KTOS vs. SPYG
Compare and contrast key facts about Kratos Defense & Security Solutions, Inc. (KTOS) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KTOS or SPYG.
Performance
KTOS vs. SPYG - Performance Comparison
Returns By Period
In the year-to-date period, KTOS achieves a 23.46% return, which is significantly lower than SPYG's 33.28% return. Over the past 10 years, KTOS has outperformed SPYG with an annualized return of 17.41%, while SPYG has yielded a comparatively lower 14.98% annualized return.
KTOS
23.46%
0.80%
15.44%
30.60%
6.34%
17.41%
SPYG
33.28%
2.17%
14.69%
38.23%
17.66%
14.98%
Key characteristics
| KTOS | SPYG | |
|---|---|---|
| Sharpe Ratio | 0.86 | 2.31 |
| Sortino Ratio | 1.53 | 3.00 |
| Omega Ratio | 1.18 | 1.42 |
| Calmar Ratio | 0.34 | 2.97 |
| Martin Ratio | 3.52 | 12.27 |
| Ulcer Index | 9.69% | 3.21% |
| Daily Std Dev | 39.84% | 17.06% |
| Max Drawdown | -99.81% | -67.79% |
| Current Drawdown | -98.41% | -1.46% |
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Correlation
The correlation between KTOS and SPYG is 0.37, 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.
Risk-Adjusted Performance
KTOS vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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. SPYG - Dividend Comparison
KTOS has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.65%.
| 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% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.65% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
KTOS vs. SPYG - Drawdown Comparison
The maximum KTOS drawdown since its inception was -99.81%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for KTOS and SPYG. For additional features, visit the drawdowns tool.
Volatility
KTOS vs. SPYG - Volatility Comparison
Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 16.25% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.57%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.