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KOS vs. XLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KOS vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kosmos Energy Ltd. (KOS) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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KOS vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOS
Kosmos Energy Ltd.
206.37%-73.47%-49.03%5.50%83.82%47.23%-58.06%44.22%-40.58%-2.28%
XLE
State Street Energy Select Sector SPDR ETF
37.91%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

Returns By Period

In the year-to-date period, KOS achieves a 206.37% return, which is significantly higher than XLE's 37.91% return. Over the past 10 years, KOS has underperformed XLE with an annualized return of -6.35%, while XLE has yielded a comparatively higher 11.65% 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%

XLE

1D
-1.13%
1M
10.27%
YTD
37.91%
6M
39.21%
1Y
35.32%
3Y*
17.71%
5Y*
23.99%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

KOS vs. XLE — Risk / Return Rank

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

KOS
KOS Risk / Return Rank: 5353
Overall Rank
KOS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
KOS Sortino Ratio Rank: 5757
Sortino Ratio Rank
KOS Omega Ratio Rank: 5454
Omega Ratio Rank
KOS Calmar Ratio Rank: 5252
Calmar Ratio Rank
KOS Martin Ratio Rank: 5151
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7373
Overall Rank
XLE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLE Omega Ratio Rank: 7777
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 5858
Martin Ratio Rank
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. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kosmos Energy Ltd. (KOS) and State Street Energy Select Sector SPDR ETF (XLE). 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.


KOSXLEDifference

Sharpe ratio

Return per unit of total volatility

0.23

1.42

-1.19

Sortino ratio

Return per unit of downside risk

1.05

1.84

-0.78

Omega ratio

Gain probability vs. loss probability

1.12

1.28

-0.15

Calmar ratio

Return relative to maximum drawdown

0.40

1.96

-1.56

Martin ratio

Return relative to average drawdown

0.77

5.16

-4.39

KOS vs. XLE - Sharpe Ratio Comparison

The current KOS Sharpe Ratio is 0.23, which is lower than the XLE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of KOS and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KOSXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

1.42

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.93

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.40

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.32

-0.49

Correlation

The correlation between KOS and XLE is 0.64, 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.


Dividends

KOS vs. XLE - Dividend Comparison

KOS has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.44%.


TTM20252024202320222021202020192018201720162015
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%
XLE
State Street Energy Select Sector SPDR ETF
2.44%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Drawdowns

KOS vs. XLE - Drawdown Comparison

The maximum KOS drawdown since its inception was -97.11%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for KOS and XLE.


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Drawdown Indicators


KOSXLEDifference

Max Drawdown

Largest peak-to-trough decline

-97.11%

-71.26%

-25.85%

Max Drawdown (1Y)

Largest decline over 1 year

-63.57%

-18.79%

-44.78%

Max Drawdown (5Y)

Largest decline over 5 years

-89.82%

-26.04%

-63.78%

Max Drawdown (10Y)

Largest decline over 10 years

-94.28%

-66.81%

-27.47%

Current Drawdown

Current decline from peak

-84.86%

-2.08%

-82.78%

Average Drawdown

Average peak-to-trough decline

-64.30%

-18.05%

-46.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.70%

7.14%

+25.56%

Volatility

KOS vs. XLE - Volatility Comparison

Kosmos Energy Ltd. (KOS) has a higher volatility of 32.03% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that KOS's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOSXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.03%

5.05%

+26.98%

Volatility (6M)

Calculated over the trailing 6-month period

70.53%

13.94%

+56.59%

Volatility (1Y)

Calculated over the trailing 1-year period

95.15%

24.93%

+70.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.35%

26.06%

+44.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.72%

29.48%

+47.24%