KTOS vs. SCHG
Compare and contrast key facts about Kratos Defense & Security Solutions, Inc. (KTOS) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KTOS or SCHG.
Performance
KTOS vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, KTOS achieves a 24.30% return, which is significantly lower than SCHG's 32.53% return. Over the past 10 years, KTOS has outperformed SCHG with an annualized return of 17.49%, while SCHG has yielded a comparatively lower 16.49% annualized return.
KTOS
24.30%
2.23%
17.80%
34.36%
6.22%
17.49%
SCHG
32.53%
2.62%
15.29%
38.57%
20.39%
16.49%
Key characteristics
| KTOS | SCHG | |
|---|---|---|
| Sharpe Ratio | 0.79 | 2.25 |
| Sortino Ratio | 1.45 | 2.93 |
| Omega Ratio | 1.17 | 1.41 |
| Calmar Ratio | 0.32 | 3.09 |
| Martin Ratio | 3.25 | 12.27 |
| Ulcer Index | 9.70% | 3.11% |
| Daily Std Dev | 39.76% | 17.00% |
| Max Drawdown | -99.81% | -34.59% |
| Current Drawdown | -98.40% | -1.51% |
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Correlation
The correlation between KTOS and SCHG is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
KTOS vs. SCHG - Risk-Adjusted Performance 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.
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 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
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. For additional features, visit the drawdowns tool.
Volatility
KTOS vs. SCHG - Volatility Comparison
Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 16.17% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.78%. 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.