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NBIX vs. KNSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NBIX and KNSL is 0.19, 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.


-0.50.00.51.00.2

Performance

NBIX vs. KNSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neurocrine Biosciences, Inc. (NBIX) and Kinsale Capital Group, Inc. (KNSL). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
170.09%
2,518.36%
NBIX
KNSL

Key characteristics

Sharpe Ratio

NBIX:

0.39

KNSL:

0.92

Sortino Ratio

NBIX:

0.71

KNSL:

1.48

Omega Ratio

NBIX:

1.11

KNSL:

1.24

Calmar Ratio

NBIX:

0.48

KNSL:

1.09

Martin Ratio

NBIX:

1.05

KNSL:

2.07

Ulcer Index

NBIX:

12.29%

KNSL:

18.23%

Daily Std Dev

NBIX:

33.38%

KNSL:

40.93%

Max Drawdown

NBIX:

-97.21%

KNSL:

-38.24%

Current Drawdown

NBIX:

-11.56%

KNSL:

-14.76%

Fundamentals

Market Cap

NBIX:

$13.84B

KNSL:

$11.44B

EPS

NBIX:

$3.75

KNSL:

$17.53

PE Ratio

NBIX:

36.45

KNSL:

28.01

PEG Ratio

NBIX:

0.32

KNSL:

1.74

Total Revenue (TTM)

NBIX:

$2.24B

KNSL:

$1.53B

Gross Profit (TTM)

NBIX:

$2.20B

KNSL:

$1.53B

EBITDA (TTM)

NBIX:

$614.00M

KNSL:

$390.31M

Returns By Period

In the year-to-date period, NBIX achieves a 2.80% return, which is significantly lower than KNSL's 39.51% return.


NBIX

YTD

2.80%

1M

15.16%

6M

3.51%

1Y

11.48%

5Y*

4.30%

10Y*

18.69%

KNSL

YTD

39.51%

1M

0.87%

6M

18.43%

1Y

37.88%

5Y*

35.58%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NBIX vs. KNSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neurocrine Biosciences, Inc. (NBIX) and Kinsale Capital Group, Inc. (KNSL). 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.


Sharpe ratio
The chart of Sharpe ratio for NBIX, currently valued at 0.39, compared to the broader market-4.00-2.000.002.000.390.92
The chart of Sortino ratio for NBIX, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.711.48
The chart of Omega ratio for NBIX, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.24
The chart of Calmar ratio for NBIX, currently valued at 0.48, compared to the broader market0.002.004.006.000.481.09
The chart of Martin ratio for NBIX, currently valued at 1.05, compared to the broader market0.0010.0020.001.052.07
NBIX
KNSL

The current NBIX Sharpe Ratio is 0.39, which is lower than the KNSL Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of NBIX and KNSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.39
0.92
NBIX
KNSL

Dividends

NBIX vs. KNSL - Dividend Comparison

NBIX has not paid dividends to shareholders, while KNSL's dividend yield for the trailing twelve months is around 0.13%.


TTM20232022202120202019201820172016
NBIX
Neurocrine Biosciences, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KNSL
Kinsale Capital Group, Inc.
0.13%0.17%0.20%0.18%0.18%0.31%0.50%0.53%0.29%

Drawdowns

NBIX vs. KNSL - Drawdown Comparison

The maximum NBIX drawdown since its inception was -97.21%, which is greater than KNSL's maximum drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for NBIX and KNSL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.56%
-14.76%
NBIX
KNSL

Volatility

NBIX vs. KNSL - Volatility Comparison

The current volatility for Neurocrine Biosciences, Inc. (NBIX) is 7.24%, while Kinsale Capital Group, Inc. (KNSL) has a volatility of 10.15%. This indicates that NBIX experiences smaller price fluctuations and is considered to be less risky than KNSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
7.24%
10.15%
NBIX
KNSL

Financials

NBIX vs. KNSL - Financials Comparison

This section allows you to compare key financial metrics between Neurocrine Biosciences, Inc. and Kinsale Capital Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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