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KSCP vs. RMUNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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KSCP vs. RMUNX - Yearly Performance Comparison


2026 (YTD)2025202420232022
KSCP
Knightscope Inc
4.58%-70.60%-57.93%-68.25%-68.02%
RMUNX
Invesco Rochester New York Municipals Fund
-1.39%0.82%2.37%9.85%-12.58%

Returns By Period

In the year-to-date period, KSCP achieves a 4.58% return, which is significantly higher than RMUNX's -1.39% return.


KSCP

1D
-6.95%
1M
-4.67%
YTD
4.58%
6M
-37.01%
1Y
41.09%
3Y*
-55.67%
5Y*
10Y*

RMUNX

1D
0.42%
1M
-2.47%
YTD
-1.39%
6M
-1.20%
1Y
-0.42%
3Y*
2.45%
5Y*
0.05%
10Y*
3.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 5656
Overall Rank
KSCP Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
KSCP Sortino Ratio Rank: 6565
Sortino Ratio Rank
KSCP Omega Ratio Rank: 6161
Omega Ratio Rank
KSCP Calmar Ratio Rank: 5353
Calmar Ratio Rank
KSCP Martin Ratio Rank: 5050
Martin Ratio Rank

RMUNX
RMUNX Risk / Return Rank: 44
Overall Rank
RMUNX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
RMUNX Sortino Ratio Rank: 44
Sortino Ratio Rank
RMUNX Omega Ratio Rank: 44
Omega Ratio Rank
RMUNX Calmar Ratio Rank: 44
Calmar Ratio Rank
RMUNX Martin Ratio Rank: 44
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.

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.


KSCPRMUNXDifference

Sharpe ratio

Return per unit of total volatility

0.36

0.03

+0.34

Sortino ratio

Return per unit of downside risk

1.42

0.09

+1.33

Omega ratio

Gain probability vs. loss probability

1.17

1.02

+0.15

Calmar ratio

Return relative to maximum drawdown

0.53

-0.17

+0.70

Martin ratio

Return relative to average drawdown

0.86

-0.37

+1.22

KSCP vs. RMUNX - Sharpe Ratio Comparison

The current KSCP Sharpe Ratio is 0.36, which is higher than the RMUNX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of KSCP and RMUNX, 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


KSCPRMUNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.03

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

1.03

-1.46

Correlation

The correlation between KSCP and RMUNX is 0.08, 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

KSCP vs. RMUNX - Dividend Comparison

KSCP has not paid dividends to shareholders, while RMUNX's dividend yield for the trailing twelve months is around 3.15%.


TTM20252024202320222021202020192018201720162015
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
3.15%5.30%4.81%3.77%3.03%3.24%3.32%3.43%3.40%4.34%6.01%6.55%

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.


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Drawdown Indicators


KSCPRMUNXDifference

Max Drawdown

Largest peak-to-trough decline

-99.76%

-36.55%

-63.21%

Max Drawdown (1Y)

Largest decline over 1 year

-70.86%

-7.76%

-63.10%

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

-99.64%

-5.13%

-94.51%

Average Drawdown

Average peak-to-trough decline

-94.39%

-3.25%

-91.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.90%

3.84%

+40.06%

Volatility

KSCP vs. RMUNX - Volatility Comparison

Knightscope Inc (KSCP) has a higher volatility of 51.80% compared to Invesco Rochester New York Municipals Fund (RMUNX) at 1.75%. 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.


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Volatility by Period


KSCPRMUNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

51.80%

1.75%

+50.05%

Volatility (6M)

Calculated over the trailing 6-month period

81.18%

3.05%

+78.13%

Volatility (1Y)

Calculated over the trailing 1-year period

113.26%

8.49%

+104.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

150.88%

6.59%

+144.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

150.88%

5.97%

+144.91%