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 -53.66%/yr vs 3.15%/yr for RMUNX. At a 0.08 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 -47.71% return, which is significantly lower than RMUNX's 1.78% return.
KSCP
- 1D
- -2.02%
- 1M
- -35.33%
- YTD
- -47.71%
- 6M
- -49.87%
- 1Y
- -61.89%
- 3Y*
- -53.66%
- 5Y*
- —
- 10Y*
- —
RMUNX
- 1D
- 0.00%
- 1M
- 2.45%
- YTD
- 1.78%
- 6M
- 2.26%
- 1Y
- 6.56%
- 3Y*
- 3.15%
- 5Y*
- -0.02%
- 10Y*
- 3.46%
KSCP vs. RMUNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
KSCP Knightscope Inc | -47.71% | -70.60% | -57.93% | -68.25% | -86.91% |
RMUNX Invesco Rochester New York Municipals Fund | 1.78% | 0.82% | 2.37% | 9.85% | -12.93% |
Correlation
The correlation between KSCP and RMUNX is 0.08, 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 | 0.08 |
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 | 0.08 |
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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 | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.34 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 2.14 | -2.90 |
| Martin ratioReturn relative to average drawdown | -1.12 | 5.94 | -7.06 |
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Drawdowns
KSCP vs. RMUNX - Drawdown Comparison
The maximum KSCP drawdown since its inception was -99.82%, 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 | -99.82% | -36.55% | -63.27% |
Max Drawdown (1Y)Largest decline over 1 year | -81.17% | -3.29% | -77.88% |
Max Drawdown (3Y)Largest decline over 3 years | -98.24% | -10.10% | -88.14% |
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 | -99.82% | -2.08% | -97.74% |
Average DrawdownAverage peak-to-trough decline | -94.64% | -3.25% | -91.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.36% | 1.35% | +54.01% |
Volatility
KSCP vs. RMUNX - Volatility Comparison
Knightscope Inc (KSCP) has a higher volatility of 18.01% compared to Invesco Rochester New York Municipals Fund (RMUNX) at 1.21%. 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 | 18.01% | 1.21% | +16.80% |
Volatility (6M)Calculated over the trailing 6-month period | 70.18% | 3.14% | +67.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 102.24% | 4.46% | +97.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 150.20% | 6.65% | +143.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 150.20% | 6.00% | +144.20% |
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
KSCP and RMUNX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KSCP has higher volatility (18.01%) compared to RMUNX (1.21%). In terms of maximum drawdown, KSCP dropped -99.82% vs RMUNX's -36.55%.
RMUNX currently has the higher Sharpe Ratio (1.58 vs -0.61), 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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