FSELX - Volatility Comparison

Kinsale Capital Group, Inc. (KNSL) has a higher volatility of 9.85% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 8.36%. This indicates that KNSL's price experiences larger fluctuations and is considered to be riskier than FSELX 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%
8.36%
KNSL
FSELX
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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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