KTOS vs. VYMI

Last updated Jun 9, 2026

KTOS (Kratos Defense & Security Solutions, Inc.) is a stock, while VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, KTOS returned 30.73%/yr vs 10.62%/yr for VYMI. At a 0.37 correlation, their price movements are largely independent.

Performance

KTOS vs. VYMI - Performance Comparison

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

Returns By Period

In the year-to-date period, KTOS achieves a -23.95% return, which is significantly lower than VYMI's 10.04% return. Over the past 10 years, KTOS has outperformed VYMI with an annualized return of 30.73%, while VYMI has yielded a comparatively lower 10.62% annualized return.

KTOS

• 1D: -1.35%
• 1M: -0.28%
• YTD: -23.95%
• 6M: -25.06%
• 1Y: 42.65%
• 3Y*: 59.41%
• 5Y*: 16.85%
• 10Y*: 30.73%

VYMI

• 1D: 0.24%
• 1M: -1.37%
• YTD: 10.04%
• 6M: 13.58%
• 1Y: 27.88%
• 3Y*: 20.99%
• 5Y*: 11.79%
• 10Y*: 10.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KTOS vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KTOS Kratos Defense & Security Solutions, Inc.	-23.95%	187.76%	30.01%	96.61%	-46.80%	-29.27%	52.30%	27.82%	33.05%	43.11%
VYMI Vanguard International High Dividend Yield ETF	10.04%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Correlation

The correlation between KTOS and VYMI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Mar 3, 2016	0.37

The correlation between KTOS and VYMI shifts across timeframes, from 0.22 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

Return for Risk

KTOS vs. VYMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KTOS

KTOS Risk / Return Rank: 60
KTOS Sharpe Ratio Rank: 62
KTOS Sortino Ratio Rank: 62
KTOS Omega Ratio Rank: 59
KTOS Calmar Ratio Rank: 58
KTOS Martin Ratio Rank: 57

VYMI

VYMI Risk / Return Rank: 69
VYMI Sharpe Ratio Rank: 73
VYMI Sortino Ratio Rank: 72
VYMI Omega Ratio Rank: 72
VYMI Calmar Ratio Rank: 61
VYMI Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KTOS vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and Vanguard International High Dividend Yield ETF (VYMI). 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.

	KTOS	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	0.60	2.14	-1.54
Sortino ratio: Return per unit of downside risk	1.28	2.91	-1.63
Omega ratio: Gain probability vs. loss probability	1.15	1.39	-0.23
Calmar ratio: Return relative to maximum drawdown	0.71	2.76	-2.05
Martin ratio: Return relative to average drawdown	1.47	10.83	-9.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KTOS vs. VYMI - Sharpe Ratio Comparison

The current KTOS Sharpe Ratio is 0.60, which is lower than the VYMI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of KTOS and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KTOS	VYMI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	2.14	-1.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.80	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.63	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	0.64	-0.78

Drawdowns

KTOS vs. VYMI - Drawdown Comparison

The maximum KTOS drawdown since its inception was -99.81%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for KTOS and VYMI.

Drawdown Indicators

	KTOS	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-99.81%	-40.00%	-59.81%
Max Drawdown (1Y) Largest decline over 1 year	-60.15%	-10.14%	-50.01%
Max Drawdown (3Y) Largest decline over 3 years	-60.15%	-12.84%	-47.31%
Max Drawdown (5Y) Largest decline over 5 years	-69.39%	-24.05%	-45.34%
Max Drawdown (10Y) Largest decline over 10 years	-72.74%	-40.00%	-32.74%
Current Drawdown Current decline from peak	-96.34%	-2.52%	-93.82%
Average Drawdown Average peak-to-trough decline	-95.94%	-6.31%	-89.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.04%	2.58%	+26.46%

Volatility

KTOS vs. VYMI - Volatility Comparison

Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 23.93% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.69%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KTOS	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.93%	3.69%	+20.24%
Volatility (6M) Calculated over the trailing 6-month period	56.47%	10.94%	+45.53%
Volatility (1Y) Calculated over the trailing 1-year period	71.96%	13.13%	+58.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.22%	14.87%	+37.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.78%	16.88%	+33.90%

Dividends

KTOS vs. VYMI - Dividend Comparison

KTOS has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 3.48%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
VYMI Vanguard International High Dividend Yield ETF	3.48%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Frequently Asked Questions

Can I hold both KTOS and VYMI in my portfolio?

KTOS and VYMI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KTOS or VYMI?

KTOS has higher volatility (23.93%) compared to VYMI (3.69%). In terms of maximum drawdown, KTOS dropped -99.81% vs VYMI's -40.00%.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.14 vs 0.60), 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.