BRO vs KNSL: returns, Sharpe ratio and drawdown

Over the past year, KNSL returned -17.50% against -20.70% for BRO. Over five years, KNSL averaged +14.41% a year, compared with +1.93% for BRO. KNSL had the higher Sharpe ratio over the past year (-0.52 vs -0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -36.04% for KNSL and -39.04% for BRO.