PortfoliosLab logo
SIGA vs. SKYT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SIGA and SKYT is 0.32, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

SIGA:

-0.18

SKYT:

0.08

Sortino Ratio

SIGA:

0.13

SKYT:

1.24

Omega Ratio

SIGA:

1.02

SKYT:

1.15

Calmar Ratio

SIGA:

-0.20

SKYT:

0.31

Martin Ratio

SIGA:

-0.39

SKYT:

0.87

Ulcer Index

SIGA:

39.31%

SKYT:

30.05%

Daily Std Dev

SIGA:

67.38%

SKYT:

97.03%

Max Drawdown

SIGA:

-98.01%

SKYT:

-86.72%

Current Drawdown

SIGA:

-70.85%

SKYT:

-75.60%

Fundamentals

Market Cap

SIGA:

$424.36M

SKYT:

$370.37M

EPS

SIGA:

$0.82

SKYT:

-$0.14

PS Ratio

SIGA:

3.53

SKYT:

1.14

PB Ratio

SIGA:

1.74

SKYT:

6.93

Total Revenue (TTM)

SIGA:

$120.33M

SKYT:

$323.93M

Gross Profit (TTM)

SIGA:

$85.30M

SKYT:

$70.90M

EBITDA (TTM)

SIGA:

$58.98M

SKYT:

$14.20M

Returns By Period

In the year-to-date period, SIGA achieves a 9.15% return, which is significantly higher than SKYT's -39.28% return.


SIGA

YTD

9.15%

1M

10.16%

6M

-7.08%

1Y

-11.95%

5Y*

8.72%

10Y*

15.09%

SKYT

YTD

-39.28%

1M

23.78%

6M

0.96%

1Y

7.99%

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 4040
Overall Rank
The Sharpe Ratio Rank of SIGA is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SIGA is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SIGA is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SIGA is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SIGA is 4242
Martin Ratio Rank

SKYT
The Risk-Adjusted Performance Rank of SKYT is 6464
Overall Rank
The Sharpe Ratio Rank of SKYT is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SKYT is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SKYT is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SKYT is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SKYT is 6262
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.


The current SIGA Sharpe Ratio is -0.18, which is lower than the SKYT Sharpe Ratio of 0.08. 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.


Loading data...

Dividends

SIGA vs. SKYT - Dividend Comparison

SIGA's dividend yield for the trailing twelve months is around 10.10%, while SKYT has not paid dividends to shareholders.


TTM202420232022
SIGA
SIGA Technologies, Inc.
10.10%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.


Loading data...

Volatility

SIGA vs. SKYT - Volatility Comparison

The current volatility for SIGA Technologies, Inc. (SIGA) is 12.71%, while SkyWater Technology, Inc. (SKYT) has a volatility of 16.00%. 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.


Loading data...

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


0.0020.00M40.00M60.00M80.00M100.00M120.00M20212022202320242025
7.04M
61.30M
(SIGA) Total Revenue
(SKYT) Total Revenue
Values in USD except per share items

SIGA vs. SKYT - Profitability Comparison

The chart below illustrates the profitability comparison between SIGA Technologies, Inc. and SkyWater Technology, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%20212022202320242025
48.6%
23.3%
(SIGA) Gross Margin
(SKYT) Gross Margin
SIGA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SIGA Technologies, Inc. reported a gross profit of 3.42M and revenue of 7.04M. Therefore, the gross margin over that period was 48.6%.

SKYT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SkyWater Technology, Inc. reported a gross profit of 14.26M and revenue of 61.30M. Therefore, the gross margin over that period was 23.3%.

SIGA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SIGA Technologies, Inc. reported an operating income of -2.26M and revenue of 7.04M, resulting in an operating margin of -32.0%.

SKYT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SkyWater Technology, Inc. reported an operating income of -4.02M and revenue of 61.30M, resulting in an operating margin of -6.6%.

SIGA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SIGA Technologies, Inc. reported a net income of -408.22K and revenue of 7.04M, resulting in a net margin of -5.8%.

SKYT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SkyWater Technology, Inc. reported a net income of -7.35M and revenue of 61.30M, resulting in a net margin of -12.0%.