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

Performance

COHR vs. KTOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coherent, Inc. (COHR) 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, COHR achieves a 108.61% return, which is significantly higher than KTOS's -23.92% return. Over the past 10 years, COHR has outperformed KTOS with an annualized return of 34.35%, while KTOS has yielded a comparatively lower 30.83% annualized return.


COHR

1D
5.90%
1M
-4.63%
YTD
108.61%
6M
115.90%
1Y
375.64%
3Y*
107.95%
5Y*
40.59%
10Y*
34.35%

KTOS

1D
-1.75%
1M
10.02%
YTD
-23.92%
6M
-23.97%
1Y
40.03%
3Y*
60.38%
5Y*
17.13%
10Y*
30.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COHR vs. KTOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COHR
Coherent, Inc.
108.61%94.84%117.62%24.02%-48.63%-10.04%125.60%3.73%-30.86%58.35%
KTOS
Kratos Defense & Security Solutions, Inc.
-23.92%187.76%30.01%96.61%-46.80%-29.27%52.30%27.82%33.05%43.11%

Correlation

The correlation between COHR and KTOS is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.28

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

0.35

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

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1999

0.28

The correlation between COHR and KTOS shifts across timeframes, from 0.22 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

COHR:

$1.64K

KTOS:

$0.17

PE Ratio

COHR:

0.23

KTOS:

335.35

PEG Ratio

COHR:

0.04

KTOS:

3.89

PS Ratio

COHR:

0.02

KTOS:

6.97

Total Revenue (TTM)

COHR:

$1.81T

KTOS:

$1.42B

Gross Profit (TTM)

COHR:

$1.76B

KTOS:

$259.40M

EBITDA (TTM)

COHR:

$960.76M

KTOS:

$78.30M

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Return for Risk

COHR vs. KTOS — Risk / Return Rank

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

COHR
COHR Risk / Return Rank: 9797
Overall Rank
COHR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
COHR Sortino Ratio Rank: 9595
Sortino Ratio Rank
COHR Omega Ratio Rank: 9595
Omega Ratio Rank
COHR Calmar Ratio Rank: 9999
Calmar Ratio Rank
COHR Martin Ratio Rank: 9999
Martin Ratio Rank

KTOS
KTOS Risk / Return Rank: 6060
Overall Rank
KTOS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
KTOS Sortino Ratio Rank: 6262
Sortino Ratio Rank
KTOS Omega Ratio Rank: 5959
Omega Ratio Rank
KTOS Calmar Ratio Rank: 5858
Calmar Ratio Rank
KTOS Martin Ratio Rank: 5757
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.

COHR vs. KTOS - Risk-Adjusted Trends Comparison

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


COHRKTOSDifference
Sharpe ratioReturn per unit of total volatility

+4.58

Sortino ratioReturn per unit of downside risk

+2.65

Omega ratioGain probability vs. loss probability

1.54

1.15

+0.40

Calmar ratioReturn relative to maximum drawdown

14.28

0.67

+13.61

Martin ratioReturn relative to average drawdown

39.14

1.34

+37.80

COHR vs. KTOS - Sharpe Ratio Comparison

The current COHR Sharpe Ratio is 5.14, which is higher than the KTOS Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of COHR 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

COHR vs. KTOS - Drawdown Comparison

The maximum COHR drawdown since its inception was -80.89%, smaller than the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for COHR and KTOS.


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Drawdown Indicators


COHRKTOSDifference

Max Drawdown

Largest peak-to-trough decline

-80.89%

-99.81%

+18.92%

Max Drawdown (1Y)

Largest decline over 1 year

-26.52%

-60.15%

+33.63%

Max Drawdown (3Y)

Largest decline over 3 years

-54.85%

-60.15%

+5.30%

Max Drawdown (5Y)

Largest decline over 5 years

-62.87%

-69.39%

+6.52%

Max Drawdown (10Y)

Largest decline over 10 years

-72.22%

-72.74%

+0.52%

Current Drawdown

Current decline from peak

-9.81%

-96.34%

+86.53%

Average Drawdown

Average peak-to-trough decline

-35.02%

-95.93%

+60.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.66%

29.90%

-20.24%

Volatility

COHR vs. KTOS - Volatility Comparison

Coherent, Inc. (COHR) has a higher volatility of 27.87% compared to Kratos Defense & Security Solutions, Inc. (KTOS) at 23.44%. This indicates that COHR'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


COHRKTOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.87%

23.44%

+4.43%

Volatility (6M)

Calculated over the trailing 6-month period

57.45%

57.02%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

73.72%

72.17%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.62%

52.33%

+9.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.55%

50.82%

+5.73%

Dividends

COHR vs. KTOS - Dividend Comparison

Neither COHR nor KTOS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

COHR vs. KTOS - Financials Comparison

This section allows you to compare key financial metrics between Coherent, 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


0.00500.00B1.00T1.50T2.00T20222023202420252026
1.81T
371.00M
(COHR) Total Revenue
(KTOS) Total Revenue
Values in USD except per share items

COHR vs. KTOS - Profitability Comparison

The chart below illustrates the profitability comparison between Coherent, 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

0.0%10.0%20.0%30.0%40.0%202220232024202520260
9.4%
Portfolio components
COHR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported a gross profit of 0.00 and revenue of 1.81T. Therefore, the gross margin over that period was 0.0%.

KTOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

COHR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported an operating income of 0.00 and revenue of 1.81T, resulting in an operating margin of 0.0%.

KTOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.

COHR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported a net income of 191.40B and revenue of 1.81T, resulting in a net margin of 10.6%.

KTOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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


COHR and KTOS have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COHR has higher volatility (27.87%) compared to KTOS (23.44%). In terms of maximum drawdown, COHR dropped -80.89% vs KTOS's -99.81%.

COHR currently has the higher Sharpe Ratio (5.14 vs 0.56), 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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