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KTOS vs. CRWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KTOS and CRWD is 0.27, 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.


-0.50.00.51.00.3

Performance

KTOS vs. CRWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kratos Defense & Security Solutions, Inc. (KTOS) and CrowdStrike Holdings, Inc. (CRWD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
26.90%
-4.35%
KTOS
CRWD

Key characteristics

Sharpe Ratio

KTOS:

0.69

CRWD:

0.86

Sortino Ratio

KTOS:

1.33

CRWD:

1.36

Omega Ratio

KTOS:

1.16

CRWD:

1.19

Calmar Ratio

KTOS:

0.29

CRWD:

0.91

Martin Ratio

KTOS:

3.19

CRWD:

2.26

Ulcer Index

KTOS:

8.92%

CRWD:

17.89%

Daily Std Dev

KTOS:

41.09%

CRWD:

47.11%

Max Drawdown

KTOS:

-99.81%

CRWD:

-67.69%

Current Drawdown

KTOS:

-98.35%

CRWD:

-7.82%

Fundamentals

Market Cap

KTOS:

$4.12B

CRWD:

$88.03B

EPS

KTOS:

$0.10

CRWD:

$0.53

PE Ratio

KTOS:

272.50

CRWD:

710.23

PEG Ratio

KTOS:

34.12

CRWD:

1.75

Total Revenue (TTM)

KTOS:

$1.13B

CRWD:

$3.74B

Gross Profit (TTM)

KTOS:

$278.30M

CRWD:

$2.81B

EBITDA (TTM)

KTOS:

$88.40M

CRWD:

$297.12M

Returns By Period

In the year-to-date period, KTOS achieves a 28.09% return, which is significantly lower than CRWD's 41.59% return.


KTOS

YTD

28.09%

1M

-2.40%

6M

26.90%

1Y

28.09%

5Y*

7.48%

10Y*

17.73%

CRWD

YTD

41.59%

1M

-2.89%

6M

-4.35%

1Y

41.42%

5Y*

50.05%

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

KTOS vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and CrowdStrike Holdings, Inc. (CRWD). 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.


Sharpe ratio
The chart of Sharpe ratio for KTOS, currently valued at 0.69, compared to the broader market-4.00-2.000.002.000.690.86
The chart of Sortino ratio for KTOS, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.331.36
The chart of Omega ratio for KTOS, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.19
The chart of Calmar ratio for KTOS, currently valued at 0.58, compared to the broader market0.002.004.006.000.580.91
The chart of Martin ratio for KTOS, currently valued at 3.19, compared to the broader market-5.000.005.0010.0015.0020.0025.003.192.26
KTOS
CRWD

The current KTOS Sharpe Ratio is 0.69, which is comparable to the CRWD Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of KTOS and CRWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.69
0.86
KTOS
CRWD

Dividends

KTOS vs. CRWD - Dividend Comparison

Neither KTOS nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KTOS vs. CRWD - Drawdown Comparison

The maximum KTOS drawdown since its inception was -99.81%, which is greater than CRWD's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for KTOS and CRWD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.81%
-7.82%
KTOS
CRWD

Volatility

KTOS vs. CRWD - Volatility Comparison

The current volatility for Kratos Defense & Security Solutions, Inc. (KTOS) is 13.38%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 14.57%. This indicates that KTOS experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.38%
14.57%
KTOS
CRWD

Financials

KTOS vs. CRWD - Financials Comparison

This section allows you to compare key financial metrics between Kratos Defense & Security Solutions, Inc. and CrowdStrike Holdings, Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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