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KTOS vs. UNH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

KTOS vs. UNH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kratos Defense & Security Solutions, Inc. (KTOS) and UnitedHealth Group Incorporated (UNH). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.68%
16.51%
KTOS
UNH

Returns By Period

In the year-to-date period, KTOS achieves a 29.32% return, which is significantly higher than UNH's 14.83% return. Over the past 10 years, KTOS has underperformed UNH with an annualized return of 17.84%, while UNH has yielded a comparatively higher 21.83% annualized return.


KTOS

YTD

29.32%

1M

7.98%

6M

23.77%

1Y

37.74%

5Y (annualized)

7.06%

10Y (annualized)

17.84%

UNH

YTD

14.83%

1M

4.85%

6M

16.51%

1Y

11.55%

5Y (annualized)

18.41%

10Y (annualized)

21.83%

Fundamentals


KTOSUNH
Market Cap$3.81B$552.63B
EPS$0.10$15.37
PE Ratio252.2039.07
PEG Ratio34.121.63
Total Revenue (TTM)$1.13B$390.71B
Gross Profit (TTM)$278.30M-$18.49B
EBITDA (TTM)$88.40M$26.73B

Key characteristics


KTOSUNH
Sharpe Ratio1.000.50
Sortino Ratio1.710.86
Omega Ratio1.201.12
Calmar Ratio0.400.62
Martin Ratio4.101.63
Ulcer Index9.71%7.63%
Daily Std Dev39.88%24.81%
Max Drawdown-99.81%-82.67%
Current Drawdown-98.34%-4.44%

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Correlation

-0.50.00.51.00.2

The correlation between KTOS and UNH is 0.16, 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. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and UnitedHealth Group Incorporated (UNH). 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.


Sharpe ratio
The chart of Sharpe ratio for KTOS, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.000.50
The chart of Sortino ratio for KTOS, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.710.86
The chart of Omega ratio for KTOS, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.12
The chart of Calmar ratio for KTOS, currently valued at 0.40, compared to the broader market0.002.004.006.000.400.62
The chart of Martin ratio for KTOS, currently valued at 4.10, compared to the broader market0.0010.0020.0030.004.101.63
KTOS
UNH

The current KTOS Sharpe Ratio is 1.00, which is higher than the UNH Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of KTOS and UNH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.00
0.50
KTOS
UNH

Dividends

KTOS vs. UNH - Dividend Comparison

KTOS has not paid dividends to shareholders, while UNH's dividend yield for the trailing twelve months is around 1.33%.


TTM20232022202120202019201820172016201520142013
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%
UNH
UnitedHealth Group Incorporated
1.33%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Drawdowns

KTOS vs. UNH - Drawdown Comparison

The maximum KTOS drawdown since its inception was -99.81%, which is greater than UNH's maximum drawdown of -82.67%. Use the drawdown chart below to compare losses from any high point for KTOS and UNH. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-98.34%
-4.44%
KTOS
UNH

Volatility

KTOS vs. UNH - Volatility Comparison

Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 16.53% compared to UnitedHealth Group Incorporated (UNH) at 8.56%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
16.53%
8.56%
KTOS
UNH

Financials

KTOS vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between Kratos Defense & Security Solutions, Inc. and UnitedHealth Group Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items