SKYT vs. SIGA

In the year-to-date period, SKYT achieves a -29.49% return, which is significantly lower than SIGA's -2.66% return.

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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 0.08, which is lower than the SIGA Sharpe Ratio of 0.46. 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.

SKYT has not paid dividends to shareholders, while SIGA's dividend yield for the trailing twelve months is around 10.26%.

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.

SkyWater Technology, Inc. (SKYT) has a higher volatility of 25.37% compared to SIGA Technologies, Inc. (SIGA) at 8.50%. 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.

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.