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AVAV vs. KTOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AVAV vs. KTOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AeroVironment, Inc. (AVAV) and Kratos Defense & Security Solutions, Inc. (KTOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVAV achieves a -38.37% return, which is significantly lower than KTOS's -33.08% return. Over the past 10 years, AVAV has underperformed KTOS with an annualized return of 17.59%, while KTOS has yielded a comparatively higher 29.00% annualized return.


AVAV

1D
-1.49%
1M
-14.43%
YTD
-38.37%
6M
-42.91%
1Y
-22.04%
3Y*
17.93%
5Y*
5.55%
10Y*
17.59%

KTOS

1D
-0.57%
1M
-9.58%
YTD
-33.08%
6M
-38.27%
1Y
16.43%
3Y*
54.14%
5Y*
13.11%
10Y*
29.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVAV vs. KTOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVAV
AeroVironment, Inc.
-38.37%57.18%22.10%47.14%38.09%-28.62%40.75%-9.14%20.99%109.32%
KTOS
Kratos Defense & Security Solutions, Inc.
-33.08%187.76%30.01%96.61%-46.80%-29.27%52.30%27.82%33.05%43.11%

Correlation

The correlation between AVAV and KTOS is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2007

0.40

Over the past year, AVAV and KTOS have become more correlated (0.74) than their long-term average of 0.40, meaning their price movements have been converging.

Fundamentals

Market Cap

AVAV:

$7.27B

KTOS:

$9.11B

EPS

AVAV:

-$4.63

KTOS:

$0.17

PS Ratio

AVAV:

6.06

KTOS:

6.13

PB Ratio

AVAV:

1.70

KTOS:

2.67

Total Revenue (TTM)

AVAV:

$1.19B

KTOS:

$1.42B

Gross Profit (TTM)

AVAV:

$104.63M

KTOS:

$259.40M

EBITDA (TTM)

AVAV:

-$242.06M

KTOS:

$78.30M

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Return for Risk

AVAV vs. KTOS — Risk / Return Rank

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

AVAV
AVAV Risk / Return Rank: 3232
Overall Rank
AVAV Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AVAV Sortino Ratio Rank: 3333
Sortino Ratio Rank
AVAV Omega Ratio Rank: 3333
Omega Ratio Rank
AVAV Calmar Ratio Rank: 3131
Calmar Ratio Rank
AVAV Martin Ratio Rank: 3131
Martin Ratio Rank

KTOS
KTOS Risk / Return Rank: 5050
Overall Rank
KTOS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
KTOS Sortino Ratio Rank: 5353
Sortino Ratio Rank
KTOS Omega Ratio Rank: 5050
Omega Ratio Rank
KTOS Calmar Ratio Rank: 4949
Calmar Ratio Rank
KTOS Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVAV vs. KTOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AeroVironment, Inc. (AVAV) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVAVKTOSDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.01

1.10

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.35

0.27

-0.62

Martin ratioReturn relative to average drawdown

-0.62

0.53

-1.15

AVAV vs. KTOS - Sharpe Ratio Comparison

The current AVAV Sharpe Ratio is -0.29, which is lower than the KTOS Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of AVAV and KTOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVAV vs. KTOS - Drawdown Comparison

The maximum AVAV drawdown since its inception was -63.62%, smaller than the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for AVAV and KTOS.


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Drawdown Indicators


AVAVKTOSDifference

Max Drawdown

Largest peak-to-trough decline

-63.62%

-99.81%

+36.19%

Max Drawdown (1Y)

Largest decline over 1 year

-63.62%

-61.14%

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-63.62%

-61.14%

-2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-63.62%

-69.39%

+5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-63.62%

-72.74%

+9.12%

Current Drawdown

Current decline from peak

-63.62%

-96.78%

+33.16%

Average Drawdown

Average peak-to-trough decline

-28.75%

-95.93%

+67.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.68%

31.23%

+4.45%

Volatility

AVAV vs. KTOS - Volatility Comparison

AeroVironment, Inc. (AVAV) has a higher volatility of 28.83% compared to Kratos Defense & Security Solutions, Inc. (KTOS) at 22.67%. This indicates that AVAV's price experiences larger fluctuations and is considered to be riskier 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


AVAVKTOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.83%

22.67%

+6.16%

Volatility (6M)

Calculated over the trailing 6-month period

58.84%

56.98%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

75.05%

72.27%

+2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.27%

52.46%

+3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.19%

50.87%

+1.32%

Dividends

AVAV vs. KTOS - Dividend Comparison

Neither AVAV nor KTOS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AVAV vs. KTOS - Financials Comparison

This section allows you to compare key financial metrics between AeroVironment, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M500.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
-10.80M
371.00M
(AVAV) Total Revenue
(KTOS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AVAV and KTOS have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVAV has higher volatility (28.83%) compared to KTOS (22.67%). In terms of maximum drawdown, AVAV dropped -63.62% vs KTOS's -99.81%.

KTOS currently has the higher Sharpe Ratio (0.23 vs -0.29), 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.

Portfolio Optimizer

Find the right allocation for AVAV and KTOS

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