KTOS vs. SCHG

Last updated Aug 6, 2026

KTOS (Kratos Defense & Security Solutions, Inc.) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, KTOS returned 26.25%/yr vs 18.53%/yr for SCHG. Their 0.43 correlation means their historical movements had little consistent relationship.

Performance

KTOS vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kratos Defense & Security Solutions, Inc. (KTOS) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KTOS achieves a -27.10% return, which is significantly lower than SCHG's 8.92% return. Over the past 10 years, KTOS has outperformed SCHG with an annualized return of 26.25%, while SCHG has yielded a comparatively lower 18.53% annualized return.

KTOS

• 1D: 6.69%
• 1M: 3.36%
• 6M: -39.41%
• YTD: -27.10%
• 1Y: -6.84%
• 3Y*: 49.39%
• 5Y*: 17.43%
• 10Y*: 26.25%
• ALL TIME*: -3.66%

SCHG

• 1D: -0.20%
• 1M: 2.66%
• 6M: 14.32%
• YTD: 8.92%
• 1Y: 19.22%
• 3Y*: 24.06%
• 5Y*: 13.78%
• 10Y*: 18.53%
• ALL TIME*: 16.58%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
KTOS Kratos Defense & Security Solutions, Inc.	$206.42M	$188.96M	$261.01M
SCHG Schwab U.S. Large-Cap Growth ETF	$257.63M	$251.71M	$336.60M

KTOS vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KTOS Kratos Defense & Security Solutions, Inc.	-27.10%	187.76%	30.01%	96.61%	-46.80%	-29.27%	52.30%	27.82%	33.05%	43.11%
SCHG Schwab U.S. Large-Cap Growth ETF	8.92%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%

Correlation

The correlation between KTOS and SCHG is 0.40, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.40
Correlation (3Y) Balances recent behavior with more history.	0.38
Correlation (5Y) Shows whether the relationship held over a longer period.	0.43
Correlation (10Y) Provides a long-term view across more market conditions.	0.40
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009	0.43

Return for Risk

KTOS vs. SCHG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KTOS

KTOS Risk / Return Rank: 39
KTOS Sharpe Ratio Rank: 38
KTOS Sortino Ratio Rank: 41
KTOS Omega Ratio Rank: 40
KTOS Calmar Ratio Rank: 39
KTOS Martin Ratio Rank: 39

SCHG

SCHG Risk / Return Rank: 36
SCHG Sharpe Ratio Rank: 41
SCHG Sortino Ratio Rank: 38
SCHG Omega Ratio Rank: 38
SCHG Calmar Ratio Rank: 31
SCHG Martin Ratio Rank: 34

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KTOS vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	-0.10	1.16	-1.26
Sortino ratio: Return per unit of downside risk	0.38	1.64	-1.26
Omega ratio: Gain probability vs. loss probability	1.04	1.21	-0.16
Calmar ratio: Return relative to maximum drawdown	-0.10	1.18	-1.28
Martin ratio: Return relative to average drawdown	-0.18	3.71	-3.90

KTOS vs. SCHG - Sharpe Ratio Comparison

The current KTOS Sharpe Ratio is -0.10, which is lower than the SCHG Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of KTOS and SCHG, 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. SCHG - Drawdown Comparison

The maximum KTOS drawdown since its inception was -99.81%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for KTOS and SCHG.

Drawdown Indicators

	KTOS	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-99.81%	-34.59%	-65.22%
Max Drawdown (1Y) Largest decline over 1 year	-66.43%	-16.41%	-50.02%
Max Drawdown (3Y) Largest decline over 3 years	-66.43%	-23.39%	-43.04%
Max Drawdown (5Y) Largest decline over 5 years	-66.43%	-34.59%	-31.84%
Max Drawdown (10Y) Largest decline over 10 years	-72.74%	-34.59%	-38.15%
Current Drawdown Current decline from peak	-96.50%	-0.20%	-96.30%
Average Drawdown Average peak-to-trough decline	-95.93%	-5.19%	-90.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.96%	5.18%	+32.78%

Volatility

KTOS vs. SCHG - Volatility Comparison

Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 20.66% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.92%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KTOS	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.66%	4.92%	+15.74%
Volatility (6M) Calculated over the trailing 6-month period	54.33%	12.98%	+41.35%
Volatility (1Y) Calculated over the trailing 1-year period	72.01%	16.62%	+55.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.02%	22.46%	+30.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.94%	21.61%	+29.33%

Dividends

KTOS vs. SCHG - Dividend Comparison

KTOS has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCHG Schwab U.S. Large-Cap Growth ETF	0.37%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both KTOS and SCHG in my portfolio?

KTOS and SCHG have a correlation of 0.40, 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 SCHG?

KTOS has higher volatility (20.66%) compared to SCHG (4.92%). In terms of maximum drawdown, KTOS dropped -99.81% vs SCHG's -34.59%.

Which has better risk-adjusted returns?

SCHG currently has the higher Sharpe Ratio (1.16 vs -0.10), 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.