ASND vs. KTOS
ASND (Ascendis Pharma A/S) and KTOS (Kratos Defense & Security Solutions, Inc.) are both stocks. ASND operates in Biotechnology (Healthcare), while KTOS operates in Aerospace & Defense (Industrials). Over the past 10 years, ASND returned 31.35%/yr vs 30.73%/yr for KTOS. At a 0.15 correlation, their price movements are largely independent.
Performance
ASND vs. KTOS - Performance Comparison
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Returns By Period
In the year-to-date period, ASND achieves a -3.48% return, which is significantly higher than KTOS's -23.95% return. Both investments have delivered pretty close results over the past 10 years, with ASND having a 31.35% annualized return and KTOS not far behind at 30.73%.
ASND
- 1D
- -2.20%
- 1M
- -13.76%
- YTD
- -3.48%
- 6M
- -0.63%
- 1Y
- 18.92%
- 3Y*
- 30.47%
- 5Y*
- 9.47%
- 10Y*
- 31.35%
KTOS
- 1D
- -1.35%
- 1M
- -0.28%
- YTD
- -23.95%
- 6M
- -25.06%
- 1Y
- 42.65%
- 3Y*
- 59.41%
- 5Y*
- 16.85%
- 10Y*
- 30.73%
ASND vs. KTOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASND Ascendis Pharma A/S | -3.48% | 54.89% | 9.31% | 3.13% | -9.22% | -19.34% | 19.88% | 122.06% | 56.39% | 97.92% |
KTOS Kratos Defense & Security Solutions, Inc. | -23.95% | 187.76% | 30.01% | 96.61% | -46.80% | -29.27% | 52.30% | 27.82% | 33.05% | 43.11% |
Correlation
The correlation between ASND and KTOS is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2015 | 0.15 |
Fundamentals
ASND:
$13.28B
KTOS:
$10.36B
ASND:
$8.08
KTOS:
$0.17
ASND:
25.47
KTOS:
335.24
ASND:
0.12
KTOS:
3.89
ASND:
14.88
KTOS:
6.96
ASND:
27.18
KTOS:
3.04
ASND:
$867.51M
KTOS:
$1.42B
ASND:
$764.89M
KTOS:
$259.40M
ASND:
-$6.94M
KTOS:
$78.30M
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Return for Risk
ASND vs. KTOS — Risk / Return Rank
ASND
KTOS
ASND vs. KTOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ascendis Pharma A/S (ASND) and Kratos Defense & Security Solutions, Inc. (KTOS). 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.
| ASND | KTOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.15 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.71 | +0.38 |
| Martin ratioReturn relative to average drawdown | 3.52 | 1.47 | +2.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASND | KTOS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.60 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.32 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.61 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | -0.14 | +0.60 |
Drawdowns
ASND vs. KTOS - Drawdown Comparison
The maximum ASND drawdown since its inception was -61.72%, smaller than the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for ASND and KTOS.
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Drawdown Indicators
| ASND | KTOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.72% | -99.81% | +38.09% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -60.15% | +42.53% |
Max Drawdown (3Y)Largest decline over 3 years | -29.15% | -60.15% | +31.00% |
Max Drawdown (5Y)Largest decline over 5 years | -60.46% | -69.39% | +8.93% |
Max Drawdown (10Y)Largest decline over 10 years | -61.72% | -72.74% | +11.02% |
Current DrawdownCurrent decline from peak | -17.62% | -96.34% | +78.72% |
Average DrawdownAverage peak-to-trough decline | -18.71% | -95.94% | +77.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.45% | 29.04% | -23.59% |
Volatility
ASND vs. KTOS - Volatility Comparison
The current volatility for Ascendis Pharma A/S (ASND) is 14.11%, while Kratos Defense & Security Solutions, Inc. (KTOS) has a volatility of 23.93%. This indicates that ASND experiences smaller price fluctuations and is considered to be less risky than KTOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASND | KTOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.11% | 23.93% | -9.82% |
Volatility (6M)Calculated over the trailing 6-month period | 29.67% | 56.47% | -26.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.02% | 71.96% | -34.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.63% | 52.22% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.11% | 50.78% | +0.33% |
Dividends
ASND vs. KTOS - Dividend Comparison
Neither ASND nor KTOS has paid dividends to shareholders.
Financials
ASND vs. KTOS - Financials Comparison
This section allows you to compare key financial metrics between Ascendis Pharma A/S and Kratos Defense & Security Solutions, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ASND and KTOS have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KTOS has higher volatility (23.93%) compared to ASND (14.11%). In terms of maximum drawdown, ASND dropped -61.72% vs KTOS's -99.81%.
KTOS currently has the higher Sharpe Ratio (0.60 vs 0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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