KN vs. CTS
KN (Knowles Corporation) and CTS (CTS Corporation) are both stocks. Both are in the Technology sector — KN in Communication Equipment, CTS in Electronic Components. Over the past 10 years, KN returned 9.01%/yr vs 13.61%/yr for CTS. At a 0.50 correlation, their price movements are largely independent.
Performance
KN vs. CTS - Performance Comparison
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Returns By Period
In the year-to-date period, KN achieves a 73.87% return, which is significantly higher than CTS's 46.73% return. Over the past 10 years, KN has underperformed CTS with an annualized return of 9.01%, while CTS has yielded a comparatively higher 13.61% annualized return.
KN
- 1D
- -5.34%
- 1M
- 9.72%
- YTD
- 73.87%
- 6M
- 59.44%
- 1Y
- 123.78%
- 3Y*
- 29.62%
- 5Y*
- 12.90%
- 10Y*
- 9.01%
CTS
- 1D
- -5.18%
- 1M
- 4.75%
- YTD
- 46.73%
- 6M
- 41.61%
- 1Y
- 52.33%
- 3Y*
- 11.38%
- 5Y*
- 10.66%
- 10Y*
- 13.61%
KN vs. CTS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KN Knowles Corporation | 73.87% | 7.53% | 11.28% | 9.07% | -29.68% | 26.70% | -12.86% | 58.90% | -9.21% | -12.27% |
CTS CTS Corporation | 46.73% | -18.39% | 20.95% | 11.38% | 7.80% | 7.46% | 15.18% | 16.53% | 1.08% | 15.75% |
Correlation
The correlation between KN and CTS is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2014 | 0.50 |
The correlation between KN and CTS shifts across timeframes, from 0.50 (all time) to 0.65 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
KN:
$0.70
CTS:
$2.34
KN:
52.87
CTS:
26.90
KN:
0.04
CTS:
1.17
KN:
5.30
CTS:
3.35
KN:
$461.00M
CTS:
$555.01M
KN:
$261.30M
CTS:
$217.01M
KN:
$143.70M
CTS:
$119.07M
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Return for Risk
KN vs. CTS — Risk / Return Rank
KN
CTS
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.
| KN | CTS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.05 | ||
| Sortino ratioReturn per unit of downside risk | +2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.26 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 8.13 | 2.59 | +5.54 |
| Martin ratioReturn relative to average drawdown | 22.34 | 6.68 | +15.66 |
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
| KN | CTS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.63 | 1.57 | +2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.32 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.39 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.22 | -0.16 |
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.
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Drawdown Indicators
| KN | CTS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.24% | -97.23% | +26.99% |
Max Drawdown (1Y)Largest decline over 1 year | -15.32% | -20.31% | +4.99% |
Max Drawdown (3Y)Largest decline over 3 years | -38.00% | -40.62% | +2.62% |
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 DrawdownCurrent decline from peak | -5.34% | -7.67% | +2.33% |
Average DrawdownAverage peak-to-trough decline | -45.01% | -50.47% | +5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 7.86% | -2.30% |
Volatility
KN vs. CTS - Volatility Comparison
The current volatility for Knowles Corporation (KN) is 12.86%, while CTS Corporation (CTS) has a volatility of 13.59%. This indicates that KN experiences smaller price fluctuations and is considered to be less risky than CTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KN | CTS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.86% | 13.59% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 26.39% | 24.76% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.34% | 33.47% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.94% | 33.49% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.48% | 34.92% | -0.44% |
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 0.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTS CTS Corporation | 0.25% | 0.37% | 0.30% | 0.37% | 0.41% | 0.44% | 0.47% | 0.53% | 0.62% | 0.62% | 0.71% | 0.91% |
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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
KN and CTS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTS has higher volatility (13.59%) compared to KN (12.86%). In terms of maximum drawdown, KN dropped -70.24% vs CTS's -97.23%.
KN currently has the higher Sharpe Ratio (3.63 vs 1.57), 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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