KTOS vs. TBIL
KTOS (Kratos Defense & Security Solutions, Inc.) is a stock, while TBIL (F/m US Treasury 3 Month Bill ETF) is Ultrashort Bond fund tracking the Bloomberg US Treasury Bellwether 3M Total Return USD Unhedged Index. Over the past 3 years, KTOS returned 55.63%/yr vs 4.58%/yr for TBIL. At a correlation of -0.01, they often move in opposite directions.
Performance
KTOS vs. TBIL - Performance Comparison
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Returns By Period
In the year-to-date period, KTOS achieves a -34.55% return, which is significantly lower than TBIL's 1.91% return.
KTOS
- 1D
- -1.35%
- 1M
- -12.87%
- 6M
- -59.11%
- YTD
- -34.55%
- 1Y
- -2.82%
- 3Y*
- 55.63%
- 5Y*
- 14.02%
- 10Y*
- 26.73%
TBIL
- 1D
- 0.00%
- 1M
- 0.29%
- 6M
- 1.79%
- YTD
- 1.91%
- 1Y
- 3.87%
- 3Y*
- 4.58%
- 5Y*
- —
- 10Y*
- —
KTOS vs. TBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
KTOS Kratos Defense & Security Solutions, Inc. | -34.55% | 187.76% | 30.01% | 96.61% | -31.20% |
TBIL F/m US Treasury 3 Month Bill ETF | 1.91% | 4.19% | 5.15% | 5.12% | 1.29% |
Correlation
The correlation between KTOS and TBIL is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022 | -0.01 |
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Return for Risk
KTOS vs. TBIL — Risk / Return Rank
KTOS
TBIL
KTOS vs. TBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and F/m US Treasury 3 Month Bill ETF (TBIL). 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 | TBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.87 | ||
| Sortino ratioReturn per unit of downside risk | -63.65 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 20.47 | -19.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 193.69 | -193.74 |
| Martin ratioReturn relative to average drawdown | -0.08 | 1,037.20 | -1,037.28 |
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Drawdowns
KTOS vs. TBIL - Drawdown Comparison
The maximum KTOS drawdown since its inception was -99.81%, which is greater than TBIL's maximum drawdown of -0.10%. Use the drawdown chart below to compare losses from any high point for KTOS and TBIL.
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Drawdown Indicators
| KTOS | TBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.81% | -0.10% | -99.71% |
Max Drawdown (1Y)Largest decline over 1 year | -64.57% | -0.02% | -64.55% |
Max Drawdown (3Y)Largest decline over 3 years | -64.57% | -0.02% | -64.55% |
Max Drawdown (5Y)Largest decline over 5 years | -66.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -72.74% | — | — |
Current DrawdownCurrent decline from peak | -96.85% | 0.00% | -96.85% |
Average DrawdownAverage peak-to-trough decline | -95.93% | -0.00% | -95.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.69% | 0.00% | +34.69% |
Volatility
KTOS vs. TBIL - Volatility Comparison
Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 17.75% compared to F/m US Treasury 3 Month Bill ETF (TBIL) at 0.08%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than TBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KTOS | TBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.75% | 0.08% | +17.67% |
Volatility (6M)Calculated over the trailing 6-month period | 53.85% | 0.20% | +53.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.33% | 0.28% | +71.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.73% | 0.32% | +52.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.94% | 0.32% | +50.62% |
Dividends
KTOS vs. TBIL - Dividend Comparison
KTOS has not paid dividends to shareholders, while TBIL's dividend yield for the trailing twelve months is around 3.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
KTOS Kratos Defense & Security Solutions, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TBIL F/m US Treasury 3 Month Bill ETF | 3.73% | 4.07% | 5.02% | 5.00% | 1.10% |
Frequently Asked Questions
KTOS and TBIL have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KTOS has higher volatility (17.75%) compared to TBIL (0.08%). In terms of maximum drawdown, KTOS dropped -99.81% vs TBIL's -0.10%.
TBIL currently has the higher Sharpe Ratio (13.83 vs -0.04), 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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