EGO vs. KTOS
EGO (Eldorado Gold Corporation) and KTOS (Kratos Defense & Security Solutions, Inc.) are both stocks. EGO operates in Gold (Basic Materials), while KTOS operates in Aerospace & Defense (Industrials). Over the past 10 years, EGO returned 3.08%/yr vs 30.73%/yr for KTOS. At a 0.12 correlation, their price movements are largely independent.
Performance
EGO vs. KTOS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EGO achieves a -16.52% return, which is significantly higher than KTOS's -23.95% return. Over the past 10 years, EGO has underperformed KTOS with an annualized return of 3.08%, while KTOS has yielded a comparatively higher 30.73% annualized return.
EGO
- 1D
- 0.95%
- 1M
- -12.34%
- YTD
- -16.52%
- 6M
- -2.86%
- 1Y
- 41.91%
- 3Y*
- 45.33%
- 5Y*
- 21.45%
- 10Y*
- 3.08%
KTOS
- 1D
- -1.35%
- 1M
- -0.28%
- YTD
- -23.95%
- 6M
- -25.06%
- 1Y
- 42.65%
- 3Y*
- 59.41%
- 5Y*
- 16.85%
- 10Y*
- 30.73%
EGO vs. KTOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGO Eldorado Gold Corporation | -16.52% | 141.56% | 14.65% | 55.14% | -10.59% | -29.54% | 65.26% | 178.82% | -59.72% | -55.28% |
KTOS Kratos Defense & Security Solutions, Inc. | -23.95% | 187.76% | 30.01% | 96.61% | -46.80% | -29.27% | 52.30% | 27.82% | 33.05% | 43.11% |
Correlation
The correlation between EGO and KTOS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2003 | 0.12 |
The correlation between EGO and KTOS shifts across timeframes, from 0.12 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
EGO:
$6.00B
KTOS:
$10.36B
EGO:
$2.83
KTOS:
$0.17
EGO:
10.57
KTOS:
335.24
EGO:
0.16
KTOS:
3.89
EGO:
3.03
KTOS:
6.96
EGO:
1.39
KTOS:
3.04
EGO:
$2.00B
KTOS:
$1.42B
EGO:
$988.83M
KTOS:
$259.40M
EGO:
$1.04B
KTOS:
$78.30M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EGO vs. KTOS — Risk / Return Rank
EGO
KTOS
EGO vs. KTOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eldorado Gold Corporation (EGO) 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.
| EGO | KTOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.71 | +0.29 |
| Martin ratioReturn relative to average drawdown | 2.36 | 1.47 | +0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EGO | KTOS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.60 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.32 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.61 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | -0.14 | +0.24 |
Drawdowns
EGO vs. KTOS - Drawdown Comparison
The maximum EGO drawdown since its inception was -97.49%, roughly equal to the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for EGO and KTOS.
Loading charts...
Drawdown Indicators
| EGO | KTOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.49% | -99.81% | +2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -41.89% | -60.15% | +18.26% |
Max Drawdown (3Y)Largest decline over 3 years | -41.89% | -60.15% | +18.26% |
Max Drawdown (5Y)Largest decline over 5 years | -57.70% | -69.39% | +11.69% |
Max Drawdown (10Y)Largest decline over 10 years | -89.45% | -72.74% | -16.71% |
Current DrawdownCurrent decline from peak | -71.44% | -96.34% | +24.90% |
Average DrawdownAverage peak-to-trough decline | -55.68% | -95.94% | +40.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.77% | 29.04% | -11.27% |
Volatility
EGO vs. KTOS - Volatility Comparison
The current volatility for Eldorado Gold Corporation (EGO) is 17.23%, while Kratos Defense & Security Solutions, Inc. (KTOS) has a volatility of 23.93%. This indicates that EGO experiences smaller price fluctuations and is considered to be less risky than KTOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EGO | KTOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.23% | 23.93% | -6.70% |
Volatility (6M)Calculated over the trailing 6-month period | 43.00% | 56.47% | -13.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.63% | 71.96% | -20.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.81% | 52.22% | -6.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.33% | 50.78% | +4.55% |
Dividends
EGO vs. KTOS - Dividend Comparison
EGO's dividend yield for the trailing twelve months is around 0.50%, while KTOS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGO Eldorado Gold Corporation | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.40% | 0.00% | 0.67% |
KTOS Kratos Defense & Security Solutions, Inc. | 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
EGO vs. KTOS - Financials Comparison
This section allows you to compare key financial metrics between Eldorado Gold Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
EGO vs. KTOS - Profitability Comparison
EGO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eldorado Gold Corporation reported a gross profit of 290.22M and revenue of 532.43M. Therefore, the gross margin over that period was 54.5%.
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%.
EGO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eldorado Gold Corporation reported an operating income of 261.43M and revenue of 532.43M, resulting in an operating margin of 49.1%.
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%.
EGO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eldorado Gold Corporation reported a net income of 136.38M and revenue of 532.43M, resulting in a net margin of 25.6%.
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
EGO and KTOS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KTOS has higher volatility (23.93%) compared to EGO (17.23%). In terms of maximum drawdown, EGO dropped -97.49% vs KTOS's -99.81%.
EGO currently has the higher Sharpe Ratio (0.82 vs 0.60), 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.
Find the right allocation for EGO and KTOS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer