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CTS vs. KN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CTS and KN is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

-50.00%0.00%50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
123.01%
-42.70%
CTS
KN

Key characteristics

Sharpe Ratio

CTS:

-0.65

KN:

-0.16

Sortino Ratio

CTS:

-0.70

KN:

0.11

Omega Ratio

CTS:

0.92

KN:

1.01

Calmar Ratio

CTS:

-0.42

KN:

-0.06

Martin Ratio

CTS:

-1.16

KN:

-0.28

Ulcer Index

CTS:

17.60%

KN:

13.07%

Daily Std Dev

CTS:

34.40%

KN:

35.64%

Max Drawdown

CTS:

-97.23%

KN:

-70.24%

Current Drawdown

CTS:

-41.58%

KN:

-50.98%

Fundamentals

Market Cap

CTS:

$1.17B

KN:

$1.39B

EPS

CTS:

$1.97

KN:

$0.27

PE Ratio

CTS:

19.81

KN:

59.26

PEG Ratio

CTS:

2.05

KN:

1.12

PS Ratio

CTS:

2.32

KN:

2.50

PB Ratio

CTS:

2.26

KN:

1.85

Total Revenue (TTM)

CTS:

$515.72M

KN:

$621.90M

Gross Profit (TTM)

CTS:

$190.92M

KN:

$249.70M

EBITDA (TTM)

CTS:

$93.88M

KN:

-$139.60M

Returns By Period

In the year-to-date period, CTS achieves a -24.24% return, which is significantly lower than KN's -17.51% return. Over the past 10 years, CTS has outperformed KN with an annualized return of 8.62%, while KN has yielded a comparatively lower -1.20% annualized return.


CTS

YTD

-24.24%

1M

3.96%

6M

-31.04%

1Y

-22.37%

5Y*

12.97%

10Y*

8.62%

KN

YTD

-17.51%

1M

9.02%

6M

-14.06%

1Y

-5.68%

5Y*

2.52%

10Y*

-1.20%

*Annualized

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Risk-Adjusted Performance

CTS vs. KN — Risk-Adjusted Performance Rank

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

CTS
The Risk-Adjusted Performance Rank of CTS is 2020
Overall Rank
The Sharpe Ratio Rank of CTS is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of CTS is 1919
Sortino Ratio Rank
The Omega Ratio Rank of CTS is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CTS is 2525
Calmar Ratio Rank
The Martin Ratio Rank of CTS is 2121
Martin Ratio Rank

KN
The Risk-Adjusted Performance Rank of KN is 4343
Overall Rank
The Sharpe Ratio Rank of KN is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of KN is 4040
Sortino Ratio Rank
The Omega Ratio Rank of KN is 4040
Omega Ratio Rank
The Calmar Ratio Rank of KN is 4848
Calmar Ratio Rank
The Martin Ratio Rank of KN is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CTS vs. KN - Risk-Adjusted Performance 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.


The current CTS Sharpe Ratio is -0.65, which is lower than the KN Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of CTS and KN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
-0.65
-0.16
CTS
KN

Dividends

CTS vs. KN - Dividend Comparison

CTS's dividend yield for the trailing twelve months is around 0.40%, while KN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CTS
CTS Corporation
0.40%0.30%0.37%0.41%0.44%0.47%0.53%0.62%0.62%0.71%0.91%0.90%
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%

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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-32.21%
-50.98%
CTS
KN

Volatility

CTS vs. KN - Volatility Comparison

CTS Corporation (CTS) and Knowles Corporation (KN) have volatilities of 9.11% and 9.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
9.11%
9.21%
CTS
KN

Financials

CTS vs. KN - Financials Comparison

This section allows you to compare key financial metrics between CTS Corporation and Knowles Corporation. 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


100.00M150.00M200.00M250.00M20212022202320242025
125.77M
132.20M
(CTS) Total Revenue
(KN) Total Revenue
Values in USD except per share items

CTS vs. KN - Profitability Comparison

The chart below illustrates the profitability comparison between CTS Corporation and Knowles Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%20212022202320242025
37.0%
40.3%
(CTS) Gross Margin
(KN) Gross Margin
CTS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, CTS Corporation reported a gross profit of 46.55M and revenue of 125.77M. Therefore, the gross margin over that period was 37.0%.

KN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Knowles Corporation reported a gross profit of 53.30M and revenue of 132.20M. Therefore, the gross margin over that period was 40.3%.

CTS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, CTS Corporation reported an operating income of 16.29M and revenue of 125.77M, resulting in an operating margin of 13.0%.

KN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Knowles Corporation reported an operating income of 4.00M and revenue of 132.20M, resulting in an operating margin of 3.0%.

CTS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, CTS Corporation reported a net income of 13.37M and revenue of 125.77M, resulting in a net margin of 10.6%.

KN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Knowles Corporation reported a net income of -400.00K and revenue of 132.20M, resulting in a net margin of -0.3%.