PortfoliosLab logoPortfoliosLab logo
KN vs. CTS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

Loading graphics...

KN vs. CTS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KN
Knowles Corporation
19.83%7.53%11.28%9.07%-29.68%26.70%-12.86%58.90%-9.21%-12.27%
CTS
CTS Corporation
11.50%-18.39%20.95%11.38%7.80%7.46%15.18%16.53%1.08%15.75%

Fundamentals

EPS

KN:

$0.43

CTS:

$2.19

PE Ratio

KN:

60.37

CTS:

21.79

PEG Ratio

KN:

0.05

CTS:

0.94

PS Ratio

KN:

3.47

CTS:

2.63

Total Revenue (TTM)

KN:

$431.00M

CTS:

$541.59M

Gross Profit (TTM)

KN:

$249.00M

CTS:

$207.98M

EBITDA (TTM)

KN:

$135.80M

CTS:

$120.37M

Returns By Period

In the year-to-date period, KN achieves a 19.83% return, which is significantly higher than CTS's 11.50% return. Over the past 10 years, KN has underperformed CTS with an annualized return of 6.95%, while CTS has yielded a comparatively higher 12.21% annualized return.


KN

1D
4.48%
1M
-5.48%
YTD
19.83%
6M
10.17%
1Y
68.95%
3Y*
14.74%
5Y*
3.68%
10Y*
6.95%

CTS

1D
2.40%
1M
-9.23%
YTD
11.50%
6M
19.79%
1Y
15.37%
3Y*
-0.81%
5Y*
8.99%
10Y*
12.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Knowles Corporation

CTS Corporation

Return for Risk

KN vs. CTS — Risk / Return Rank

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

KN
KN Risk / Return Rank: 8888
Overall Rank
KN Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
KN Sortino Ratio Rank: 8787
Sortino Ratio Rank
KN Omega Ratio Rank: 8686
Omega Ratio Rank
KN Calmar Ratio Rank: 9191
Calmar Ratio Rank
KN Martin Ratio Rank: 9191
Martin Ratio Rank

CTS
CTS Risk / Return Rank: 5555
Overall Rank
CTS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CTS Sortino Ratio Rank: 5252
Sortino Ratio Rank
CTS Omega Ratio Rank: 5050
Omega Ratio Rank
CTS Calmar Ratio Rank: 5757
Calmar Ratio Rank
CTS Martin Ratio Rank: 5959
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.

KN vs. CTS - Risk-Adjusted Trends 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.


KNCTSDifference

Sharpe ratio

Return per unit of total volatility

1.78

0.44

+1.34

Sortino ratio

Return per unit of downside risk

2.58

0.85

+1.72

Omega ratio

Gain probability vs. loss probability

1.34

1.10

+0.24

Calmar ratio

Return relative to maximum drawdown

4.11

0.67

+3.43

Martin ratio

Return relative to average drawdown

11.44

1.69

+9.75

KN vs. CTS - Sharpe Ratio Comparison

The current KN Sharpe Ratio is 1.78, which is higher than the CTS Sharpe Ratio of 0.44. 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.


Loading graphics...

Sharpe Ratios by Period


KNCTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

0.44

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.27

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.35

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.20

-0.23

Correlation

The correlation between KN and CTS is 0.49, 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.


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 0.34%.


TTM20252024202320222021202020192018201720162015
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
0.34%0.37%0.30%0.37%0.41%0.44%0.47%0.53%0.62%0.62%0.71%0.91%

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.


Loading graphics...

Drawdown Indicators


KNCTSDifference

Max Drawdown

Largest peak-to-trough decline

-70.24%

-97.23%

+26.99%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-20.31%

+3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-49.55%

-40.62%

-8.93%

Max Drawdown (10Y)

Largest decline over 10 years

-49.55%

-52.59%

+3.04%

Current Drawdown

Current decline from peak

-23.43%

-29.84%

+6.41%

Average Drawdown

Average peak-to-trough decline

-45.58%

-50.64%

+5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.88%

8.11%

-2.23%

Volatility

KN vs. CTS - Volatility Comparison

Knowles Corporation (KN) and CTS Corporation (CTS) have volatilities of 12.20% and 11.81%, 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.


Loading graphics...

Volatility by Period


KNCTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.20%

11.81%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

24.58%

24.21%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

39.03%

35.17%

+3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.32%

33.51%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.07%

34.80%

+0.27%

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


0.0050.00M100.00M150.00M200.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
137.27M
(KN) Total Revenue
(CTS) Total Revenue
Values in USD except per share items