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KTOS vs. UNH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period

In the year-to-date period, KTOS achieves a -38.61% return, which is significantly lower than UNH's 27.23% return. Over the past 10 years, KTOS has outperformed UNH with an annualized return of 26.65%, while UNH has yielded a comparatively lower 13.06% annualized return.


KTOS

1D
0.93%
1M
-15.81%
6M
-54.76%
YTD
-38.61%
1Y
-17.83%
3Y*
45.72%
5Y*
11.37%
10Y*
26.65%
ALL TIME*
-4.28%

UNH

1D
-1.68%
1M
-2.58%
6M
46.38%
YTD
27.23%
1Y
78.95%
3Y*
-4.45%
5Y*
1.88%
10Y*
13.06%
ALL TIME*
22.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$144.82M$177.61M$257.63M
$2.03B$2.36B$2.61B

KTOS vs. UNH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KTOS
Kratos Defense & Security Solutions, Inc.
-38.61%187.76%30.01%96.61%-46.80%-29.27%52.30%27.82%33.05%43.11%
UNH
UnitedHealth Group Incorporated
27.23%-33.14%-2.41%0.80%6.94%45.20%21.25%20.00%14.52%39.83%

Correlation

The correlation between KTOS and UNH is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (3Y)
Balances recent behavior with more history.

0.08

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.12

Correlation (10Y)
Provides a long-term view across more market conditions.

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1999

0.15

Fundamentals

Market Cap

KTOS:

$8.74B

UNH:

$376.34B

EPS

KTOS:

$0.17

UNH:

$15.53

PE Ratio

KTOS:

277.65

UNH:

26.69

PS Ratio

KTOS:

5.77

UNH:

0.84

PB Ratio

KTOS:

2.45

UNH:

3.59

Total Revenue (TTM)

KTOS:

$1.42B

UNH:

$450.13B

Gross Profit (TTM)

KTOS:

$259.40M

UNH:

$101.21B

EBITDA (TTM)

KTOS:

$78.30M

UNH:

$25.76B

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Return for Risk

KTOS vs. UNH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KTOS
KTOS Risk / Return Rank: 3333
Overall Rank
KTOS Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KTOS Sortino Ratio Rank: 3434
Sortino Ratio Rank
KTOS Omega Ratio Rank: 3434
Omega Ratio Rank
KTOS Calmar Ratio Rank: 3434
Calmar Ratio Rank
KTOS Martin Ratio Rank: 3434
Martin Ratio Rank

UNH
UNH Risk / Return Rank: 8686
Overall Rank
UNH Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
UNH Sortino Ratio Rank: 8585
Sortino Ratio Rank
UNH Omega Ratio Rank: 9090
Omega Ratio Rank
UNH Calmar Ratio Rank: 8383
Calmar Ratio Rank
UNH Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KTOS vs. UNH - Risk-Adjusted Trends 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.

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.


KTOSUNHDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

1.01

1.36

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.31

2.45

-2.76

Martin ratioReturn relative to average drawdown

-0.55

6.01

-6.56

KTOS vs. UNH - Sharpe Ratio Comparison

The current KTOS Sharpe Ratio is -0.29, which is lower than the UNH Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of KTOS and UNH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 -74.37%. Use the drawdown chart below to compare losses from any high point for KTOS and UNH.


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Drawdown Indicators


KTOSUNHDifference

Max Drawdown

Largest peak-to-trough decline

-99.81%

-74.37%

-25.44%

Max Drawdown (1Y)

Largest decline over 1 year

-66.43%

-28.96%

-37.47%

Max Drawdown (3Y)

Largest decline over 3 years

-66.43%

-61.39%

-5.04%

Max Drawdown (5Y)

Largest decline over 5 years

-66.58%

-61.39%

-5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-72.74%

-61.39%

-11.35%

Current Drawdown

Current decline from peak

-97.05%

-30.91%

-66.14%

Average Drawdown

Average peak-to-trough decline

-95.93%

-14.83%

-81.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.39%

11.78%

+25.61%

Volatility

KTOS vs. UNH - Volatility Comparison

Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 19.73% compared to UnitedHealth Group Incorporated (UNH) at 7.40%. 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.


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Volatility by Period


KTOSUNHDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.73%

7.40%

+12.33%

Volatility (6M)

Calculated over the trailing 6-month period

54.32%

21.69%

+32.63%

Volatility (1Y)

Calculated over the trailing 1-year period

71.54%

38.68%

+32.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.11%

32.06%

+21.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.16%

30.31%

+20.85%

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 2.16%.


PositionTTM20252024202320222021202020192018201720162015
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
2.16%2.64%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%

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

KTOS vs. UNH - Profitability Comparison

The chart below illustrates the profitability comparison between Kratos Defense & Security Solutions, Inc. and UnitedHealth Group Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

KTOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Kratos Defense & Security Solutions, Inc. reported a gross profit of 34.70M and revenue of 371.00M. Therefore, the gross margin over that period was 9.4%.

UNH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, UnitedHealth Group Incorporated reported a gross profit of 36.67B and revenue of 112.03B. Therefore, the gross margin over that period was 32.7%.

KTOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Kratos Defense & Security Solutions, Inc. reported an operating income of 4.70M and revenue of 371.00M, resulting in an operating margin of 1.3%.

UNH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, UnitedHealth Group Incorporated reported an operating income of 7.99B and revenue of 112.03B, resulting in an operating margin of 7.1%.

KTOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Kratos Defense & Security Solutions, Inc. reported a net income of 11.90M and revenue of 371.00M, resulting in a net margin of 3.2%.

UNH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, UnitedHealth Group Incorporated reported a net income of 5.48B and revenue of 112.03B, resulting in a net margin of 4.9%.


Frequently Asked Questions


KTOS and UNH have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KTOS has higher volatility (19.73%) compared to UNH (7.40%). In terms of maximum drawdown, KTOS dropped -99.81% vs UNH's -74.37%.

UNH currently has the higher Sharpe Ratio (1.86 vs -0.29), 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.

Portfolio Optimizer

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