KOS vs. JABLX
KOS (Kosmos Energy Ltd.) is a stock, while JABLX (Janus Henderson VIT Balanced Portfolio) is Diversified Portfolio fund managed by Janus Henderson. Over the past 10 years, KOS returned -6.12%/yr vs 10.19%/yr for JABLX. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
KOS vs. JABLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KOS achieves a 196.45% return, which is significantly higher than JABLX's 3.17% return. Over the past 10 years, KOS has underperformed JABLX with an annualized return of -6.12%, while JABLX has yielded a comparatively higher 10.19% annualized return.
KOS
- 1D
- 5.08%
- 1M
- 29.95%
- 6M
- 70.25%
- YTD
- 196.45%
- 1Y
- 37.95%
- 3Y*
- -27.88%
- 5Y*
- 3.09%
- 10Y*
- -6.12%
- ALL TIME*
- -11.93%
JABLX
- 1D
- 1.55%
- 1M
- -0.36%
- 6M
- 2.58%
- YTD
- 3.17%
- 1Y
- 9.45%
- 3Y*
- 12.50%
- 5Y*
- 6.86%
- 10Y*
- 10.19%
- ALL TIME*
- 9.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $35.11M | $40.64M | $38.91M |
KOS vs. JABLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KOS Kosmos Energy Ltd. | 196.45% | -73.47% | -49.03% | 5.50% | 83.82% | 47.23% | -58.06% | 44.22% | -40.58% | -2.28% |
JABLX Janus Henderson VIT Balanced Portfolio | 3.17% | 15.13% | 15.42% | 15.41% | -16.36% | 17.20% | 14.21% | 22.60% | 0.68% | 18.44% |
Correlation
The correlation between KOS and JABLX is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 11, 2011 | 0.26 |
The correlation between KOS and JABLX shifts across timeframes, from -0.11 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
KOS vs. JABLX — Risk / Return Rank
KOS
JABLX
KOS vs. JABLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kosmos Energy Ltd. (KOS) and Janus Henderson VIT Balanced Portfolio (JABLX). 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.
| KOS | JABLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.16 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.05 | -0.60 |
| Martin ratioReturn relative to average drawdown | 1.00 | 4.43 | -3.42 |
Loading charts...
Drawdowns
KOS vs. JABLX - Drawdown Comparison
The maximum KOS drawdown since its inception was -97.15%, which is greater than JABLX's maximum drawdown of -27.07%. Use the drawdown chart below to compare losses from any high point for KOS and JABLX.
Loading charts...
Drawdown Indicators
| KOS | JABLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.15% | -27.07% | -70.08% |
Max Drawdown (1Y)Largest decline over 1 year | -55.35% | -8.10% | -47.25% |
Max Drawdown (3Y)Largest decline over 3 years | -89.39% | -11.89% | -77.50% |
Max Drawdown (5Y)Largest decline over 5 years | -89.82% | -21.30% | -68.52% |
Max Drawdown (10Y)Largest decline over 10 years | -94.28% | -22.47% | -71.81% |
Current DrawdownCurrent decline from peak | -85.55% | -0.91% | -84.64% |
Average DrawdownAverage peak-to-trough decline | -65.23% | -4.69% | -60.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.71% | 1.92% | +26.79% |
Volatility
KOS vs. JABLX - Volatility Comparison
Kosmos Energy Ltd. (KOS) has a higher volatility of 27.03% compared to Janus Henderson VIT Balanced Portfolio (JABLX) at 2.67%. This indicates that KOS's price experiences larger fluctuations and is considered to be riskier than JABLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| KOS | JABLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.03% | 2.67% | +24.36% |
Volatility (6M)Calculated over the trailing 6-month period | 70.63% | 7.69% | +62.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 88.61% | 9.48% | +79.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.32% | 11.28% | +59.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.45% | 11.15% | +66.30% |
Dividends
KOS vs. JABLX - Dividend Comparison
KOS has not paid dividends to shareholders, while JABLX's dividend yield for the trailing twelve months is around 10.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JABLX Janus Henderson VIT Balanced Portfolio | 10.73% | 5.16% | 2.02% | 2.01% | 4.78% | 1.58% | 3.14% | 4.43% | 5.22% | 1.71% | 3.64% | 5.22% |
KOS Kosmos Energy Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.92% | 3.17% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KOS and JABLX have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KOS has higher volatility (27.03%) compared to JABLX (2.67%). In terms of maximum drawdown, KOS dropped -97.15% vs JABLX's -27.07%.
JABLX currently has the higher Sharpe Ratio (0.90 vs 0.28), 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.
Find the right allocation for KOS and JABLX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer