SIGA vs. SKYT
SIGA (SIGA Technologies, Inc.) and SKYT (SkyWater Technology, Inc.) are both stocks. SIGA operates in Biotechnology (Healthcare), while SKYT operates in Semiconductors (Technology). Over the past 5 years, SIGA returned 0.68%/yr vs 6.75%/yr for SKYT. At a 0.26 correlation, their price movements are largely independent.
Performance
SIGA vs. SKYT - Performance Comparison
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Returns By Period
In the year-to-date period, SIGA achieves a -18.04% return, which is significantly lower than SKYT's 108.98% return.
SIGA
- 1D
- 3.26%
- 1M
- -4.53%
- YTD
- -18.04%
- 6M
- -21.01%
- 1Y
- -18.57%
- 3Y*
- 2.89%
- 5Y*
- 0.68%
- 10Y*
- 21.32%
SKYT
- 1D
- -1.09%
- 1M
- 13.52%
- YTD
- 108.98%
- 6M
- 105.36%
- 1Y
- 306.75%
- 3Y*
- 55.36%
- 5Y*
- 6.75%
- 10Y*
- —
SIGA vs. SKYT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SIGA SIGA Technologies, Inc. | -18.04% | 12.27% | 15.21% | -17.64% | 4.16% | 0.67% |
SKYT SkyWater Technology, Inc. | 108.98% | 31.59% | 43.45% | 35.30% | -56.17% | -8.57% |
Correlation
The correlation between SIGA and SKYT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2021 | 0.26 |
Fundamentals
SIGA:
$317.41M
SKYT:
$1.85B
SIGA:
-$56.43K
SKYT:
$2.35
SIGA:
3.38
SKYT:
3.40
SIGA:
0.00
SKYT:
10.27
SIGA:
$93.78M
SKYT:
$541.53M
SIGA:
$57.99M
SKYT:
$106.23M
SIGA:
$29.70M
SKYT:
$138.71M
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Return for Risk
SIGA vs. SKYT — Risk / Return Rank
SIGA
SKYT
SIGA vs. SKYT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIGA Technologies, Inc. (SIGA) and SkyWater Technology, Inc. (SKYT). 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.
| SIGA | SKYT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.57 | ||
| Sortino ratioReturn per unit of downside risk | -4.10 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.46 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 7.25 | -7.62 |
| Martin ratioReturn relative to average drawdown | -0.63 | 19.17 | -19.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIGA | SKYT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.39 | 3.18 | -3.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.07 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.17 | -0.16 |
Drawdowns
SIGA vs. SKYT - Drawdown Comparison
The maximum SIGA drawdown since its inception was -98.01%, which is greater than SKYT's maximum drawdown of -86.72%. Use the drawdown chart below to compare losses from any high point for SIGA and SKYT.
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Drawdown Indicators
| SIGA | SKYT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.01% | -86.72% | -11.29% |
Max Drawdown (1Y)Largest decline over 1 year | -50.28% | -42.64% | -7.64% |
Max Drawdown (3Y)Largest decline over 3 years | -56.51% | -63.57% | +7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -82.12% | -86.72% | +4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -82.12% | — | — |
Current DrawdownCurrent decline from peak | -75.43% | -4.91% | -70.52% |
Average DrawdownAverage peak-to-trough decline | -66.92% | -59.85% | -7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.60% | 16.10% | +13.50% |
Volatility
SIGA vs. SKYT - Volatility Comparison
SIGA Technologies, Inc. (SIGA) has a higher volatility of 12.36% compared to SkyWater Technology, Inc. (SKYT) at 11.68%. This indicates that SIGA's price experiences larger fluctuations and is considered to be riskier than SKYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIGA | SKYT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.36% | 11.68% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 27.64% | 47.02% | -19.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.27% | 97.25% | -48.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.87% | 96.77% | -27.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.90% | 97.37% | -35.47% |
Dividends
SIGA vs. SKYT - Dividend Comparison
SIGA's dividend yield for the trailing twelve months is around 13.54%, while SKYT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SIGA SIGA Technologies, Inc. | 13.54% | 9.82% | 9.98% | 8.04% | 6.11% |
SKYT SkyWater Technology, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SIGA vs. SKYT - Financials Comparison
This section allows you to compare key financial metrics between SIGA Technologies, Inc. and SkyWater Technology, 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
SIGA and SKYT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIGA has higher volatility (12.36%) compared to SKYT (11.68%). In terms of maximum drawdown, SIGA dropped -98.01% vs SKYT's -86.72%.
SKYT currently has the higher Sharpe Ratio (3.18 vs -0.39), 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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