KOS vs. JABLX
Compare and contrast key facts about Kosmos Energy Ltd. (KOS) and Janus Henderson VIT Balanced Portfolio (JABLX).
JABLX is managed by Janus Henderson. It was launched on Sep 12, 1993.
Performance
KOS vs. JABLX - Performance Comparison
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KOS vs. JABLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KOS Kosmos Energy Ltd. | 206.37% | -73.47% | -49.03% | 5.50% | 83.82% | 47.23% | -58.06% | 44.22% | -40.58% | -2.28% |
JABLX Janus Henderson VIT Balanced Portfolio | -6.82% | 15.13% | 15.42% | 15.41% | -16.36% | 17.20% | 14.21% | 22.60% | 0.68% | 18.44% |
Returns By Period
In the year-to-date period, KOS achieves a 206.37% return, which is significantly higher than JABLX's -6.82% return. Over the past 10 years, KOS has underperformed JABLX with an annualized return of -6.35%, while JABLX has yielded a comparatively higher 9.40% annualized return.
KOS
- 1D
- -6.08%
- 1M
- 19.31%
- YTD
- 206.37%
- 6M
- 67.47%
- 1Y
- 21.93%
- 3Y*
- -27.97%
- 5Y*
- -3.08%
- 10Y*
- -6.35%
JABLX
- 1D
- -0.06%
- 1M
- -6.60%
- YTD
- -6.82%
- 6M
- -5.27%
- 1Y
- 9.48%
- 3Y*
- 10.75%
- 5Y*
- 6.63%
- 10Y*
- 9.40%
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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.
| KOS | JABLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 0.82 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.26 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.18 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 1.05 | -0.66 |
Martin ratioReturn relative to average drawdown | 0.77 | 4.28 | -3.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KOS | JABLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 0.82 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.60 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.85 | -0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.90 | -1.07 |
Correlation
The correlation between KOS and JABLX is 0.27, 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.
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 5.53%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JABLX Janus Henderson VIT Balanced Portfolio | 5.53% | 5.16% | 2.02% | 2.01% | 4.78% | 1.58% | 3.14% | 4.43% | 5.22% | 1.71% | 3.64% | 5.22% |
Drawdowns
KOS vs. JABLX - Drawdown Comparison
The maximum KOS drawdown since its inception was -97.11%, 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.
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Drawdown Indicators
| KOS | JABLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.11% | -27.07% | -70.04% |
Max Drawdown (1Y)Largest decline over 1 year | -63.57% | -8.10% | -55.47% |
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 | -84.86% | -8.10% | -76.76% |
Average DrawdownAverage peak-to-trough decline | -64.30% | -4.73% | -59.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.70% | 2.00% | +30.70% |
Volatility
KOS vs. JABLX - Volatility Comparison
Kosmos Energy Ltd. (KOS) has a higher volatility of 32.03% compared to Janus Henderson VIT Balanced Portfolio (JABLX) at 3.30%. 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.
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Volatility by Period
| KOS | JABLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.03% | 3.30% | +28.73% |
Volatility (6M)Calculated over the trailing 6-month period | 70.53% | 6.48% | +64.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 95.15% | 12.01% | +83.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.35% | 11.11% | +59.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.72% | 11.06% | +65.66% |