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

Performance

BYRN vs. KTOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Byrna Technologies Inc. (BYRN) 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, BYRN achieves a -72.90% return, which is significantly lower than KTOS's -38.61% return. Over the past 10 years, BYRN has underperformed KTOS with an annualized return of 6.61%, while KTOS has yielded a comparatively higher 26.65% annualized return.


BYRN

1D
-0.22%
1M
-34.72%
6M
-66.81%
YTD
-72.90%
1Y
-78.66%
3Y*
9.14%
5Y*
-28.29%
10Y*
6.61%
ALL TIME*
3.96%

KTOS

1D
0.93%
1M
-15.81%
6M
-54.76%
YTD
-38.61%
1Y
-17.83%
3Y*
45.72%
5Y*
11.37%
10Y*
26.65%
ALL TIME*
-4.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.54M$5.26M$3.58M
$144.82M$177.61M$257.63M

BYRN vs. KTOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BYRN
Byrna Technologies Inc.
-72.90%-41.72%350.86%-18.49%-41.27%-7.93%663.16%26.67%7.14%-30.00%
KTOS
Kratos Defense & Security Solutions, Inc.
-38.61%187.76%30.01%96.61%-46.80%-29.27%52.30%27.82%33.05%43.11%

Correlation

The correlation between BYRN and KTOS is 0.35, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.35

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.27

Correlation (10Y)
Provides a long-term view across more market conditions.

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2011

0.11

Over the past year, BYRN and KTOS have become more correlated (0.35) than their long-term average of 0.11, meaning their price movements have been converging.

Fundamentals

Market Cap

BYRN:

$103.25M

KTOS:

$8.74B

EPS

BYRN:

-$0.16

KTOS:

$0.17

PS Ratio

BYRN:

0.99

KTOS:

5.77

PB Ratio

BYRN:

1.81

KTOS:

2.45

Total Revenue (TTM)

BYRN:

$108.86M

KTOS:

$1.42B

Gross Profit (TTM)

BYRN:

$57.17M

KTOS:

$259.40M

EBITDA (TTM)

BYRN:

-$3.55M

KTOS:

$78.30M

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Return for Risk

BYRN vs. KTOS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BYRN
BYRN Risk / Return Rank: 55
Overall Rank
BYRN Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BYRN Sortino Ratio Rank: 44
Sortino Ratio Rank
BYRN Omega Ratio Rank: 33
Omega Ratio Rank
BYRN Calmar Ratio Rank: 88
Calmar Ratio Rank
BYRN Martin Ratio Rank: 77
Martin Ratio Rank

KTOS
KTOS Risk / Return Rank: 3333
Overall Rank
KTOS Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KTOS Sortino Ratio Rank: 3434
Sortino Ratio Rank
KTOS Omega Ratio Rank: 3434
Omega Ratio Rank
KTOS Calmar Ratio Rank: 3434
Calmar Ratio Rank
KTOS Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BYRN vs. KTOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Byrna Technologies Inc. (BYRN) 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.


BYRNKTOSDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

0.75

1.01

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.90

-0.31

-0.59

Martin ratioReturn relative to average drawdown

-1.44

-0.55

-0.89

BYRN vs. KTOS - Sharpe Ratio Comparison

The current BYRN Sharpe Ratio is -0.97, which is lower than the KTOS Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of BYRN 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

BYRN vs. KTOS - Drawdown Comparison

The maximum BYRN drawdown since its inception was -92.51%, smaller than the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for BYRN and KTOS.


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Drawdown Indicators


BYRNKTOSDifference

Max Drawdown

Largest peak-to-trough decline

-92.51%

-99.81%

+7.30%

Max Drawdown (1Y)

Largest decline over 1 year

-88.49%

-66.43%

-22.06%

Max Drawdown (3Y)

Largest decline over 3 years

-90.70%

-66.43%

-24.27%

Max Drawdown (5Y)

Largest decline over 5 years

-92.51%

-66.58%

-25.93%

Max Drawdown (10Y)

Largest decline over 10 years

-92.51%

-72.74%

-19.77%

Current Drawdown

Current decline from peak

-86.69%

-97.05%

+10.36%

Average Drawdown

Average peak-to-trough decline

-52.64%

-95.93%

+43.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.21%

37.39%

+17.82%

Volatility

BYRN vs. KTOS - Volatility Comparison

Byrna Technologies Inc. (BYRN) has a higher volatility of 50.27% compared to Kratos Defense & Security Solutions, Inc. (KTOS) at 19.73%. This indicates that BYRN'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


BYRNKTOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

50.27%

19.73%

+30.54%

Volatility (6M)

Calculated over the trailing 6-month period

77.46%

54.32%

+23.14%

Volatility (1Y)

Calculated over the trailing 1-year period

82.35%

71.54%

+10.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.62%

53.11%

+22.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.48%

51.16%

+45.32%

Dividends

BYRN vs. KTOS - Dividend Comparison

Neither BYRN nor KTOS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

BYRN vs. KTOS - Financials Comparison

This section allows you to compare key financial metrics between Byrna Technologies 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


Values in USD except per share items

BYRN vs. KTOS - Profitability Comparison

The chart below illustrates the profitability comparison between Byrna Technologies Inc. and Kratos Defense & Security Solutions, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

BYRN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Byrna Technologies Inc. reported a gross profit of 1.78M and revenue of 16.39M. Therefore, the gross margin over that period was 10.9%.

KTOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Kratos Defense & Security Solutions, Inc. reported a gross profit of 34.70M and revenue of 371.00M. Therefore, the gross margin over that period was 9.4%.

BYRN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Byrna Technologies Inc. reported an operating income of -12.85M and revenue of 16.39M, resulting in an operating margin of -78.4%.

KTOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Kratos Defense & Security Solutions, Inc. reported an operating income of 4.70M and revenue of 371.00M, resulting in an operating margin of 1.3%.

BYRN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Byrna Technologies Inc. reported a net income of -10.09M and revenue of 16.39M, resulting in a net margin of -61.6%.

KTOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Kratos Defense & Security Solutions, Inc. reported a net income of 11.90M and revenue of 371.00M, resulting in a net margin of 3.2%.


Frequently Asked Questions


BYRN 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.

BYRN has higher volatility (50.27%) compared to KTOS (19.73%). In terms of maximum drawdown, BYRN dropped -92.51% vs KTOS's -99.81%.

KTOS currently has the higher Sharpe Ratio (-0.29 vs -0.97), 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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