PSIX vs. KTOS
PSIX (Power Solutions International, Inc.) and KTOS (Kratos Defense & Security Solutions, Inc.) are both stocks. Both are in the Industrials sector — PSIX in Specialty Industrial Machinery, KTOS in Aerospace & Defense. Over the past 10 years, PSIX returned 8.29%/yr vs 29.00%/yr for KTOS. At a 0.13 correlation, their price movements are largely independent.
Performance
PSIX vs. KTOS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with PSIX having a -31.59% return and KTOS slightly lower at -33.08%. Over the past 10 years, PSIX has underperformed KTOS with an annualized return of 8.29%, while KTOS has yielded a comparatively higher 29.00% annualized return.
PSIX
- 1D
- -0.05%
- 1M
- 0.57%
- YTD
- -31.59%
- 6M
- -41.69%
- 1Y
- -35.77%
- 3Y*
- 150.06%
- 5Y*
- 50.88%
- 10Y*
- 8.29%
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%
PSIX vs. KTOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSIX Power Solutions International, Inc. | -31.59% | 92.07% | 1,351.22% | -31.67% | 0.00% | -9.09% | -58.23% | -14.59% | 23.33% | 0.00% |
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 PSIX and KTOS is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2012 | 0.13 |
The correlation between PSIX and KTOS shifts across timeframes, from 0.09 (10 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
PSIX:
$901.53M
KTOS:
$9.11B
PSIX:
$4.43
KTOS:
$0.17
PSIX:
8.82
KTOS:
294.99
PSIX:
0.09
KTOS:
3.43
PSIX:
1.54
KTOS:
6.13
PSIX:
4.85
KTOS:
2.67
PSIX:
$586.96M
KTOS:
$1.42B
PSIX:
$172.81M
KTOS:
$259.40M
PSIX:
$102.78M
KTOS:
$78.30M
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Return for Risk
PSIX vs. KTOS — Risk / Return Rank
PSIX
KTOS
PSIX vs. KTOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Power Solutions International, Inc. (PSIX) 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.
| PSIX | KTOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.10 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 0.27 | -0.79 |
| Martin ratioReturn relative to average drawdown | -0.93 | 0.53 | -1.46 |
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Drawdowns
PSIX vs. KTOS - Drawdown Comparison
The maximum PSIX drawdown since its inception was -98.55%, roughly equal to the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for PSIX and KTOS.
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Drawdown Indicators
| PSIX | KTOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.55% | -99.81% | +1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -68.60% | -61.14% | -7.46% |
Max Drawdown (3Y)Largest decline over 3 years | -68.60% | -61.14% | -7.46% |
Max Drawdown (5Y)Largest decline over 5 years | -84.38% | -69.39% | -14.99% |
Max Drawdown (10Y)Largest decline over 10 years | -93.77% | -72.74% | -21.03% |
Current DrawdownCurrent decline from peak | -66.24% | -96.78% | +30.54% |
Average DrawdownAverage peak-to-trough decline | -68.20% | -95.93% | +27.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.32% | 31.23% | +7.09% |
Volatility
PSIX vs. KTOS - Volatility Comparison
The current volatility for Power Solutions International, Inc. (PSIX) is 17.85%, while Kratos Defense & Security Solutions, Inc. (KTOS) has a volatility of 22.67%. This indicates that PSIX experiences smaller price fluctuations and is considered to be less risky than KTOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSIX | KTOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.85% | 22.67% | -4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 89.13% | 56.98% | +32.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 102.18% | 72.27% | +29.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 113.11% | 52.46% | +60.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.98% | 50.87% | +55.11% |
Dividends
PSIX vs. KTOS - Dividend Comparison
Neither PSIX nor KTOS has paid dividends to shareholders.
Financials
PSIX vs. KTOS - Financials Comparison
This section allows you to compare key financial metrics between Power Solutions International, 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
PSIX and KTOS have a correlation of 0.28, 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 PSIX (17.85%). In terms of maximum drawdown, PSIX dropped -98.55% vs KTOS's -99.81%.
KTOS currently has the higher Sharpe Ratio (0.23 vs -0.35), 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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