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 34.60% vs 58.10% for KTOS. At a 0.22 correlation, their price movements are largely independent.
Performance
KDEF vs. KTOS - Performance Comparison
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Returns By Period
In the year-to-date period, KDEF achieves a 5.23% return, which is significantly higher than KTOS's -16.48% return.
KDEF
- 1D
- -0.78%
- 1M
- -30.00%
- YTD
- 5.23%
- 6M
- 18.76%
- 1Y
- 34.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KTOS
- 1D
- 8.51%
- 1M
- 6.90%
- YTD
- -16.48%
- 6M
- -18.38%
- 1Y
- 58.10%
- 3Y*
- 67.01%
- 5Y*
- 19.54%
- 10Y*
- 31.28%
KDEF vs. KTOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KDEF PLUS Korea Defense Industry Index ETF | 5.23% | 117.16% |
KTOS Kratos Defense & Security Solutions, Inc. | -16.48% | 121.44% |
Correlation
The correlation between KDEF and KTOS is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025 | 0.22 |
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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.
| KDEF | KTOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.97 | +0.19 |
| Martin ratioReturn relative to average drawdown | 3.51 | 2.04 | +1.48 |
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
| KDEF | KTOS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.82 | -0.04 |
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 | 1.87 | -0.13 | +2.00 |
Drawdowns
KDEF vs. KTOS - Drawdown Comparison
The maximum KDEF drawdown since its inception was -30.00%, 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.
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Drawdown Indicators
| KDEF | KTOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.00% | -99.81% | +69.81% |
Max Drawdown (1Y)Largest decline over 1 year | -30.00% | -60.15% | +30.15% |
Max Drawdown (3Y)Largest decline over 3 years | — | -60.15% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -69.39% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -72.74% | — |
Current DrawdownCurrent decline from peak | -30.00% | -95.98% | +65.98% |
Average DrawdownAverage peak-to-trough decline | -6.52% | -95.94% | +89.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.87% | 28.62% | -18.75% |
Volatility
KDEF vs. KTOS - Volatility Comparison
The current volatility for PLUS Korea Defense Industry Index ETF (KDEF) is 14.87%, while Kratos Defense & Security Solutions, Inc. (KTOS) has a volatility of 24.01%. 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.
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Volatility by Period
| KDEF | KTOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.87% | 24.01% | -9.14% |
Volatility (6M)Calculated over the trailing 6-month period | 36.46% | 56.37% | -19.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.64% | 71.40% | -26.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.48% | 52.11% | -5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.48% | 50.71% | -4.23% |
Dividends
KDEF vs. KTOS - Dividend Comparison
KDEF's dividend yield for the trailing twelve months is around 6.53%, while KTOS has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
KDEF PLUS Korea Defense Industry Index ETF | 6.53% | 5.06% |
KTOS Kratos Defense & Security Solutions, Inc. | 0.00% | 0.00% |
Frequently Asked Questions
KDEF and KTOS have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KTOS has higher volatility (24.01%) compared to KDEF (14.87%). In terms of maximum drawdown, KDEF dropped -30.00% vs KTOS's -99.81%.
KTOS currently has the higher Sharpe Ratio (0.82 vs 0.78), 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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