KTOS vs. AIVI

Last updated Jun 13, 2026

KTOS (Kratos Defense & Security Solutions, Inc.) is a stock, while AIVI (WisdomTree International Al Enhanced Value Fund) is Foreign Large Cap Equities fund actively managed by WisdomTree. Over the past 10 years, KTOS returned 30.83%/yr vs 9.27%/yr for AIVI. At a 0.32 correlation, their price movements are largely independent.

Performance

KTOS vs. AIVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kratos Defense & Security Solutions, Inc. (KTOS) and WisdomTree International Al Enhanced Value Fund (AIVI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KTOS achieves a -23.92% return, which is significantly lower than AIVI's 10.66% return. Over the past 10 years, KTOS has outperformed AIVI with an annualized return of 30.83%, while AIVI has yielded a comparatively lower 9.27% annualized return.

KTOS

• 1D: -1.75%
• 1M: 10.02%
• YTD: -23.92%
• 6M: -23.97%
• 1Y: 40.03%
• 3Y*: 60.38%
• 5Y*: 17.13%
• 10Y*: 30.83%

AIVI

• 1D: 0.54%
• 1M: 0.13%
• YTD: 10.66%
• 6M: 12.95%
• 1Y: 22.84%
• 3Y*: 18.30%
• 5Y*: 10.12%
• 10Y*: 9.27%

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

KTOS vs. AIVI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KTOS Kratos Defense & Security Solutions, Inc.	-23.92%	187.76%	30.01%	96.61%	-46.80%	-29.27%	52.30%	27.82%	33.05%	43.11%
AIVI WisdomTree International Al Enhanced Value Fund	10.66%	38.68%	2.07%	18.11%	-9.78%	9.33%	-1.28%	17.55%	-9.25%	20.63%

Correlation

The correlation between KTOS and AIVI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006	0.32

The correlation between KTOS and AIVI shifts across timeframes, from 0.19 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

KTOS vs. AIVI — Risk / Return Rank

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

KTOS

KTOS Risk / Return Rank: 60
KTOS Sharpe Ratio Rank: 62
KTOS Sortino Ratio Rank: 62
KTOS Omega Ratio Rank: 59
KTOS Calmar Ratio Rank: 58
KTOS Martin Ratio Rank: 57

AIVI

AIVI Risk / Return Rank: 53
AIVI Sharpe Ratio Rank: 57
AIVI Sortino Ratio Rank: 56
AIVI Omega Ratio Rank: 55
AIVI Calmar Ratio Rank: 48
AIVI Martin Ratio Rank: 49

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.

KTOS vs. AIVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and WisdomTree International Al Enhanced Value Fund (AIVI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	KTOS	AIVI	Difference
Sharpe ratio: Return per unit of total volatility	0.56	1.68	-1.13
Sortino ratio: Return per unit of downside risk	1.25	2.36	-1.11
Omega ratio: Gain probability vs. loss probability	1.15	1.30	-0.15
Calmar ratio: Return relative to maximum drawdown	0.67	2.10	-1.43
Martin ratio: Return relative to average drawdown	1.34	7.30	-5.96

KTOS vs. AIVI - Sharpe Ratio Comparison

The current KTOS Sharpe Ratio is 0.56, which is lower than the AIVI Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of KTOS and AIVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

KTOS vs. AIVI - Drawdown Comparison

The maximum KTOS drawdown since its inception was -99.81%, which is greater than AIVI's maximum drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for KTOS and AIVI.

Drawdown Indicators

	KTOS	AIVI	Difference
Max Drawdown Largest peak-to-trough decline	-99.81%	-65.98%	-33.83%
Max Drawdown (1Y) Largest decline over 1 year	-60.15%	-10.92%	-49.23%
Max Drawdown (3Y) Largest decline over 3 years	-60.15%	-11.71%	-48.44%
Max Drawdown (5Y) Largest decline over 5 years	-69.39%	-28.05%	-41.34%
Max Drawdown (10Y) Largest decline over 10 years	-72.74%	-35.42%	-37.32%
Current Drawdown Current decline from peak	-96.34%	-1.58%	-94.76%
Average Drawdown Average peak-to-trough decline	-95.93%	-15.52%	-80.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.90%	3.15%	+26.75%

Volatility

KTOS vs. AIVI - Volatility Comparison

Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 23.44% compared to WisdomTree International Al Enhanced Value Fund (AIVI) at 4.45%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than AIVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KTOS	AIVI	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.44%	4.45%	+18.99%
Volatility (6M) Calculated over the trailing 6-month period	57.02%	11.22%	+45.80%
Volatility (1Y) Calculated over the trailing 1-year period	72.17%	13.63%	+58.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.33%	15.20%	+37.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.82%	16.46%	+34.36%

Dividends

KTOS vs. AIVI - Dividend Comparison

KTOS has not paid dividends to shareholders, while AIVI's dividend yield for the trailing twelve months is around 4.16%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIVI WisdomTree International Al Enhanced Value Fund	4.16%	4.70%	4.94%	5.05%	4.32%	5.53%	3.50%	4.31%	4.21%	3.65%	3.98%	4.23%
KTOS Kratos Defense & Security Solutions, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KTOS and AIVI in my portfolio?

KTOS and AIVI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KTOS or AIVI?

KTOS has higher volatility (23.44%) compared to AIVI (4.45%). In terms of maximum drawdown, KTOS dropped -99.81% vs AIVI's -65.98%.

Which has better risk-adjusted returns?

AIVI currently has the higher Sharpe Ratio (1.68 vs 0.56), 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.