KTOS vs. VGUS
KTOS (Kratos Defense & Security Solutions, Inc.) is a stock, while VGUS (Vanguard Ultra-Short Treasury ETF) is Ultrashort Bond fund tracking the Bloomberg Short Treasury Index. Over the past year, KTOS returned -2.82% vs 3.87% for VGUS. At a correlation of -0.02, they often move in opposite directions.
Performance
KTOS vs. VGUS - 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 VGUS's 1.85% 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%
VGUS
- 1D
- 0.01%
- 1M
- 0.28%
- 6M
- 1.73%
- YTD
- 1.85%
- 1Y
- 3.87%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KTOS vs. VGUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KTOS Kratos Defense & Security Solutions, Inc. | -34.55% | 129.40% |
VGUS Vanguard Ultra-Short Treasury ETF | 1.85% | 3.78% |
Correlation
The correlation between KTOS and VGUS is -0.03, 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 | -0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.02 |
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Return for Risk
KTOS vs. VGUS — Risk / Return Rank
KTOS
VGUS
KTOS vs. VGUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and Vanguard Ultra-Short Treasury ETF (VGUS). 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 | VGUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -11.94 | ||
| Sortino ratioReturn per unit of downside risk | -33.73 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 10.39 | -9.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 53.40 | -53.45 |
| Martin ratioReturn relative to average drawdown | -0.08 | 403.94 | -404.03 |
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Drawdowns
KTOS vs. VGUS - Drawdown Comparison
The maximum KTOS drawdown since its inception was -99.81%, which is greater than VGUS's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for KTOS and VGUS.
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Drawdown Indicators
| KTOS | VGUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.81% | -0.07% | -99.74% |
Max Drawdown (1Y)Largest decline over 1 year | -64.57% | -0.07% | -64.50% |
Max Drawdown (3Y)Largest decline over 3 years | -64.57% | — | — |
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% | 0.01% | +34.68% |
Volatility
KTOS vs. VGUS - Volatility Comparison
Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 17.75% compared to Vanguard Ultra-Short Treasury ETF (VGUS) at 0.07%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than VGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KTOS | VGUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.75% | 0.07% | +17.68% |
Volatility (6M)Calculated over the trailing 6-month period | 53.85% | 0.18% | +53.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.33% | 0.33% | +71.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.73% | 0.34% | +52.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.94% | 0.34% | +50.60% |
Dividends
KTOS vs. VGUS - Dividend Comparison
KTOS has not paid dividends to shareholders, while VGUS's dividend yield for the trailing twelve months is around 3.61%.
| Position | TTM | 2025 |
|---|---|---|
KTOS Kratos Defense & Security Solutions, Inc. | 0.00% | 0.00% |
VGUS Vanguard Ultra-Short Treasury ETF | 3.61% | 3.12% |
Frequently Asked Questions
KTOS and VGUS have a correlation of -0.03, 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 VGUS (0.07%). In terms of maximum drawdown, KTOS dropped -99.81% vs VGUS's -0.07%.
VGUS currently has the higher Sharpe Ratio (11.91 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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