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CTS vs. KN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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CTS vs. KN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CTS
CTS Corporation
13.09%-18.39%20.95%11.38%7.80%7.46%15.18%16.53%1.08%15.75%
KN
Knowles Corporation
22.35%7.53%11.28%9.07%-29.68%26.70%-12.86%58.90%-9.21%-12.27%

Fundamentals

EPS

CTS:

$2.19

KN:

$0.43

PE Ratio

CTS:

22.10

KN:

61.64

PEG Ratio

CTS:

0.96

KN:

0.05

PS Ratio

CTS:

2.67

KN:

3.55

Total Revenue (TTM)

CTS:

$541.59M

KN:

$431.00M

Gross Profit (TTM)

CTS:

$207.98M

KN:

$249.00M

EBITDA (TTM)

CTS:

$120.37M

KN:

$135.80M

Returns By Period

In the year-to-date period, CTS achieves a 13.09% return, which is significantly lower than KN's 22.35% return. Over the past 10 years, CTS has outperformed KN with an annualized return of 12.37%, while KN has yielded a comparatively lower 7.18% annualized return.


CTS

1D
1.42%
1M
-6.68%
YTD
13.09%
6M
22.57%
1Y
18.32%
3Y*
-0.34%
5Y*
9.30%
10Y*
12.37%

KN

1D
2.10%
1M
-5.00%
YTD
22.35%
6M
10.12%
1Y
73.07%
3Y*
15.54%
5Y*
4.11%
10Y*
7.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CTS Corporation

Knowles Corporation

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: 5757
Overall Rank
CTS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CTS Sortino Ratio Rank: 5454
Sortino Ratio Rank
CTS Omega Ratio Rank: 5151
Omega Ratio Rank
CTS Calmar Ratio Rank: 5959
Calmar Ratio Rank
CTS Martin Ratio Rank: 6060
Martin Ratio Rank

KN
KN Risk / Return Rank: 8989
Overall Rank
KN Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
KN Sortino Ratio Rank: 8888
Sortino Ratio Rank
KN Omega Ratio Rank: 8686
Omega Ratio Rank
KN Calmar Ratio Rank: 9191
Calmar Ratio Rank
KN Martin Ratio Rank: 9191
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.

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.


CTSKNDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.88

-1.36

Sortino ratio

Return per unit of downside risk

0.96

2.68

-1.72

Omega ratio

Gain probability vs. loss probability

1.12

1.36

-0.24

Calmar ratio

Return relative to maximum drawdown

0.84

4.43

-3.59

Martin ratio

Return relative to average drawdown

2.08

12.28

-10.20

CTS vs. KN - Sharpe Ratio Comparison

The current CTS Sharpe Ratio is 0.52, which is lower than the KN Sharpe Ratio of 1.88. 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.


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Sharpe Ratios by Period


CTSKNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.88

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.13

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.21

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.02

+0.22

Correlation

The correlation between CTS and KN is 0.49, 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.


Dividends

CTS vs. KN - Dividend Comparison

CTS's dividend yield for the trailing twelve months is around 0.33%, while KN has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CTS
CTS Corporation
0.33%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%

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.


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Drawdown Indicators


CTSKNDifference

Max Drawdown

Largest peak-to-trough decline

-97.23%

-70.24%

-26.99%

Max Drawdown (1Y)

Largest decline over 1 year

-20.31%

-16.38%

-3.93%

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

-28.84%

-21.82%

-7.02%

Average Drawdown

Average peak-to-trough decline

-50.64%

-45.58%

-5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.17%

5.90%

+2.27%

Volatility

CTS vs. KN - Volatility Comparison

CTS Corporation (CTS) and Knowles Corporation (KN) have volatilities of 11.89% and 11.40%, 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.


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Volatility by Period


CTSKNDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.89%

11.40%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

24.08%

24.66%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

35.16%

39.06%

-3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.51%

32.31%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.80%

35.07%

-0.27%

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


0.0050.00M100.00M150.00M200.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
137.27M
0
(CTS) Total Revenue
(KN) Total Revenue
Values in USD except per share items