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MRCY vs. KRMN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MRCY vs. KRMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mercury Systems, Inc. (MRCY) and Karman Holdings Inc. (KRMN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MRCY achieves a 52.84% return, which is significantly higher than KRMN's -29.15% return.


MRCY

1D
-1.13%
1M
42.10%
YTD
52.84%
6M
58.89%
1Y
119.49%
3Y*
39.59%
5Y*
10.98%
10Y*
17.98%

KRMN

1D
-5.14%
1M
-20.64%
YTD
-29.15%
6M
-21.55%
1Y
18.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRCY vs. KRMN - Yearly Performance Comparison


2026 (YTD)2025
MRCY
Mercury Systems, Inc.
52.84%59.97%
KRMN
Karman Holdings Inc.
-29.15%143.49%

Correlation

The correlation between MRCY and KRMN is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2025

0.51

The correlation between MRCY and KRMN has been stable across timeframes, ranging from 0.51 to 0.51 - a consistent structural relationship.

Fundamentals

Market Cap

MRCY:

$6.63B

KRMN:

$6.87B

EPS

MRCY:

-$0.24

KRMN:

$0.23

PS Ratio

MRCY:

6.83

KRMN:

13.13

PB Ratio

MRCY:

4.48

KRMN:

13.46

Total Revenue (TTM)

MRCY:

$966.95M

KRMN:

$522.59M

Gross Profit (TTM)

MRCY:

$277.35M

KRMN:

$183.01M

EBITDA (TTM)

MRCY:

-$12.94M

KRMN:

$108.54M

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Return for Risk

MRCY vs. KRMN — Risk / Return Rank

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

MRCY
MRCY Risk / Return Rank: 8686
Overall Rank
MRCY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MRCY Sortino Ratio Rank: 8484
Sortino Ratio Rank
MRCY Omega Ratio Rank: 8787
Omega Ratio Rank
MRCY Calmar Ratio Rank: 8686
Calmar Ratio Rank
MRCY Martin Ratio Rank: 8686
Martin Ratio Rank

KRMN
KRMN Risk / Return Rank: 4949
Overall Rank
KRMN Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
KRMN Sortino Ratio Rank: 5050
Sortino Ratio Rank
KRMN Omega Ratio Rank: 4949
Omega Ratio Rank
KRMN Calmar Ratio Rank: 4848
Calmar Ratio Rank
KRMN Martin Ratio Rank: 5050
Martin Ratio Rank
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.

MRCY vs. KRMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercury Systems, Inc. (MRCY) and Karman Holdings Inc. (KRMN). 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.


MRCYKRMNDifference
Sharpe ratioReturn per unit of total volatility

+1.88

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.39

1.11

+0.29

Calmar ratioReturn relative to maximum drawdown

3.73

0.34

+3.39

Martin ratioReturn relative to average drawdown

9.32

0.89

+8.44

MRCY vs. KRMN - Sharpe Ratio Comparison

The current MRCY Sharpe Ratio is 2.15, which is higher than the KRMN Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of MRCY and KRMN, 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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Sharpe Ratios by Period


MRCYKRMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

0.27

+1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.77

-0.56

Drawdowns

MRCY vs. KRMN - Drawdown Comparison

The maximum MRCY drawdown since its inception was -95.95%, which is greater than KRMN's maximum drawdown of -55.04%. Use the drawdown chart below to compare losses from any high point for MRCY and KRMN.


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Drawdown Indicators


MRCYKRMNDifference

Max Drawdown

Largest peak-to-trough decline

-95.95%

-55.04%

-40.91%

Max Drawdown (1Y)

Largest decline over 1 year

-32.19%

-55.04%

+22.85%

Max Drawdown (3Y)

Largest decline over 3 years

-39.07%

Max Drawdown (5Y)

Largest decline over 5 years

-62.43%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

Current Drawdown

Current decline from peak

-1.13%

-55.04%

+53.91%

Average Drawdown

Average peak-to-trough decline

-53.80%

-13.11%

-40.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.87%

21.06%

-8.19%

Volatility

MRCY vs. KRMN - Volatility Comparison

The current volatility for Mercury Systems, Inc. (MRCY) is 16.48%, while Karman Holdings Inc. (KRMN) has a volatility of 23.30%. This indicates that MRCY experiences smaller price fluctuations and is considered to be less risky than KRMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRCYKRMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.48%

23.30%

-6.82%

Volatility (6M)

Calculated over the trailing 6-month period

42.71%

56.62%

-13.91%

Volatility (1Y)

Calculated over the trailing 1-year period

55.79%

69.04%

-13.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.72%

68.47%

-22.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.86%

68.47%

-24.61%

Dividends

MRCY vs. KRMN - Dividend Comparison

Neither MRCY nor KRMN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MRCY vs. KRMN - Financials Comparison

This section allows you to compare key financial metrics between Mercury Systems, Inc. and Karman Holdings Inc.. 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


100.00M150.00M200.00M250.00M300.00M20222023202420252026
235.76M
151.21M
(MRCY) Total Revenue
(KRMN) Total Revenue
Values in USD except per share items

MRCY vs. KRMN - Profitability Comparison

The chart below illustrates the profitability comparison between Mercury Systems, Inc. and Karman Holdings Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%20222023202420252026
29.3%
42.2%
Portfolio components
MRCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mercury Systems, Inc. reported a gross profit of 69.05M and revenue of 235.76M. Therefore, the gross margin over that period was 29.3%.

KRMN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Karman Holdings Inc. reported a gross profit of 63.87M and revenue of 151.21M. Therefore, the gross margin over that period was 42.2%.

MRCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mercury Systems, Inc. reported an operating income of 5.23M and revenue of 235.76M, resulting in an operating margin of 2.2%.

KRMN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Karman Holdings Inc. reported an operating income of 21.45M and revenue of 151.21M, resulting in an operating margin of 14.2%.

MRCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mercury Systems, Inc. reported a net income of -2.86M and revenue of 235.76M, resulting in a net margin of -1.2%.

KRMN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Karman Holdings Inc. reported a net income of 7.79M and revenue of 151.21M, resulting in a net margin of 5.2%.


Frequently Asked Questions


MRCY and KRMN have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KRMN has higher volatility (23.30%) compared to MRCY (16.48%). In terms of maximum drawdown, MRCY dropped -95.95% vs KRMN's -55.04%.

MRCY currently has the higher Sharpe Ratio (2.15 vs 0.27), 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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