PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SIGA vs. SKYT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SIGA and SKYT is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

SIGA vs. SKYT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SIGA Technologies, Inc. (SIGA) and SkyWater Technology, Inc. (SKYT). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-37.78%
-0.71%
SIGA
SKYT

Key characteristics

Sharpe Ratio

SIGA:

0.32

SKYT:

0.02

Sortino Ratio

SIGA:

0.96

SKYT:

0.81

Omega Ratio

SIGA:

1.15

SKYT:

1.11

Calmar Ratio

SIGA:

0.31

SKYT:

0.02

Martin Ratio

SIGA:

0.75

SKYT:

0.07

Ulcer Index

SIGA:

33.26%

SKYT:

28.48%

Daily Std Dev

SIGA:

77.25%

SKYT:

99.17%

Max Drawdown

SIGA:

-98.01%

SKYT:

-86.72%

Current Drawdown

SIGA:

-73.76%

SKYT:

-71.82%

Fundamentals

Market Cap

SIGA:

$504.12M

SKYT:

$461.31M

EPS

SIGA:

$1.17

SKYT:

-$0.36

Total Revenue (TTM)

SIGA:

$57.25M

SKYT:

$266.78M

Gross Profit (TTM)

SIGA:

$40.09M

SKYT:

$50.33M

EBITDA (TTM)

SIGA:

$13.18M

SKYT:

$13.04M

Returns By Period

In the year-to-date period, SIGA achieves a -1.75% return, which is significantly higher than SKYT's -29.86% return.


SIGA

YTD

-1.75%

1M

-7.59%

6M

-37.78%

1Y

23.33%

5Y*

9.10%

10Y*

13.65%

SKYT

YTD

-29.86%

1M

-16.26%

6M

-0.72%

1Y

-1.43%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SIGA vs. SKYT — Risk-Adjusted Performance Rank

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

SIGA
The Risk-Adjusted Performance Rank of SIGA is 5959
Overall Rank
The Sharpe Ratio Rank of SIGA is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SIGA is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SIGA is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SIGA is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SIGA is 5555
Martin Ratio Rank

SKYT
The Risk-Adjusted Performance Rank of SKYT is 5050
Overall Rank
The Sharpe Ratio Rank of SKYT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SKYT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SKYT is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SKYT is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SKYT is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SIGA vs. SKYT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SIGA, currently valued at 0.32, compared to the broader market-2.000.002.000.320.02
The chart of Sortino ratio for SIGA, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.006.000.960.81
The chart of Omega ratio for SIGA, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.11
The chart of Calmar ratio for SIGA, currently valued at 0.31, compared to the broader market0.002.004.006.000.310.02
The chart of Martin ratio for SIGA, currently valued at 0.75, compared to the broader market-10.000.0010.0020.0030.000.750.07
SIGA
SKYT

The current SIGA Sharpe Ratio is 0.32, which is higher than the SKYT Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of SIGA and SKYT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.32
0.02
SIGA
SKYT

Dividends

SIGA vs. SKYT - Dividend Comparison

SIGA's dividend yield for the trailing twelve months is around 10.16%, while SKYT has not paid dividends to shareholders.


TTM202420232022
SIGA
SIGA Technologies, Inc.
10.16%9.98%8.04%6.11%
SKYT
SkyWater Technology, Inc.
0.00%0.00%0.00%0.00%

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. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%SeptemberOctoberNovemberDecember2025February
-73.76%
-71.82%
SIGA
SKYT

Volatility

SIGA vs. SKYT - Volatility Comparison

The current volatility for SIGA Technologies, Inc. (SIGA) is 8.87%, while SkyWater Technology, Inc. (SKYT) has a volatility of 18.74%. This indicates that SIGA experiences smaller price fluctuations and is considered to be less risky than SKYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
8.87%
18.74%
SIGA
SKYT

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab