KTOS vs. BIL
KTOS (Kratos Defense & Security Solutions, Inc.) is a stock, while BIL (SPDR Bloomberg 1-3 Month T-Bill ETF) is Government Bonds fund tracking the Bloomberg 1-3 Month U.S. Treasury Bill Index. Over the past 10 years, KTOS returned 26.73%/yr vs 2.22%/yr for BIL. At a correlation of -0.00, they often move in opposite directions.
Performance
KTOS vs. BIL - Performance Comparison
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Returns By Period
In the year-to-date period, KTOS achieves a -34.55% return, which is significantly lower than BIL's 1.91% return. Over the past 10 years, KTOS has outperformed BIL with an annualized return of 26.73%, while BIL has yielded a comparatively lower 2.22% annualized return.
KTOS
- 1D
- -1.35%
- 1M
- -12.87%
- 6M
- -59.11%
- YTD
- -34.55%
- 1Y
- -2.82%
- 3Y*
- 55.63%
- 5Y*
- 14.02%
- 10Y*
- 26.73%
BIL
- 1D
- 0.01%
- 1M
- 0.30%
- 6M
- 1.77%
- YTD
- 1.91%
- 1Y
- 3.82%
- 3Y*
- 4.58%
- 5Y*
- 3.50%
- 10Y*
- 2.22%
KTOS vs. BIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KTOS Kratos Defense & Security Solutions, Inc. | -34.55% | 187.76% | 30.01% | 96.61% | -46.80% | -29.27% | 52.30% | 27.82% | 33.05% | 43.11% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 1.91% | 4.15% | 5.19% | 4.94% | 1.40% | -0.10% | 0.40% | 2.03% | 1.74% | 0.69% |
Correlation
The correlation between KTOS and BIL is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | -0.00 |
The correlation between KTOS and BIL shifts across timeframes, from -0.13 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KTOS vs. BIL — Risk / Return Rank
KTOS
BIL
KTOS vs. BIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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 | BIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.11 | ||
| Sortino ratioReturn per unit of downside risk | -153.12 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 69.55 | -68.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 350.30 | -350.35 |
| Martin ratioReturn relative to average drawdown | -0.08 | 2,484.19 | -2,484.27 |
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Drawdowns
KTOS vs. BIL - Drawdown Comparison
The maximum KTOS drawdown since its inception was -99.81%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for KTOS and BIL.
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Drawdown Indicators
| KTOS | BIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.81% | -0.78% | -99.03% |
Max Drawdown (1Y)Largest decline over 1 year | -64.57% | -0.01% | -64.56% |
Max Drawdown (3Y)Largest decline over 3 years | -64.57% | -0.01% | -64.56% |
Max Drawdown (5Y)Largest decline over 5 years | -66.97% | -0.08% | -66.89% |
Max Drawdown (10Y)Largest decline over 10 years | -72.74% | -0.21% | -72.53% |
Current DrawdownCurrent decline from peak | -96.85% | 0.00% | -96.85% |
Average DrawdownAverage peak-to-trough decline | -95.93% | -0.26% | -95.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.69% | 0.00% | +34.69% |
Volatility
KTOS vs. BIL - Volatility Comparison
Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 17.75% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KTOS | BIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.75% | 0.07% | +17.68% |
Volatility (6M)Calculated over the trailing 6-month period | 53.85% | 0.14% | +53.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.33% | 0.20% | +71.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.73% | 0.26% | +52.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.94% | 0.26% | +50.68% |
Dividends
KTOS vs. BIL - Dividend Comparison
KTOS has not paid dividends to shareholders, while BIL's dividend yield for the trailing twelve months is around 3.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.81% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% |
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% |
Frequently Asked Questions
KTOS and BIL have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KTOS has higher volatility (17.75%) compared to BIL (0.07%). In terms of maximum drawdown, KTOS dropped -99.81% vs BIL's -0.78%.
BIL currently has the higher Sharpe Ratio (19.07 vs -0.04), 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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