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KD vs. KTOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KD vs. KTOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kyndryl Holdings, Inc. (KD) and Kratos Defense & Security Solutions, Inc. (KTOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KD achieves a -52.56% return, which is significantly lower than KTOS's -16.65% return.


KD

1D
-2.25%
1M
-12.26%
YTD
-52.56%
6M
-50.86%
1Y
-67.84%
3Y*
0.13%
5Y*
10Y*

KTOS

1D
-0.35%
1M
1.97%
YTD
-16.65%
6M
-10.84%
1Y
66.32%
3Y*
65.85%
5Y*
19.81%
10Y*
31.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KD vs. KTOS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KD
Kyndryl Holdings, Inc.
-52.56%-23.24%66.51%86.87%-38.56%-55.58%
KTOS
Kratos Defense & Security Solutions, Inc.
-16.65%187.76%30.01%96.61%-46.80%-13.70%

Correlation

The correlation between KD and KTOS is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2021

0.29

Over the past year, the correlation between KD and KTOS has dropped to 0.06 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

KD:

$2.87B

KTOS:

$11.35B

EPS

KD:

$0.84

KTOS:

$0.17

PE Ratio

KD:

14.92

KTOS:

367.41

PS Ratio

KD:

0.20

KTOS:

7.63

Total Revenue (TTM)

KD:

$15.09B

KTOS:

$1.42B

Gross Profit (TTM)

KD:

$2.44B

KTOS:

$259.40M

EBITDA (TTM)

KD:

$2.02B

KTOS:

$78.30M

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Return for Risk

KD vs. KTOS — Risk / Return Rank

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

KD
KD Risk / Return Rank: 66
Overall Rank
KD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
KD Sortino Ratio Rank: 99
Sortino Ratio Rank
KD Omega Ratio Rank: 33
Omega Ratio Rank
KD Calmar Ratio Rank: 66
Calmar Ratio Rank
KD Martin Ratio Rank: 66
Martin Ratio Rank

KTOS
KTOS Risk / Return Rank: 6666
Overall Rank
KTOS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
KTOS Sortino Ratio Rank: 6767
Sortino Ratio Rank
KTOS Omega Ratio Rank: 6464
Omega Ratio Rank
KTOS Calmar Ratio Rank: 6464
Calmar Ratio Rank
KTOS Martin Ratio Rank: 6363
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.

KD vs. KTOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kyndryl Holdings, Inc. (KD) 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.


KDKTOSDifference

Sharpe ratio

Return per unit of total volatility

-0.93

0.95

-1.88

Sortino ratio

Return per unit of downside risk

-1.16

1.63

-2.79

Omega ratio

Gain probability vs. loss probability

0.76

1.20

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.90

1.19

-2.08

Martin ratio

Return relative to average drawdown

-1.43

2.53

-3.96

KD vs. KTOS - Sharpe Ratio Comparison

The current KD Sharpe Ratio is -0.93, which is lower than the KTOS Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of KD and KTOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


KDKTOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

0.95

-1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

-0.13

-0.25

Drawdowns

KD vs. KTOS - Drawdown Comparison

The maximum KD drawdown since its inception was -79.80%, smaller than the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for KD and KTOS.


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Drawdown Indicators


KDKTOSDifference

Max Drawdown

Largest peak-to-trough decline

-79.80%

-99.81%

+20.01%

Max Drawdown (1Y)

Largest decline over 1 year

-75.60%

-60.15%

-15.45%

Max Drawdown (3Y)

Largest decline over 3 years

-75.63%

-60.15%

-15.48%

Max Drawdown (5Y)

Largest decline over 5 years

-69.39%

Max Drawdown (10Y)

Largest decline over 10 years

-72.74%

Current Drawdown

Current decline from peak

-71.00%

-95.99%

+24.99%

Average Drawdown

Average peak-to-trough decline

-50.25%

-95.94%

+45.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.42%

28.22%

+19.20%

Volatility

KD vs. KTOS - Volatility Comparison

The current volatility for Kyndryl Holdings, Inc. (KD) is 16.84%, while Kratos Defense & Security Solutions, Inc. (KTOS) has a volatility of 21.49%. This indicates that KD 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


KDKTOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.84%

21.49%

-4.65%

Volatility (6M)

Calculated over the trailing 6-month period

87.85%

55.40%

+32.45%

Volatility (1Y)

Calculated over the trailing 1-year period

72.82%

70.57%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.59%

51.86%

+6.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.59%

50.60%

+7.99%

Dividends

KD vs. KTOS - Dividend Comparison

Neither KD nor KTOS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

KD vs. KTOS - Financials Comparison

This section allows you to compare key financial metrics between Kyndryl Holdings, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
3.77B
371.00M
(KD) Total Revenue
(KTOS) Total Revenue
Values in USD except per share items

KD vs. KTOS - Profitability Comparison

The chart below illustrates the profitability comparison between Kyndryl Holdings, Inc. and Kratos Defense & Security Solutions, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%30.0%35.0%202220232024202520260
9.4%
Portfolio components
KD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kyndryl Holdings, Inc. reported a gross profit of 0.00 and revenue of 3.77B. Therefore, the gross margin over that period was 0.0%.

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%.

KD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kyndryl Holdings, Inc. reported an operating income of 0.00 and revenue of 3.77B, resulting in an operating margin of 0.0%.

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%.

KD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kyndryl Holdings, Inc. reported a net income of 17.00M and revenue of 3.77B, resulting in a net margin of 0.5%.

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


KD and KTOS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KTOS has higher volatility (21.49%) compared to KD (16.84%). In terms of maximum drawdown, KD dropped -79.80% vs KTOS's -99.81%.

KTOS currently has the higher Sharpe Ratio (0.95 vs -0.93), 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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