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.
Key characteristics
| KTOS | SPYG | |
|---|---|---|
| YTD Return | 33.46% | 35.08% |
| 1Y Return | 54.92% | 43.90% |
| 3Y Return (Ann) | 7.64% | 8.15% |
| 5Y Return (Ann) | 6.57% | 18.14% |
| 10Y Return (Ann) | 17.55% | 15.26% |
| Sharpe Ratio | 1.49 | 2.73 |
| Sortino Ratio | 2.38 | 3.47 |
| Omega Ratio | 1.27 | 1.50 |
| Calmar Ratio | 0.58 | 3.09 |
| Martin Ratio | 6.03 | 14.48 |
| Ulcer Index | 9.59% | 3.20% |
| Daily Std Dev | 38.83% | 16.97% |
| Max Drawdown | -99.81% | -67.79% |
| Current Drawdown | -98.28% | -0.13% |
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.
Performance
KTOS vs. SPYG - Performance Comparison
The year-to-date returns for both investments are quite close, with KTOS having a 33.46% return and SPYG slightly higher at 35.08%. Over the past 10 years, KTOS has outperformed SPYG with an annualized return of 17.55%, while SPYG has yielded a comparatively lower 15.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 12.60% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.23%. 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.