KSCP vs. RMUNX
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 -75.49%/yr vs 3.01%/yr for RMUNX. At a 0.09 correlation, their price movements are largely independent.
Performance
KSCP vs. RMUNX - Performance Comparison
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Returns By Period
In the year-to-date period, KSCP achieves a -57.14% return, which is significantly lower than RMUNX's 1.97% return.
KSCP
- 1D
- -1.85%
- 1M
- -22.06%
- 6M
- -63.78%
- YTD
- -57.14%
- 1Y
- -78.69%
- 3Y*
- -75.49%
- 5Y*
- —
- 10Y*
- —
RMUNX
- 1D
- 0.00%
- 1M
- 0.54%
- 6M
- 1.62%
- YTD
- 1.97%
- 1Y
- 7.33%
- 3Y*
- 3.01%
- 5Y*
- -0.24%
- 10Y*
- 3.37%
KSCP vs. RMUNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
KSCP Knightscope Inc | -57.14% | -70.60% | -57.93% | -68.25% | -86.91% |
RMUNX Invesco Rochester New York Municipals Fund | 1.97% | 0.82% | 2.37% | 9.85% | -12.93% |
Correlation
The correlation between KSCP and RMUNX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022 | 0.09 |
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Return for Risk
KSCP vs. RMUNX — Risk / Return Rank
KSCP
RMUNX
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.
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.
| KSCP | RMUNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -4.27 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.38 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 2.38 | -3.32 |
| Martin ratioReturn relative to average drawdown | -1.34 | 7.57 | -8.91 |
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Drawdowns
KSCP vs. RMUNX - Drawdown Comparison
The maximum KSCP drawdown since its inception was -99.85%, 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
| KSCP | RMUNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.85% | -36.55% | -63.30% |
Max Drawdown (1Y)Largest decline over 1 year | -84.24% | -3.29% | -80.95% |
Max Drawdown (3Y)Largest decline over 3 years | -98.20% | -10.10% | -88.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.81% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.81% | — |
Current DrawdownCurrent decline from peak | -99.85% | -1.90% | -97.95% |
Average DrawdownAverage peak-to-trough decline | -94.70% | -3.25% | -91.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.60% | 1.13% | +57.47% |
Volatility
KSCP vs. RMUNX - Volatility Comparison
Knightscope Inc (KSCP) has a higher volatility of 15.88% compared to Invesco Rochester New York Municipals Fund (RMUNX) at 0.91%. 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
| KSCP | RMUNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.88% | 0.91% | +14.97% |
Volatility (6M)Calculated over the trailing 6-month period | 69.72% | 3.19% | +66.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 97.48% | 4.45% | +93.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 149.38% | 6.65% | +142.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 149.38% | 5.99% | +143.39% |
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%.
| 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 | 3.15% | 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
KSCP and RMUNX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KSCP has higher volatility (15.88%) compared to RMUNX (0.91%). In terms of maximum drawdown, KSCP dropped -99.85% vs RMUNX's -36.55%.
RMUNX currently has the higher Sharpe Ratio (1.76 vs -0.81), 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.
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