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KTOS vs. VIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

KTOS vs. VIS - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.80%
14.75%
KTOS
VIS

Returns By Period

In the year-to-date period, KTOS achieves a 29.32% return, which is significantly higher than VIS's 25.09% return. Over the past 10 years, KTOS has outperformed VIS with an annualized return of 17.84%, while VIS has yielded a comparatively lower 11.58% annualized return.


KTOS

YTD

29.32%

1M

7.98%

6M

23.77%

1Y

37.74%

5Y (annualized)

7.06%

10Y (annualized)

17.84%

VIS

YTD

25.09%

1M

3.91%

6M

14.75%

1Y

36.20%

5Y (annualized)

13.90%

10Y (annualized)

11.58%

Key characteristics


KTOSVIS
Sharpe Ratio1.002.52
Sortino Ratio1.713.51
Omega Ratio1.201.44
Calmar Ratio0.405.39
Martin Ratio4.1016.48
Ulcer Index9.71%2.22%
Daily Std Dev39.88%14.54%
Max Drawdown-99.81%-63.51%
Current Drawdown-98.34%-1.58%

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Correlation

-0.50.00.51.00.4

The correlation between KTOS and VIS is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

KTOS vs. VIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and Vanguard Industrials ETF (VIS). 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-4.00-2.000.002.004.001.002.52
The chart of Sortino ratio for KTOS, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.713.51
The chart of Omega ratio for KTOS, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.44
The chart of Calmar ratio for KTOS, currently valued at 0.48, compared to the broader market0.002.004.006.000.485.39
The chart of Martin ratio for KTOS, currently valued at 4.10, compared to the broader market0.0010.0020.0030.004.1016.48
KTOS
VIS

The current KTOS Sharpe Ratio is 1.00, which is lower than the VIS Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of KTOS and VIS, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.00
2.52
KTOS
VIS

Dividends

KTOS vs. VIS - Dividend Comparison

KTOS has not paid dividends to shareholders, while VIS's dividend yield for the trailing twelve months is around 1.16%.


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%
VIS
Vanguard Industrials ETF
1.16%1.36%1.52%1.11%1.38%1.69%1.91%1.60%1.81%1.94%1.57%1.06%

Drawdowns

KTOS vs. VIS - Drawdown Comparison

The maximum KTOS drawdown since its inception was -99.81%, which is greater than VIS's maximum drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for KTOS and VIS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-73.25%
-1.58%
KTOS
VIS

Volatility

KTOS vs. VIS - Volatility Comparison

Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 16.53% compared to Vanguard Industrials ETF (VIS) at 5.55%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than VIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.53%
5.55%
KTOS
VIS