KDEF vs. KTOS
KDEF (PLUS Korea Defense Industry Index ETF) is Aerospace & Defense fund tracking the The Korea Defence Industry Index, while KTOS (Kratos Defense & Security Solutions, Inc.) is a stock. Over the past year, KDEF returned -1.81% vs -13.49% for KTOS. At a 0.23 correlation, their price movements are largely independent.
Performance
KDEF vs. KTOS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KDEF achieves a -12.28% return, which is significantly higher than KTOS's -38.14% return.
KDEF
- 1D
- 1.01%
- 1M
- -26.57%
- 6M
- -32.11%
- YTD
- -12.28%
- 1Y
- -1.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KTOS
- 1D
- -5.48%
- 1M
- -16.65%
- 6M
- -62.30%
- YTD
- -38.14%
- 1Y
- -13.49%
- 3Y*
- 52.16%
- 5Y*
- 12.74%
- 10Y*
- 26.13%
KDEF vs. KTOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KDEF PLUS Korea Defense Industry Index ETF | -12.28% | 116.28% |
KTOS Kratos Defense & Security Solutions, Inc. | -38.14% | 120.80% |
Correlation
The correlation between KDEF and KTOS is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2025 | 0.23 |
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
KDEF vs. KTOS — Risk / Return Rank
KDEF
KTOS
KDEF vs. KTOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PLUS Korea Defense Industry Index ETF (KDEF) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KDEF | KTOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.03 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | -0.21 | +0.17 |
| Martin ratioReturn relative to average drawdown | -0.12 | -0.39 | +0.27 |
Loading charts...
Drawdowns
KDEF vs. KTOS - Drawdown Comparison
The maximum KDEF drawdown since its inception was -42.23%, smaller than the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for KDEF and KTOS.
Loading charts...
Drawdown Indicators
| KDEF | KTOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.23% | -99.81% | +57.58% |
Max Drawdown (1Y)Largest decline over 1 year | -42.23% | -64.57% | +22.34% |
Max Drawdown (3Y)Largest decline over 3 years | — | -64.57% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -66.97% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -72.74% | — |
Current DrawdownCurrent decline from peak | -41.65% | -97.03% | +55.38% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -95.93% | +87.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.13% | 34.93% | -19.80% |
Volatility
KDEF vs. KTOS - Volatility Comparison
The current volatility for PLUS Korea Defense Industry Index ETF (KDEF) is 16.56%, while Kratos Defense & Security Solutions, Inc. (KTOS) has a volatility of 18.41%. This indicates that KDEF 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
| KDEF | KTOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.56% | 18.41% | -1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 39.99% | 54.03% | -14.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.14% | 71.52% | -23.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.43% | 52.79% | -4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.43% | 50.96% | -2.53% |
Dividends
KDEF vs. KTOS - Dividend Comparison
KDEF's dividend yield for the trailing twelve months is around 7.83%, while KTOS has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
KDEF PLUS Korea Defense Industry Index ETF | 7.83% | 5.06% |
KTOS Kratos Defense & Security Solutions, Inc. | 0.00% | 0.00% |
Frequently Asked Questions
KDEF and KTOS have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KTOS has higher volatility (18.41%) compared to KDEF (16.56%). In terms of maximum drawdown, KDEF dropped -42.23% vs KTOS's -99.81%.
KDEF currently has the higher Sharpe Ratio (-0.04 vs -0.19), 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 KDEF 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