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KTOS vs. DFEN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KTOS vs. DFEN.DE - Performance Comparison

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

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Different Trading Currencies

KTOS is traded in USD, while DFEN.DE is traded in EUR. To make them comparable, the DFEN.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, KTOS achieves a -23.92% return, which is significantly lower than DFEN.DE's 1.46% 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%

DFEN.DE

1D
0.49%
1M
1.00%
YTD
1.46%
6M
2.92%
1Y
13.94%
3Y*
40.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KTOS vs. DFEN.DE - Yearly Performance Comparison


2026 (YTD)202520242023
KTOS
Kratos Defense & Security Solutions, Inc.
-23.92%187.76%30.01%52.67%
DFEN.DE
VanEck Defense UCITS ETF A
1.46%70.20%43.28%24.17%

Correlation

The correlation between KTOS and DFEN.DE is 0.56, 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

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2023

0.46

The correlation between KTOS and DFEN.DE shifts across timeframes, from 0.46 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

KTOS vs. DFEN.DE — Risk / Return Rank

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

KTOS
KTOS Risk / Return Rank: 6060
Overall Rank
KTOS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
KTOS Sortino Ratio Rank: 6262
Sortino Ratio Rank
KTOS Omega Ratio Rank: 5959
Omega Ratio Rank
KTOS Calmar Ratio Rank: 5858
Calmar Ratio Rank
KTOS Martin Ratio Rank: 5757
Martin Ratio Rank

DFEN.DE
DFEN.DE Risk / Return Rank: 1919
Overall Rank
DFEN.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DFEN.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
DFEN.DE Omega Ratio Rank: 1919
Omega Ratio Rank
DFEN.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
DFEN.DE Martin Ratio Rank: 1818
Martin Ratio Rank
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. DFEN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and VanEck Defense UCITS ETF A (DFEN.DE). 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.


KTOSDFEN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.15

1.11

+0.04

Calmar ratioReturn relative to maximum drawdown

0.67

0.71

-0.04

Martin ratioReturn relative to average drawdown

1.34

1.73

-0.39

KTOS vs. DFEN.DE - Sharpe Ratio Comparison

The current KTOS Sharpe Ratio is 0.56, which is comparable to the DFEN.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of KTOS and DFEN.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KTOS vs. DFEN.DE - Drawdown Comparison

The maximum KTOS drawdown since its inception was -99.81%, which is greater than DFEN.DE's maximum drawdown of -19.59%. Use the drawdown chart below to compare losses from any high point for KTOS and DFEN.DE.


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Drawdown Indicators


KTOSDFEN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.81%

-19.59%

-80.22%

Max Drawdown (1Y)

Largest decline over 1 year

-60.15%

-19.59%

-40.56%

Max Drawdown (3Y)

Largest decline over 3 years

-60.15%

-19.59%

-40.56%

Max Drawdown (5Y)

Largest decline over 5 years

-69.39%

Max Drawdown (10Y)

Largest decline over 10 years

-72.74%

Current Drawdown

Current decline from peak

-96.34%

-16.58%

-79.76%

Average Drawdown

Average peak-to-trough decline

-95.93%

-3.51%

-92.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.90%

8.02%

+21.88%

Volatility

KTOS vs. DFEN.DE - Volatility Comparison

Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 23.44% compared to VanEck Defense UCITS ETF A (DFEN.DE) at 7.93%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than DFEN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KTOSDFEN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.44%

7.93%

+15.51%

Volatility (6M)

Calculated over the trailing 6-month period

57.02%

19.89%

+37.13%

Volatility (1Y)

Calculated over the trailing 1-year period

72.17%

25.41%

+46.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.33%

21.76%

+30.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.82%

21.76%

+29.06%

Dividends

KTOS vs. DFEN.DE - Dividend Comparison

Neither KTOS nor DFEN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KTOS and DFEN.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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