BSP.DE vs. KTOS
BSP.DE (BAE Systems plc) and KTOS (Kratos Defense & Security Solutions, Inc.) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 5 years, BSP.DE returned 32.71%/yr vs 18.93%/yr for KTOS. At a 0.20 correlation, their price movements are largely independent.
Performance
BSP.DE vs. KTOS - Performance Comparison
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Different Trading Currencies
BSP.DE is traded in EUR, while KTOS is traded in USD. To make them comparable, the KTOS values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BSP.DE achieves a 14.05% return, which is significantly higher than KTOS's -21.40% return.
BSP.DE
- 1D
- 0.59%
- 1M
- -8.51%
- YTD
- 14.05%
- 6M
- 17.36%
- 1Y
- -4.61%
- 3Y*
- 29.69%
- 5Y*
- 32.71%
- 10Y*
- —
KTOS
- 1D
- -6.96%
- 1M
- -3.00%
- YTD
- -21.40%
- 6M
- -22.70%
- 1Y
- 44.03%
- 3Y*
- 56.73%
- 5Y*
- 18.93%
- 10Y*
- 30.02%
BSP.DE vs. KTOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BSP.DE BAE Systems plc | 14.05% | 45.30% | 8.80% | 37.83% | 54.55% | 23.72% | -10.55% | 0.90% |
KTOS Kratos Defense & Security Solutions, Inc. | -21.40% | 153.61% | 38.60% | 90.71% | -43.51% | -23.98% | 39.75% | -3.19% |
Correlation
The correlation between BSP.DE and KTOS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 24, 2019 | 0.20 |
The correlation between BSP.DE and KTOS shifts across timeframes, from 0.20 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BSP.DE vs. KTOS — Risk / Return Rank
BSP.DE
KTOS
BSP.DE vs. KTOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BSP.DE) 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.
| BSP.DE | KTOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.15 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 0.73 | -0.91 |
| Martin ratioReturn relative to average drawdown | -0.37 | 1.52 | -1.89 |
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
| BSP.DE | KTOS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.62 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 0.37 | +0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.11 | +0.70 |
Drawdowns
BSP.DE vs. KTOS - Drawdown Comparison
The maximum BSP.DE drawdown since its inception was -41.54%, smaller than the maximum KTOS drawdown of -87.22%. Use the drawdown chart below to compare losses from any high point for BSP.DE and KTOS.
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Drawdown Indicators
| BSP.DE | KTOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.54% | -87.22% | +45.68% |
Max Drawdown (1Y)Largest decline over 1 year | -23.11% | -60.25% | +37.14% |
Max Drawdown (3Y)Largest decline over 3 years | -23.11% | -60.25% | +37.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.11% | -65.44% | +42.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -68.85% | — |
Current DrawdownCurrent decline from peak | -17.23% | -54.93% | +37.70% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -51.70% | +42.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.39% | 29.07% | -18.68% |
Volatility
BSP.DE vs. KTOS - Volatility Comparison
The current volatility for BAE Systems plc (BSP.DE) is 11.03%, while Kratos Defense & Security Solutions, Inc. (KTOS) has a volatility of 24.40%. This indicates that BSP.DE 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
| BSP.DE | KTOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.03% | 24.40% | -13.37% |
Volatility (6M)Calculated over the trailing 6-month period | 24.76% | 56.00% | -31.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.80% | 71.40% | -39.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.37% | 51.96% | -23.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.50% | 50.69% | -19.19% |
Dividends
BSP.DE vs. KTOS - Dividend Comparison
BSP.DE's dividend yield for the trailing twelve months is around 2.18%, while KTOS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BSP.DE BAE Systems plc | 2.18% | 2.32% | 3.04% | 2.83% | 3.57% | 4.95% | 7.76% |
KTOS Kratos Defense & Security Solutions, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
BSP.DE vs. KTOS - Financials Comparison
This section allows you to compare key financial metrics between BAE Systems plc 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
BSP.DE and KTOS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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