ES vs. KTOS
ES (Eversource Energy) and KTOS (Kratos Defense & Security Solutions, Inc.) are both stocks. ES operates in Utilities - Regulated Electric (Utilities), while KTOS operates in Aerospace & Defense (Industrials). Over the past 10 years, ES returned 5.46%/yr vs 30.73%/yr for KTOS. At a 0.13 correlation, their price movements are largely independent.
Performance
ES vs. KTOS - Performance Comparison
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Returns By Period
In the year-to-date period, ES achieves a 3.41% return, which is significantly higher than KTOS's -23.95% return. Over the past 10 years, ES has underperformed KTOS with an annualized return of 5.46%, while KTOS has yielded a comparatively higher 30.73% annualized return.
ES
- 1D
- -3.56%
- 1M
- 3.59%
- YTD
- 3.41%
- 6M
- 5.56%
- 1Y
- 8.73%
- 3Y*
- 3.55%
- 5Y*
- 0.13%
- 10Y*
- 5.46%
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%
ES vs. KTOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 3.41% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
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 ES and KTOS is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 1999 | 0.13 |
Fundamentals
ES:
$25.64B
KTOS:
$10.36B
ES:
$4.68
KTOS:
$0.17
ES:
14.54
KTOS:
335.24
ES:
0.82
KTOS:
3.89
ES:
1.83
KTOS:
6.96
ES:
0.00
KTOS:
3.04
ES:
$13.93B
KTOS:
$1.42B
ES:
$4.19B
KTOS:
$259.40M
ES:
$4.60B
KTOS:
$78.30M
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Return for Risk
ES vs. KTOS — Risk / Return Rank
ES
KTOS
ES vs. KTOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) 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.
| ES | KTOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.15 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 0.71 | -0.13 |
| Martin ratioReturn relative to average drawdown | 1.40 | 1.47 | -0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ES | KTOS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.60 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.32 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.61 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | -0.14 | +0.41 |
Drawdowns
ES vs. KTOS - Drawdown Comparison
The maximum ES drawdown since its inception was -73.04%, smaller than the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for ES and KTOS.
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Drawdown Indicators
| ES | KTOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.04% | -99.81% | +26.77% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -60.15% | +45.02% |
Max Drawdown (3Y)Largest decline over 3 years | -28.65% | -60.15% | +31.50% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -69.39% | +27.70% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -72.74% | +31.05% |
Current DrawdownCurrent decline from peak | -14.08% | -96.34% | +82.26% |
Average DrawdownAverage peak-to-trough decline | -19.07% | -95.94% | +76.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.23% | 29.04% | -22.81% |
Volatility
ES vs. KTOS - Volatility Comparison
The current volatility for Eversource Energy (ES) is 7.84%, while Kratos Defense & Security Solutions, Inc. (KTOS) has a volatility of 23.93%. This indicates that ES 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.
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Volatility by Period
| ES | KTOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 23.93% | -16.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.94% | 56.47% | -40.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.64% | 71.96% | -47.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 52.22% | -28.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 50.78% | -26.43% |
Dividends
ES vs. KTOS - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.52%, while KTOS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.52% | 4.47% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% |
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
ES vs. KTOS - Financials Comparison
This section allows you to compare key financial metrics between Eversource Energy 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
Frequently Asked Questions
ES and KTOS have a correlation of 0.10, 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 ES (7.84%). In terms of maximum drawdown, ES dropped -73.04% vs KTOS's -99.81%.
KTOS currently has the higher Sharpe Ratio (0.60 vs 0.36), 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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