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TSU.TO vs. KNSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


TSU.TOKNSL
YTD Return19.32%41.06%
1Y Return29.95%28.94%
3Y Return (Ann)-1.27%32.72%
5Y Return (Ann)34.15%37.64%
Sharpe Ratio1.180.78
Sortino Ratio1.851.29
Omega Ratio1.221.20
Calmar Ratio0.840.93
Martin Ratio4.461.77
Ulcer Index6.81%18.19%
Daily Std Dev25.68%41.58%
Max Drawdown-77.34%-38.24%
Current Drawdown-16.95%-13.81%

Fundamentals


TSU.TOKNSL
Market CapCA$1.93B$10.99B
EPSCA$2.29$17.51
PE Ratio17.7226.95
PEG Ratio0.001.67
Total Revenue (TTM)CA$2.35B$1.53B
Gross Profit (TTM)CA$2.35B$1.53B
EBITDA (TTM)CA$2.47M$387.72M

Correlation

-0.50.00.51.00.2

The correlation between TSU.TO and KNSL is 0.17, 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

TSU.TO vs. KNSL - Performance Comparison

In the year-to-date period, TSU.TO achieves a 19.32% return, which is significantly lower than KNSL's 41.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-8.07%
24.89%
TSU.TO
KNSL

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Risk-Adjusted Performance

TSU.TO vs. KNSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trisura Group Ltd. (TSU.TO) 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.


TSU.TO
Sharpe ratio
The chart of Sharpe ratio for TSU.TO, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.88
Sortino ratio
The chart of Sortino ratio for TSU.TO, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.006.001.43
Omega ratio
The chart of Omega ratio for TSU.TO, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for TSU.TO, currently valued at 0.59, compared to the broader market0.002.004.006.000.59
Martin ratio
The chart of Martin ratio for TSU.TO, currently valued at 3.55, compared to the broader market0.0010.0020.0030.003.55
KNSL
Sharpe ratio
The chart of Sharpe ratio for KNSL, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.83
Sortino ratio
The chart of Sortino ratio for KNSL, currently valued at 1.37, compared to the broader market-4.00-2.000.002.004.006.001.37
Omega ratio
The chart of Omega ratio for KNSL, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for KNSL, currently valued at 0.99, compared to the broader market0.002.004.006.000.99
Martin ratio
The chart of Martin ratio for KNSL, currently valued at 1.86, compared to the broader market0.0010.0020.0030.001.86

TSU.TO vs. KNSL - Sharpe Ratio Comparison

The current TSU.TO Sharpe Ratio is 1.18, which is higher than the KNSL Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of TSU.TO 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.88
0.83
TSU.TO
KNSL

Dividends

TSU.TO vs. KNSL - Dividend Comparison

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


TTM20232022202120202019201820172016
TSU.TO
Trisura Group Ltd.
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

TSU.TO vs. KNSL - Drawdown Comparison

The maximum TSU.TO drawdown since its inception was -77.34%, which is greater than KNSL's maximum drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for TSU.TO and KNSL. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-25.10%
-13.81%
TSU.TO
KNSL

Volatility

TSU.TO vs. KNSL - Volatility Comparison

The current volatility for Trisura Group Ltd. (TSU.TO) is 8.95%, while Kinsale Capital Group, Inc. (KNSL) has a volatility of 9.90%. This indicates that TSU.TO 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%JuneJulyAugustSeptemberOctoberNovember
8.95%
9.90%
TSU.TO
KNSL

Financials

TSU.TO vs. KNSL - Financials Comparison

This section allows you to compare key financial metrics between Trisura Group Ltd. 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



Please note, different currencies. TSU.TO values in CAD, KNSL values in USD