KNSL vs. VOO
Compare and contrast key facts about Kinsale Capital Group, Inc. (KNSL) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KNSL or VOO.
Performance
KNSL vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, KNSL achieves a 40.31% return, which is significantly higher than VOO's 25.48% return.
KNSL
40.31%
-0.80%
21.88%
31.73%
37.85%
N/A
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| KNSL | VOO | |
|---|---|---|
| Sharpe Ratio | 0.82 | 2.69 |
| Sortino Ratio | 1.35 | 3.59 |
| Omega Ratio | 1.21 | 1.50 |
| Calmar Ratio | 0.97 | 3.89 |
| Martin Ratio | 1.83 | 17.64 |
| Ulcer Index | 18.27% | 1.86% |
| Daily Std Dev | 41.08% | 12.20% |
| Max Drawdown | -38.24% | -33.99% |
| Current Drawdown | -14.27% | -1.40% |
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Correlation
The correlation between KNSL and VOO is 0.40, 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.
Risk-Adjusted Performance
KNSL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kinsale Capital Group, Inc. (KNSL) 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.
Dividends
KNSL vs. VOO - Dividend Comparison
KNSL's dividend yield for the trailing twelve months is around 0.13%, less than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
KNSL vs. VOO - Drawdown Comparison
The maximum KNSL drawdown since its inception was -38.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KNSL and VOO. For additional features, visit the drawdowns tool.
Volatility
KNSL vs. VOO - Volatility Comparison
Kinsale Capital Group, Inc. (KNSL) has a higher volatility of 10.04% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that KNSL'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.