KSCP vs. RMUNX

Last updated Jun 4, 2026

KSCP (Knightscope Inc) is a stock, while RMUNX (Invesco Rochester New York Municipals Fund) is Municipal Bonds fund managed by Invesco. Over the past 3 years, KSCP returned -50.48%/yr vs 3.40%/yr for RMUNX. At a 0.08 correlation, their price movements are largely independent.

Performance

KSCP vs. RMUNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knightscope Inc (KSCP) and Invesco Rochester New York Municipals Fund (RMUNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KSCP achieves a -31.27% return, which is significantly lower than RMUNX's 1.78% return.

KSCP

• 1D: -6.25%
• 1M: -22.96%
• YTD: -31.27%
• 6M: -48.07%
• 1Y: -56.78%
• 3Y*: -50.48%
• 5Y*: —
• 10Y*: —

RMUNX

• 1D: 0.28%
• 1M: 1.17%
• YTD: 1.78%
• 6M: 1.97%
• 1Y: 6.41%
• 3Y*: 3.40%
• 5Y*: 0.06%
• 10Y*: 3.76%

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

KSCP vs. RMUNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
KSCP Knightscope Inc	-31.27%	-70.60%	-57.93%	-68.25%	-68.02%
RMUNX Invesco Rochester New York Municipals Fund	1.78%	0.82%	2.37%	9.85%	-12.58%

Correlation

The correlation between KSCP and RMUNX 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	0.11
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022	0.08

Return for Risk

KSCP vs. RMUNX — Risk / Return Rank

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

KSCP

KSCP Risk / Return Rank: 18
KSCP Sharpe Ratio Rank: 17
KSCP Sortino Ratio Rank: 20
KSCP Omega Ratio Rank: 20
KSCP Calmar Ratio Rank: 12
KSCP Martin Ratio Rank: 18

RMUNX

RMUNX Risk / Return Rank: 32
RMUNX Sharpe Ratio Rank: 30
RMUNX Sortino Ratio Rank: 34
RMUNX Omega Ratio Rank: 39
RMUNX Calmar Ratio Rank: 32
RMUNX Martin Ratio Rank: 23

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.

KSCP vs. RMUNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knightscope Inc (KSCP) and Invesco Rochester New York Municipals Fund (RMUNX). 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.

	KSCP	RMUNX	Difference
Sharpe ratio: Return per unit of total volatility	-0.56	1.57	-2.13
Sortino ratio: Return per unit of downside risk	-0.49	2.42	-2.91
Omega ratio: Gain probability vs. loss probability	0.94	1.33	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.76	2.14	-2.90
Martin ratio: Return relative to average drawdown	-1.09	5.92	-7.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KSCP vs. RMUNX - Sharpe Ratio Comparison

The current KSCP Sharpe Ratio is -0.56, which is lower than the RMUNX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of KSCP and RMUNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KSCP	RMUNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.56	1.57	-2.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.01	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.45	1.04	-1.49

Drawdowns

KSCP vs. RMUNX - Drawdown Comparison

The maximum KSCP drawdown since its inception was -99.76%, which is greater than RMUNX's maximum drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for KSCP and RMUNX.

Drawdown Indicators

	KSCP	RMUNX	Difference
Max Drawdown Largest peak-to-trough decline	-99.76%	-36.55%	-63.21%
Max Drawdown (1Y) Largest decline over 1 year	-74.73%	-3.29%	-71.44%
Max Drawdown (3Y) Largest decline over 3 years	-97.64%	-10.10%	-87.54%
Max Drawdown (5Y) Largest decline over 5 years	—	-21.81%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-21.81%	—
Current Drawdown Current decline from peak	-99.76%	-2.08%	-97.68%
Average Drawdown Average peak-to-trough decline	-94.60%	-3.25%	-91.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	52.26%	1.69%	+50.57%

Volatility

KSCP vs. RMUNX - Volatility Comparison

Knightscope Inc (KSCP) has a higher volatility of 18.78% compared to Invesco Rochester New York Municipals Fund (RMUNX) at 1.69%. This indicates that KSCP's price experiences larger fluctuations and is considered to be riskier than RMUNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KSCP	RMUNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.78%	1.69%	+17.09%
Volatility (6M) Calculated over the trailing 6-month period	74.54%	3.12%	+71.42%
Volatility (1Y) Calculated over the trailing 1-year period	101.92%	4.51%	+97.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	148.35%	6.64%	+141.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	148.35%	6.00%	+142.35%

Dividends

KSCP vs. RMUNX - Dividend Comparison

KSCP has not paid dividends to shareholders, while RMUNX's dividend yield for the trailing twelve months is around 3.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KSCP Knightscope Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RMUNX Invesco Rochester New York Municipals Fund	3.13%	5.30%	4.81%	3.77%	3.03%	3.24%	3.32%	3.43%	3.40%	4.34%	6.01%	6.55%

Frequently Asked Questions

Can I hold both KSCP and RMUNX in my portfolio?

KSCP and RMUNX 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, KSCP or RMUNX?

KSCP has higher volatility (18.78%) compared to RMUNX (1.69%). In terms of maximum drawdown, KSCP dropped -99.76% vs RMUNX's -36.55%.

Which has better risk-adjusted returns?

RMUNX currently has the higher Sharpe Ratio (1.57 vs -0.56), 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.