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

Correlation

The correlation between SKYT and SIGA 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

SKYT vs. SIGA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SKYT:

0.15

SIGA:

-0.29

Sortino Ratio

SKYT:

0.30

SIGA:

-0.43

Omega Ratio

SKYT:

1.04

SIGA:

0.94

Calmar Ratio

SKYT:

-0.33

SIGA:

-0.52

Martin Ratio

SKYT:

-0.87

SIGA:

-1.03

Ulcer Index

SKYT:

31.30%

SIGA:

39.10%

Daily Std Dev

SKYT:

103.16%

SIGA:

67.39%

Max Drawdown

SKYT:

-86.72%

SIGA:

-98.01%

Current Drawdown

SKYT:

-77.85%

SIGA:

-72.22%

Fundamentals

Market Cap

SKYT:

$365.54M

SIGA:

$404.36M

EPS

SKYT:

-$0.14

SIGA:

$0.82

PS Ratio

SKYT:

1.07

SIGA:

2.91

PB Ratio

SKYT:

6.34

SIGA:

1.80

Total Revenue (TTM)

SKYT:

$262.63M

SIGA:

$113.29M

Gross Profit (TTM)

SKYT:

$56.65M

SIGA:

$81.88M

EBITDA (TTM)

SKYT:

$12.83M

SIGA:

$58.98M

Returns By Period

In the year-to-date period, SKYT achieves a -44.86% return, which is significantly lower than SIGA's 4.00% return.


SKYT

YTD

-44.86%

1M

13.24%

6M

-15.35%

1Y

-0.39%

5Y*

N/A

10Y*

N/A

SIGA

YTD

4.00%

1M

5.59%

6M

-17.43%

1Y

-16.21%

5Y*

5.68%

10Y*

14.19%

*Annualized

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Risk-Adjusted Performance

SKYT vs. SIGA — Risk-Adjusted Performance Rank

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

SKYT
The Risk-Adjusted Performance Rank of SKYT is 4242
Overall Rank
The Sharpe Ratio Rank of SKYT is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SKYT is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SKYT is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SKYT is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SKYT is 3131
Martin Ratio Rank

SIGA
The Risk-Adjusted Performance Rank of SIGA is 2626
Overall Rank
The Sharpe Ratio Rank of SIGA is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SIGA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SIGA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SIGA is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SIGA is 2626
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.

SKYT vs. SIGA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SkyWater Technology, Inc. (SKYT) and SIGA Technologies, Inc. (SIGA). 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 SKYT Sharpe Ratio is 0.15, which is higher than the SIGA Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of SKYT and SIGA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SKYT vs. SIGA - Dividend Comparison

SKYT has not paid dividends to shareholders, while SIGA's dividend yield for the trailing twelve months is around 10.60%.


TTM202420232022
SKYT
SkyWater Technology, Inc.
0.00%0.00%0.00%0.00%
SIGA
SIGA Technologies, Inc.
10.60%9.98%8.04%6.11%

Drawdowns

SKYT vs. SIGA - Drawdown Comparison

The maximum SKYT drawdown since its inception was -86.72%, smaller than the maximum SIGA drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for SKYT and SIGA. For additional features, visit the drawdowns tool.


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Volatility

SKYT vs. SIGA - Volatility Comparison

SkyWater Technology, Inc. (SKYT) has a higher volatility of 15.78% compared to SIGA Technologies, Inc. (SIGA) at 12.25%. This indicates that SKYT's price experiences larger fluctuations and is considered to be riskier than SIGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SKYT vs. SIGA - Financials Comparison

This section allows you to compare key financial metrics between SkyWater Technology, Inc. and SIGA Technologies, 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


0.0020.00M40.00M60.00M80.00M100.00M120.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
75.49M
81.47M
(SKYT) Total Revenue
(SIGA) Total Revenue
Values in USD except per share items

SKYT vs. SIGA - Profitability Comparison

The chart below illustrates the profitability comparison between SkyWater Technology, Inc. and SIGA Technologies, 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%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
25.6%
78.6%
(SKYT) Gross Margin
(SIGA) Gross Margin
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 19.30M and revenue of 75.49M. Therefore, the gross margin over that period was 25.6%.

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 63.99M and revenue of 81.47M. Therefore, the gross margin over that period was 78.6%.

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 2.65M and revenue of 75.49M, resulting in an operating margin of 3.5%.

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 57.09M and revenue of 81.47M, resulting in an operating margin of 70.1%.

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 -679.00K and revenue of 75.49M, resulting in a net margin of -0.9%.

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 45.76M and revenue of 81.47M, resulting in a net margin of 56.2%.