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KN vs. CTS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KN and CTS is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

KN vs. CTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knowles Corporation (KN) and CTS Corporation (CTS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KN:

-0.16

CTS:

-0.65

Sortino Ratio

KN:

0.11

CTS:

-0.70

Omega Ratio

KN:

1.01

CTS:

0.92

Calmar Ratio

KN:

-0.06

CTS:

-0.42

Martin Ratio

KN:

-0.28

CTS:

-1.16

Ulcer Index

KN:

13.07%

CTS:

17.60%

Daily Std Dev

KN:

35.64%

CTS:

34.40%

Max Drawdown

KN:

-70.24%

CTS:

-97.23%

Current Drawdown

KN:

-50.98%

CTS:

-41.58%

Fundamentals

Market Cap

KN:

$1.43B

CTS:

$1.20B

EPS

KN:

$0.27

CTS:

$1.97

PE Ratio

KN:

60.89

CTS:

20.26

PEG Ratio

KN:

1.12

CTS:

2.05

PS Ratio

KN:

2.59

CTS:

2.32

PB Ratio

KN:

1.84

CTS:

2.23

Total Revenue (TTM)

KN:

$621.90M

CTS:

$515.72M

Gross Profit (TTM)

KN:

$249.70M

CTS:

$190.92M

EBITDA (TTM)

KN:

-$139.60M

CTS:

$93.88M

Returns By Period

In the year-to-date period, KN achieves a -17.51% return, which is significantly higher than CTS's -24.24% return. Over the past 10 years, KN has underperformed CTS with an annualized return of -1.24%, while CTS has yielded a comparatively higher 8.70% annualized return.


KN

YTD

-17.51%

1M

12.99%

6M

-14.06%

1Y

-4.70%

5Y*

2.88%

10Y*

-1.24%

CTS

YTD

-24.24%

1M

7.43%

6M

-31.04%

1Y

-22.38%

5Y*

13.54%

10Y*

8.70%

*Annualized

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Risk-Adjusted Performance

KN vs. CTS — Risk-Adjusted Performance Rank

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

KN
The Risk-Adjusted Performance Rank of KN is 4343
Overall Rank
The Sharpe Ratio Rank of KN is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of KN is 4040
Sortino Ratio Rank
The Omega Ratio Rank of KN is 4040
Omega Ratio Rank
The Calmar Ratio Rank of KN is 4848
Calmar Ratio Rank
The Martin Ratio Rank of KN is 4545
Martin Ratio Rank

CTS
The Risk-Adjusted Performance Rank of CTS is 2020
Overall Rank
The Sharpe Ratio Rank of CTS is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of CTS is 1919
Sortino Ratio Rank
The Omega Ratio Rank of CTS is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CTS is 2525
Calmar Ratio Rank
The Martin Ratio Rank of CTS is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KN vs. CTS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Knowles Corporation (KN) and CTS Corporation (CTS). 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.


The current KN Sharpe Ratio is -0.16, which is higher than the CTS Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of KN and CTS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

KN vs. CTS - Dividend Comparison

KN has not paid dividends to shareholders, while CTS's dividend yield for the trailing twelve months is around 0.40%.


TTM20242023202220212020201920182017201620152014
KN
Knowles Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CTS
CTS Corporation
0.40%0.30%0.37%0.41%0.44%0.47%0.53%0.62%0.62%0.71%0.91%0.90%

Drawdowns

KN vs. CTS - Drawdown Comparison

The maximum KN drawdown since its inception was -70.24%, smaller than the maximum CTS drawdown of -97.23%. Use the drawdown chart below to compare losses from any high point for KN and CTS. For additional features, visit the drawdowns tool.


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Volatility

KN vs. CTS - Volatility Comparison

Knowles Corporation (KN) and CTS Corporation (CTS) have volatilities of 9.21% and 9.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

KN vs. CTS - Financials Comparison

This section allows you to compare key financial metrics between Knowles Corporation and CTS Corporation. 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


100.00M150.00M200.00M250.00M20212022202320242025
132.20M
125.77M
(KN) Total Revenue
(CTS) Total Revenue
Values in USD except per share items

KN vs. CTS - Profitability Comparison

The chart below illustrates the profitability comparison between Knowles Corporation and CTS Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%20212022202320242025
40.3%
37.0%
(KN) Gross Margin
(CTS) Gross Margin
KN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Knowles Corporation reported a gross profit of 53.30M and revenue of 132.20M. Therefore, the gross margin over that period was 40.3%.

CTS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, CTS Corporation reported a gross profit of 46.55M and revenue of 125.77M. Therefore, the gross margin over that period was 37.0%.

KN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Knowles Corporation reported an operating income of 4.00M and revenue of 132.20M, resulting in an operating margin of 3.0%.

CTS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, CTS Corporation reported an operating income of 16.29M and revenue of 125.77M, resulting in an operating margin of 13.0%.

KN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Knowles Corporation reported a net income of -400.00K and revenue of 132.20M, resulting in a net margin of -0.3%.

CTS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, CTS Corporation reported a net income of 13.37M and revenue of 125.77M, resulting in a net margin of 10.6%.