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RAIL vs. KNOP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RAIL and KNOP is 0.27, 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.


Performance

RAIL vs. KNOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FreightCar America, Inc. (RAIL) and KNOT Offshore Partners LP (KNOP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RAIL:

1.17

KNOP:

0.17

Sortino Ratio

RAIL:

1.96

KNOP:

0.62

Omega Ratio

RAIL:

1.25

KNOP:

1.07

Calmar Ratio

RAIL:

1.20

KNOP:

0.11

Martin Ratio

RAIL:

3.18

KNOP:

0.27

Ulcer Index

RAIL:

36.00%

KNOP:

26.54%

Daily Std Dev

RAIL:

93.43%

KNOP:

44.97%

Max Drawdown

RAIL:

-98.88%

KNOP:

-74.53%

Current Drawdown

RAIL:

-88.37%

KNOP:

-61.41%

Fundamentals

Market Cap

RAIL:

$150.61M

KNOP:

$222.90M

EPS

RAIL:

-$1.06

KNOP:

$0.21

PEG Ratio

RAIL:

-30.08

KNOP:

10.45

PS Ratio

RAIL:

0.30

KNOP:

0.70

PB Ratio

RAIL:

3.17

KNOP:

0.36

Total Revenue (TTM)

RAIL:

$494.66M

KNOP:

$241.97M

Gross Profit (TTM)

RAIL:

$70.03M

KNOP:

$73.32M

EBITDA (TTM)

RAIL:

-$45.77M

KNOP:

$137.72M

Returns By Period

In the year-to-date period, RAIL achieves a -11.72% return, which is significantly lower than KNOP's 18.07% return. Over the past 10 years, RAIL has underperformed KNOP with an annualized return of -9.72%, while KNOP has yielded a comparatively higher -4.02% annualized return.


RAIL

YTD

-11.72%

1M

23.59%

6M

-19.29%

1Y

112.63%

3Y*

20.33%

5Y*

45.81%

10Y*

-9.72%

KNOP

YTD

18.07%

1M

-1.85%

6M

10.37%

1Y

2.93%

3Y*

-25.65%

5Y*

-9.63%

10Y*

-4.02%

*Annualized

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FreightCar America, Inc.

KNOT Offshore Partners LP

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RAIL vs. KNOP — Risk-Adjusted Performance Rank

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

RAIL
The Risk-Adjusted Performance Rank of RAIL is 8484
Overall Rank
The Sharpe Ratio Rank of RAIL is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of RAIL is 8585
Sortino Ratio Rank
The Omega Ratio Rank of RAIL is 8282
Omega Ratio Rank
The Calmar Ratio Rank of RAIL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of RAIL is 7979
Martin Ratio Rank

KNOP
The Risk-Adjusted Performance Rank of KNOP is 5555
Overall Rank
The Sharpe Ratio Rank of KNOP is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of KNOP is 5555
Sortino Ratio Rank
The Omega Ratio Rank of KNOP is 5353
Omega Ratio Rank
The Calmar Ratio Rank of KNOP is 5656
Calmar Ratio Rank
The Martin Ratio Rank of KNOP is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RAIL vs. KNOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FreightCar America, Inc. (RAIL) and KNOT Offshore Partners LP (KNOP). 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.


The current RAIL Sharpe Ratio is 1.17, which is higher than the KNOP Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of RAIL and KNOP, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RAIL vs. KNOP - Dividend Comparison

RAIL has not paid dividends to shareholders, while KNOP's dividend yield for the trailing twelve months is around 1.63%.


TTM20242023202220212020201920182017201620152014
RAIL
FreightCar America, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.58%2.41%1.85%0.91%
KNOP
KNOT Offshore Partners LP
1.63%1.91%1.81%21.60%15.57%13.81%10.50%11.60%10.02%8.81%15.05%8.07%

Drawdowns

RAIL vs. KNOP - Drawdown Comparison

The maximum RAIL drawdown since its inception was -98.88%, which is greater than KNOP's maximum drawdown of -74.53%. Use the drawdown chart below to compare losses from any high point for RAIL and KNOP.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RAIL vs. KNOP - Volatility Comparison

FreightCar America, Inc. (RAIL) has a higher volatility of 22.81% compared to KNOT Offshore Partners LP (KNOP) at 8.94%. This indicates that RAIL's price experiences larger fluctuations and is considered to be riskier than KNOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

RAIL vs. KNOP - Financials Comparison

This section allows you to compare key financial metrics between FreightCar America, Inc. and KNOT Offshore Partners LP. 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


0.0050.00M100.00M150.00M20212022202320242025
96.29M
91.26M
(RAIL) Total Revenue
(KNOP) Total Revenue
Values in USD except per share items