CTS vs. KN

Last updated Jun 4, 2026

CTS (CTS Corporation) and KN (Knowles Corporation) are both stocks. Both are in the Technology sector — CTS in Electronic Components, KN in Communication Equipment. Over the past 10 years, CTS returned 14.40%/yr vs 9.69%/yr for KN. At a 0.50 correlation, their price movements are largely independent.

Performance

CTS vs. KN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CTS Corporation (CTS) and Knowles Corporation (KN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CTS achieves a 56.51% return, which is significantly lower than KN's 80.54% return. Over the past 10 years, CTS has outperformed KN with an annualized return of 14.40%, while KN has yielded a comparatively lower 9.69% annualized return.

CTS

• 1D: 0.48%
• 1M: 18.59%
• YTD: 56.51%
• 6M: 48.80%
• 1Y: 61.36%
• 3Y*: 13.36%
• 5Y*: 12.10%
• 10Y*: 14.40%

KN

• 1D: -1.33%
• 1M: 21.17%
• YTD: 80.54%
• 6M: 68.07%
• 1Y: 132.65%
• 3Y*: 30.45%
• 5Y*: 13.76%
• 10Y*: 9.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CTS vs. KN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CTS CTS Corporation	56.51%	-18.39%	20.95%	11.38%	7.80%	7.46%	15.18%	16.53%	1.08%	15.75%
KN Knowles Corporation	80.54%	7.53%	11.28%	9.07%	-29.68%	26.70%	-12.86%	58.90%	-9.21%	-12.27%

Correlation

The correlation between CTS and KN is 0.63, 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	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Feb 18, 2014	0.50

The correlation between CTS and KN shifts across timeframes, from 0.50 (all time) to 0.66 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS CTS : $2.34 KN : $0.70
PE Ratio CTS : 28.70 KN : 54.89
PEG Ratio CTS : 1.24 KN : 0.05
PS Ratio CTS : 3.58 KN : 5.50
Total Revenue (TTM) CTS : $555.01M KN : $461.00M
Gross Profit (TTM) CTS : $217.01M KN : $261.30M
EBITDA (TTM) CTS : $119.07M KN : $143.70M

Return for Risk

CTS vs. KN — Risk / Return Rank

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

CTS

CTS Risk / Return Rank: 83
CTS Sharpe Ratio Rank: 86
CTS Sortino Ratio Rank: 82
CTS Omega Ratio Rank: 79
CTS Calmar Ratio Rank: 82
CTS Martin Ratio Rank: 83

KN

KN Risk / Return Rank: 96
KN Sharpe Ratio Rank: 97
KN Sortino Ratio Rank: 97
KN Omega Ratio Rank: 95
KN Calmar Ratio Rank: 96
KN Martin Ratio Rank: 96

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.

CTS vs. KN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CTS Corporation (CTS) and Knowles Corporation (KN). 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.

	CTS	KN	Difference
Sharpe ratio Return per unit of total volatility	1.87	3.94	-2.08
Sortino ratio Return per unit of downside risk	2.51	4.60	-2.09
Omega ratio Gain probability vs. loss probability	1.30	1.57	-0.27
Calmar ratio Return relative to maximum drawdown	3.04	8.71	-5.67
Martin ratio Return relative to average drawdown	7.84	23.99	-16.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CTS vs. KN - Sharpe Ratio Comparison

The current CTS Sharpe Ratio is 1.87, which is lower than the KN Sharpe Ratio of 3.94. The chart below compares the historical Sharpe Ratios of CTS and KN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CTS	KN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	3.94	-2.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.42	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	0.28	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.07	+0.16

Drawdowns

CTS vs. KN - Drawdown Comparison

The maximum CTS drawdown since its inception was -97.23%, which is greater than KN's maximum drawdown of -70.24%. Use the drawdown chart below to compare losses from any high point for CTS and KN.

Drawdown Indicators

	CTS	KN	Difference
Max Drawdown Largest peak-to-trough decline	-97.23%	-70.24%	-26.99%
Max Drawdown (1Y) Largest decline over 1 year	-20.31%	-15.32%	-4.99%
Max Drawdown (3Y) Largest decline over 3 years	-40.62%	-38.00%	-2.62%
Max Drawdown (5Y) Largest decline over 5 years	-40.62%	-49.55%	+8.93%
Max Drawdown (10Y) Largest decline over 10 years	-52.59%	-49.55%	-3.04%
Current Drawdown Current decline from peak	-1.51%	-1.33%	-0.18%
Average Drawdown Average peak-to-trough decline	-50.48%	-45.04%	-5.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.85%	5.55%	+2.30%

Volatility

CTS vs. KN - Volatility Comparison

CTS Corporation (CTS) has a higher volatility of 12.61% compared to Knowles Corporation (KN) at 11.79%. This indicates that CTS's price experiences larger fluctuations and is considered to be riskier than KN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CTS	KN	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.61%	11.79%	+0.82%
Volatility (6M) Calculated over the trailing 6-month period	24.37%	25.73%	-1.36%
Volatility (1Y) Calculated over the trailing 1-year period	33.14%	33.90%	-0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.42%	32.85%	+0.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.89%	34.44%	+0.45%

Dividends

CTS vs. KN - Dividend Comparison

CTS's dividend yield for the trailing twelve months is around 0.24%, while KN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CTS CTS Corporation	0.24%	0.37%	0.30%	0.37%	0.41%	0.44%	0.47%	0.53%	0.62%	0.62%	0.71%	0.91%
KN Knowles Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both CTS and KN in my portfolio?

CTS and KN have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CTS or KN?

CTS has higher volatility (12.61%) compared to KN (11.79%). In terms of maximum drawdown, CTS dropped -97.23% vs KN's -70.24%.

Which has better risk-adjusted returns?

KN currently has the higher Sharpe Ratio (3.94 vs 1.87), 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.