KTOS vs. XAR
Compare and contrast key facts about Kratos Defense & Security Solutions, Inc. (KTOS) and SPDR S&P Aerospace & Defense ETF (XAR).
XAR is a passively managed fund by State Street that tracks the performance of the S&P Aerospace & Defense Select Industry. It was launched on Sep 28, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KTOS or XAR.
Key characteristics
| KTOS | XAR | |
|---|---|---|
| YTD Return | 36.67% | 26.98% |
| 1Y Return | 49.33% | 37.48% |
| 3Y Return (Ann) | 8.47% | 12.41% |
| 5Y Return (Ann) | 6.83% | 9.52% |
| 10Y Return (Ann) | 17.81% | 13.71% |
| Sharpe Ratio | 1.37 | 2.40 |
| Sortino Ratio | 2.24 | 3.25 |
| Omega Ratio | 1.26 | 1.41 |
| Calmar Ratio | 0.54 | 4.97 |
| Martin Ratio | 5.54 | 14.66 |
| Ulcer Index | 9.59% | 2.76% |
| Daily Std Dev | 38.64% | 16.89% |
| Max Drawdown | -99.81% | -46.37% |
| Current Drawdown | -98.24% | 0.00% |
Correlation
The correlation between KTOS and XAR is 0.57, 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.
Performance
KTOS vs. XAR - Performance Comparison
In the year-to-date period, KTOS achieves a 36.67% return, which is significantly higher than XAR's 26.98% return. Over the past 10 years, KTOS has outperformed XAR with an annualized return of 17.81%, while XAR has yielded a comparatively lower 13.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
KTOS vs. XAR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and SPDR S&P Aerospace & Defense ETF (XAR). 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.
Dividends
KTOS vs. XAR - Dividend Comparison
KTOS has not paid dividends to shareholders, while XAR's dividend yield for the trailing twelve months is around 0.51%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XAR SPDR S&P Aerospace & Defense ETF | 0.51% | 0.54% | 0.50% | 0.83% | 0.63% | 0.75% | 1.19% | 0.76% | 1.10% | 2.31% | 1.07% | 1.96% |
Drawdowns
KTOS vs. XAR - Drawdown Comparison
The maximum KTOS drawdown since its inception was -99.81%, which is greater than XAR's maximum drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for KTOS and XAR. For additional features, visit the drawdowns tool.
Volatility
KTOS vs. XAR - Volatility Comparison
Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 12.65% compared to SPDR S&P Aerospace & Defense ETF (XAR) at 7.15%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than XAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.