KTOS vs. KEP
KTOS (Kratos Defense & Security Solutions, Inc.) and KEP (Korea Electric Power Corporation) are both stocks. KTOS operates in Aerospace & Defense (Industrials), while KEP operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, KTOS returned 30.83%/yr vs -5.73%/yr for KEP. At a 0.17 correlation, their price movements are largely independent.
Performance
KTOS vs. KEP - Performance Comparison
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Returns By Period
In the year-to-date period, KTOS achieves a -23.92% return, which is significantly lower than KEP's -22.67% return. Over the past 10 years, KTOS has outperformed KEP with an annualized return of 30.83%, while KEP has yielded a comparatively lower -5.73% 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%
KEP
- 1D
- 4.33%
- 1M
- -7.40%
- YTD
- -22.67%
- 6M
- -21.03%
- 1Y
- 23.10%
- 3Y*
- 21.69%
- 5Y*
- 2.57%
- 10Y*
- -5.73%
KTOS vs. KEP - 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% |
KEP Korea Electric Power Corporation | -22.67% | 147.56% | -4.05% | -16.09% | -5.47% | -25.51% | 3.72% | -19.80% | -16.71% | -4.17% |
Correlation
The correlation between KTOS and KEP is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 1999 | 0.17 |
The correlation between KTOS and KEP shifts across timeframes, from 0.06 (1 year) to 0.17 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
KTOS:
$10.36B
KEP:
$16.55B
KTOS:
$0.17
KEP:
₩6.83K
KTOS:
335.35
KEP:
2.84
KTOS:
3.89
KEP:
0.06
KTOS:
6.97
KEP:
0.26
KTOS:
3.04
KEP:
0.51
KTOS:
$1.42B
KEP:
₩97.47T
KTOS:
$259.40M
KEP:
₩16.07T
KTOS:
$78.30M
KEP:
₩29.23T
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Return for Risk
KTOS vs. KEP — Risk / Return Rank
KTOS
KEP
KTOS vs. KEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and Korea Electric Power Corporation (KEP). 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 | KEP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.12 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 0.48 | +0.19 |
| Martin ratioReturn relative to average drawdown | 1.34 | 1.10 | +0.24 |
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Drawdowns
KTOS vs. KEP - Drawdown Comparison
The maximum KTOS drawdown since its inception was -99.81%, which is greater than KEP's maximum drawdown of -78.55%. Use the drawdown chart below to compare losses from any high point for KTOS and KEP.
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Drawdown Indicators
| KTOS | KEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.81% | -78.55% | -21.26% |
Max Drawdown (1Y)Largest decline over 1 year | -60.15% | -48.84% | -11.31% |
Max Drawdown (3Y)Largest decline over 3 years | -60.15% | -48.84% | -11.31% |
Max Drawdown (5Y)Largest decline over 5 years | -69.39% | -51.34% | -18.05% |
Max Drawdown (10Y)Largest decline over 10 years | -72.74% | -78.55% | +5.81% |
Current DrawdownCurrent decline from peak | -96.34% | -50.75% | -45.59% |
Average DrawdownAverage peak-to-trough decline | -95.93% | -44.51% | -51.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.90% | 20.99% | +8.91% |
Volatility
KTOS vs. KEP - Volatility Comparison
Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 23.44% compared to Korea Electric Power Corporation (KEP) at 11.47%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than KEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KTOS | KEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 11.47% | +11.97% |
Volatility (6M)Calculated over the trailing 6-month period | 57.02% | 37.85% | +19.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.17% | 53.54% | +18.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.33% | 38.10% | +14.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.82% | 35.40% | +15.42% |
Dividends
KTOS vs. KEP - Dividend Comparison
KTOS has not paid dividends to shareholders, while KEP's dividend yield for the trailing twelve months is around 4.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KEP Korea Electric Power Corporation | 4.09% | 3.16% | 1.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.68% | 6.46% |
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% |
Financials
KTOS vs. KEP - Financials Comparison
This section allows you to compare key financial metrics between Kratos Defense & Security Solutions, Inc. and Korea Electric Power Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
KTOS vs. KEP - Profitability Comparison
KTOS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kratos Defense & Security Solutions, Inc. reported a gross profit of 34.70M and revenue of 371.00M. Therefore, the gross margin over that period was 9.4%.
KEP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Korea Electric Power Corporation reported a gross profit of 4.68T and revenue of 25.13T. Therefore, the gross margin over that period was 18.6%.
KTOS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kratos Defense & Security Solutions, Inc. reported an operating income of 4.70M and revenue of 371.00M, resulting in an operating margin of 1.3%.
KEP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Korea Electric Power Corporation reported an operating income of 3.93T and revenue of 25.13T, resulting in an operating margin of 15.6%.
KTOS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kratos Defense & Security Solutions, Inc. reported a net income of 11.90M and revenue of 371.00M, resulting in a net margin of 3.2%.
KEP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Korea Electric Power Corporation reported a net income of 2.59T and revenue of 25.13T, resulting in a net margin of 10.3%.
Frequently Asked Questions
KTOS and KEP have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KTOS has higher volatility (23.44%) compared to KEP (11.47%). In terms of maximum drawdown, KTOS dropped -99.81% vs KEP's -78.55%.
KTOS currently has the higher Sharpe Ratio (0.56 vs 0.43), 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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