MSTR vs. KTOS
MSTR (Strategy Inc) and KTOS (Kratos Defense & Security Solutions, Inc.) are both stocks. MSTR operates in Software - Application (Technology), while KTOS operates in Aerospace & Defense (Industrials). Over the past 10 years, MSTR returned 19.62%/yr vs 29.00%/yr for KTOS. At a 0.30 correlation, their price movements are largely independent.
Performance
MSTR vs. KTOS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with MSTR having a -31.66% return and KTOS slightly lower at -33.08%. Over the past 10 years, MSTR has underperformed KTOS with an annualized return of 19.62%, while KTOS has yielded a comparatively higher 29.00% annualized return.
MSTR
- 1D
- -5.13%
- 1M
- -35.06%
- YTD
- -31.66%
- 6M
- -34.23%
- 1Y
- -71.72%
- 3Y*
- 46.67%
- 5Y*
- 12.28%
- 10Y*
- 19.62%
KTOS
- 1D
- -0.57%
- 1M
- -9.58%
- YTD
- -33.08%
- 6M
- -38.27%
- 1Y
- 16.43%
- 3Y*
- 54.14%
- 5Y*
- 13.11%
- 10Y*
- 29.00%
MSTR vs. KTOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSTR Strategy Inc | -31.66% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 172.42% | 11.65% | -2.70% | -33.49% |
KTOS Kratos Defense & Security Solutions, Inc. | -33.08% | 187.76% | 30.01% | 96.61% | -46.80% | -29.27% | 52.30% | 27.82% | 33.05% | 43.11% |
Correlation
The correlation between MSTR and KTOS is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 1999 | 0.30 |
The correlation between MSTR and KTOS shifts across timeframes, from 0.29 (3 years) to 0.39 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MSTR:
$34.67B
KTOS:
$9.11B
MSTR:
-$40.19
KTOS:
$0.17
MSTR:
65.10
KTOS:
6.13
MSTR:
0.95
KTOS:
2.67
MSTR:
$490.47M
KTOS:
$1.42B
MSTR:
$334.08M
KTOS:
$259.40M
MSTR:
$466.93M
KTOS:
$78.30M
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Return for Risk
MSTR vs. KTOS — Risk / Return Rank
MSTR
KTOS
MSTR vs. KTOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategy Inc (MSTR) and Kratos Defense & Security Solutions, Inc. (KTOS). 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.
| MSTR | KTOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.10 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 0.27 | -1.20 |
| Martin ratioReturn relative to average drawdown | -1.32 | 0.53 | -1.85 |
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Drawdowns
MSTR vs. KTOS - Drawdown Comparison
The maximum MSTR drawdown since its inception was -99.86%, roughly equal to the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for MSTR and KTOS.
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Drawdown Indicators
| MSTR | KTOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.86% | -99.81% | -0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -77.22% | -61.14% | -16.08% |
Max Drawdown (3Y)Largest decline over 3 years | -78.08% | -61.14% | -16.94% |
Max Drawdown (5Y)Largest decline over 5 years | -84.11% | -69.39% | -14.72% |
Max Drawdown (10Y)Largest decline over 10 years | -89.27% | -72.74% | -16.53% |
Current DrawdownCurrent decline from peak | -78.08% | -96.78% | +18.70% |
Average DrawdownAverage peak-to-trough decline | -86.44% | -95.93% | +9.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.24% | 31.23% | +23.01% |
Volatility
MSTR vs. KTOS - Volatility Comparison
Strategy Inc (MSTR) and Kratos Defense & Security Solutions, Inc. (KTOS) have volatilities of 22.01% and 22.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTR | KTOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.01% | 22.67% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 57.60% | 56.98% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.03% | 72.27% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.57% | 52.46% | +38.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.91% | 50.87% | +23.04% |
Dividends
MSTR vs. KTOS - Dividend Comparison
Neither MSTR nor KTOS has paid dividends to shareholders.
Financials
MSTR vs. KTOS - Financials Comparison
This section allows you to compare key financial metrics between Strategy Inc and Kratos Defense & Security Solutions, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MSTR and KTOS have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KTOS has higher volatility (22.67%) compared to MSTR (22.01%). In terms of maximum drawdown, MSTR dropped -99.86% vs KTOS's -99.81%.
KTOS currently has the higher Sharpe Ratio (0.23 vs -1.00), 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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