KOSS vs. SPCE

Last updated Apr 1, 2026

Compare and contrast key facts about Koss Corporation (KOSS) and Virgin Galactic Holdings, Inc. (SPCE).

Performance

KOSS vs. SPCE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Koss Corporation (KOSS) and Virgin Galactic Holdings, Inc. (SPCE). The values are adjusted to include any dividend payments, if applicable.

KOSS vs. SPCE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
KOSS Koss Corporation	-13.53%	-43.90%	120.30%	-32.32%	-53.65%	210.47%	123.38%	-18.60%
SPCE Virgin Galactic Holdings, Inc.	-24.30%	-45.41%	-88.00%	-29.60%	-73.99%	-43.62%	105.45%	-2.04%

Fundamentals

Market Cap KOSS : $33.88M SPCE : $156.08M
EPS KOSS : -$0.09 SPCE : -$4.95
PS Ratio KOSS : 2.65 SPCE : 88.72
PB Ratio KOSS : 1.12 SPCE : 0.57
Total Revenue (TTM) KOSS : $12.80M SPCE : $1.54M
Gross Profit (TTM) KOSS : $4.66M SPCE : -$57.41M
EBITDA (TTM) KOSS : -$2.00M SPCE : -$255.68M

Returns By Period

In the year-to-date period, KOSS achieves a -13.53% return, which is significantly higher than SPCE's -24.30% return.

KOSS

• 1D: 2.29%
• 1M: -13.32%
• YTD: -13.53%
• 6M: -29.53%
• 1Y: -24.15%
• 3Y*: -8.15%
• 5Y*: -31.19%
• 10Y*: 5.23%

SPCE

• 1D: 11.98%
• 1M: -4.71%
• YTD: -24.30%
• 6M: -37.05%
• 1Y: -19.80%
• 3Y*: -68.93%
• 5Y*: -66.94%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

KOSS vs. SPCE — Risk / Return Rank

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

KOSS

KOSS Risk / Return Rank: 23
KOSS Sharpe Ratio Rank: 23
KOSS Sortino Ratio Rank: 24
KOSS Omega Ratio Rank: 25
KOSS Calmar Ratio Rank: 23
KOSS Martin Ratio Rank: 21

SPCE

SPCE Risk / Return Rank: 33
SPCE Sharpe Ratio Rank: 31
SPCE Sortino Ratio Rank: 37
SPCE Omega Ratio Rank: 35
SPCE Calmar Ratio Rank: 32
SPCE Martin Ratio Rank: 33

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.

KOSS vs. SPCE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Koss Corporation (KOSS) and Virgin Galactic Holdings, Inc. (SPCE). 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.

	KOSS	SPCE	Difference
Sharpe ratio Return per unit of total volatility	-0.41	-0.23	-0.18
Sortino ratio Return per unit of downside risk	-0.28	0.25	-0.53
Omega ratio Gain probability vs. loss probability	0.97	1.03	-0.06
Calmar ratio Return relative to maximum drawdown	-0.57	-0.35	-0.21
Martin ratio Return relative to average drawdown	-1.11	-0.61	-0.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KOSS vs. SPCE - Sharpe Ratio Comparison

The current KOSS Sharpe Ratio is -0.41, which is lower than the SPCE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of KOSS and SPCE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	KOSS	SPCE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.41	-0.23	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	-0.73	+0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	-0.53	+0.60

Correlation

The correlation between KOSS and SPCE is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

KOSS vs. SPCE - Dividend Comparison

Neither KOSS nor SPCE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

KOSS vs. SPCE - Drawdown Comparison

The maximum KOSS drawdown since its inception was -96.42%, roughly equal to the maximum SPCE drawdown of -99.82%. Use the drawdown chart below to compare losses from any high point for KOSS and SPCE.

Drawdown Indicators

	KOSS	SPCE	Difference
Max Drawdown Largest peak-to-trough decline	-96.42%	-99.82%	+3.40%
Max Drawdown (1Y) Largest decline over 1 year	-46.24%	-54.79%	+8.55%
Max Drawdown (5Y) Largest decline over 5 years	-94.38%	-99.81%	+5.43%
Max Drawdown (10Y) Largest decline over 10 years	-96.42%	—	—
Current Drawdown Current decline from peak	-94.41%	-99.80%	+5.39%
Average Drawdown Average peak-to-trough decline	-51.74%	-77.89%	+26.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.60%	31.48%	-7.88%

Volatility

KOSS vs. SPCE - Volatility Comparison

The current volatility for Koss Corporation (KOSS) is 15.91%, while Virgin Galactic Holdings, Inc. (SPCE) has a volatility of 18.96%. This indicates that KOSS experiences smaller price fluctuations and is considered to be less risky than SPCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KOSS	SPCE	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.91%	18.96%	-3.05%
Volatility (6M) Calculated over the trailing 6-month period	37.76%	51.55%	-13.79%
Volatility (1Y) Calculated over the trailing 1-year period	58.96%	85.71%	-26.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	104.49%	91.98%	+12.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	190.29%	95.83%	+94.46%

Financials