KOS vs. VT

Last updated Jun 24, 2026

KOS (Kosmos Energy Ltd.) is a stock, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, KOS returned -7.75%/yr vs 12.96%/yr for VT. At a 0.36 correlation, their price movements are largely independent.

Performance

KOS vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kosmos Energy Ltd. (KOS) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KOS achieves a 153.47% return, which is significantly higher than VT's 10.06% return. Over the past 10 years, KOS has underperformed VT with an annualized return of -7.75%, while VT has yielded a comparatively higher 12.96% annualized return.

KOS

• 1D: -6.50%
• 1M: -24.09%
• YTD: 153.47%
• 6M: 144.16%
• 1Y: 15.00%
• 3Y*: -25.08%
• 5Y*: -9.98%
• 10Y*: -7.75%

VT

• 1D: -2.05%
• 1M: -0.44%
• YTD: 10.06%
• 6M: 9.32%
• 1Y: 25.71%
• 3Y*: 19.92%
• 5Y*: 10.51%
• 10Y*: 12.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KOS vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KOS Kosmos Energy Ltd.	153.47%	-73.47%	-49.03%	5.50%	83.82%	47.23%	-58.06%	44.22%	-40.58%	-2.28%
VT Vanguard Total World Stock ETF	10.06%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-9.76%	24.50%

Correlation

The correlation between KOS and VT is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since May 11, 2011	0.36

The correlation between KOS and VT shifts across timeframes, from -0.05 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Return for Risk

KOS vs. VT — Risk / Return Rank

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

KOS

KOS Risk / Return Rank: 50
KOS Sharpe Ratio Rank: 49
KOS Sortino Ratio Rank: 54
KOS Omega Ratio Rank: 51
KOS Calmar Ratio Rank: 49
KOS Martin Ratio Rank: 48

VT

VT Risk / Return Rank: 59
VT Sharpe Ratio Rank: 59
VT Sortino Ratio Rank: 57
VT Omega Ratio Rank: 58
VT Calmar Ratio Rank: 56
VT Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KOS vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kosmos Energy Ltd. (KOS) and Vanguard Total World Stock ETF (VT). 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	VT	Difference
Sharpe ratio: Return per unit of total volatility	0.17	1.91	-1.73
Sortino ratio: Return per unit of downside risk	0.92	2.62	-1.70
Omega ratio: Gain probability vs. loss probability	1.10	1.35	-0.24
Calmar ratio: Return relative to maximum drawdown	0.24	2.67	-2.43
Martin ratio: Return relative to average drawdown	0.48	11.57	-11.09

KOS vs. VT - Sharpe Ratio Comparison

The current KOS Sharpe Ratio is 0.17, which is lower than the VT Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of KOS and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

KOS vs. VT - Drawdown Comparison

The maximum KOS drawdown since its inception was -97.15%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for KOS and VT.

Drawdown Indicators

	KOS	VT	Difference
Max Drawdown Largest peak-to-trough decline	-97.15%	-50.27%	-46.88%
Max Drawdown (1Y) Largest decline over 1 year	-63.57%	-9.67%	-53.90%
Max Drawdown (3Y) Largest decline over 3 years	-89.39%	-16.51%	-72.88%
Max Drawdown (5Y) Largest decline over 5 years	-89.82%	-26.38%	-63.44%
Max Drawdown (10Y) Largest decline over 10 years	-94.28%	-34.24%	-60.04%
Current Drawdown Current decline from peak	-87.64%	-2.80%	-84.84%
Average Drawdown Average peak-to-trough decline	-65.07%	-7.00%	-58.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.33%	2.23%	+29.10%

Volatility

KOS vs. VT - Volatility Comparison

Kosmos Energy Ltd. (KOS) has a higher volatility of 20.85% compared to Vanguard Total World Stock ETF (VT) at 5.65%. This indicates that KOS's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KOS	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.85%	5.65%	+15.20%
Volatility (6M) Calculated over the trailing 6-month period	72.31%	11.32%	+60.99%
Volatility (1Y) Calculated over the trailing 1-year period	87.01%	13.58%	+73.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	69.92%	16.19%	+53.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	77.05%	17.20%	+59.85%

Dividends

KOS vs. VT - Dividend Comparison

KOS has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.61%.

Position	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%
VT Vanguard Total World Stock ETF	1.61%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both KOS and VT in my portfolio?

KOS and VT have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KOS or VT?

KOS has higher volatility (20.85%) compared to VT (5.65%). In terms of maximum drawdown, KOS dropped -97.15% vs VT's -50.27%.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (1.91 vs 0.17), 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.