KIM vs VICI: returns, Sharpe ratio and drawdown
Performance
KIM+4.05%VICI-26.44%
Summary
KIM vs VICI
Over the past year, KIM returned +4.05% against -26.44% for VICI. Over five years, KIM averaged -0.38% a year, compared with -5.41% for VICI. KIM had the higher Sharpe ratio over the past year (0.06 vs -1.82), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -17.17% for KIM and -28.29% for VICI.
Current Drawdown
KIM-16.26%VICI-27.47%
Rolling Volatility
KIM+0.75%VICI+1.00%
METRICS
Correlation Matrix
Metrics
Risk Indicators
KIMVICI
Alpha
KIM
-0.21%
VICI
-34.03%
Beta
KIM
0.12x
VICI
0.02x
Sharpe
KIM
0.06
VICI
-1.82
Sortino
KIM
0.09
VICI
-2.34
Omega
KIM
1.01
VICI
0.74
Calmar
KIM
0.24
VICI
-0.93
Martin
KIM
0.16
VICI
-2.60
Comparisons