SMR vs. KTOS
SMR (NuScale Power Corporation) and KTOS (Kratos Defense & Security Solutions, Inc.) are both stocks. Both are in the Industrials sector — SMR in Specialty Industrial Machinery, KTOS in Aerospace & Defense. Over the past 5 years, SMR returned 1.52%/yr vs 16.85%/yr for KTOS. At a 0.29 correlation, their price movements are largely independent.
Performance
SMR vs. KTOS - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SMR having a -24.06% return and KTOS slightly higher at -23.95%.
SMR
- 1D
- 2.48%
- 1M
- -14.26%
- YTD
- -24.06%
- 6M
- -50.09%
- 1Y
- -68.68%
- 3Y*
- 10.94%
- 5Y*
- 1.52%
- 10Y*
- —
KTOS
- 1D
- -1.35%
- 1M
- -0.28%
- YTD
- -23.95%
- 6M
- -25.06%
- 1Y
- 42.65%
- 3Y*
- 59.41%
- 5Y*
- 16.85%
- 10Y*
- 30.73%
SMR vs. KTOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SMR NuScale Power Corporation | -24.06% | -20.97% | 444.98% | -67.93% | 2.29% | -0.89% | 1.71% |
KTOS Kratos Defense & Security Solutions, Inc. | -23.95% | 187.76% | 30.01% | 96.61% | -46.80% | -29.27% | 15.64% |
Correlation
The correlation between SMR and KTOS is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020 | 0.29 |
The correlation between SMR and KTOS shifts across timeframes, from 0.29 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SMR:
$3.44B
KTOS:
$10.36B
SMR:
-$2.02
KTOS:
$0.17
SMR:
113.60
KTOS:
6.96
SMR:
2.95
KTOS:
3.04
SMR:
$18.10M
KTOS:
$1.42B
SMR:
$4.45M
KTOS:
$259.40M
SMR:
-$696.20M
KTOS:
$78.30M
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Return for Risk
SMR vs. KTOS — Risk / Return Rank
SMR
KTOS
SMR vs. KTOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NuScale Power Corporation (SMR) and Kratos Defense & Security Solutions, Inc. (KTOS). 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.
| SMR | KTOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.15 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 0.71 | -1.54 |
| Martin ratioReturn relative to average drawdown | -1.22 | 1.47 | -2.69 |
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
| SMR | KTOS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 0.60 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.32 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | -0.14 | +0.15 |
Drawdowns
SMR vs. KTOS - Drawdown Comparison
The maximum SMR drawdown since its inception was -87.47%, smaller than the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for SMR and KTOS.
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Drawdown Indicators
| SMR | KTOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.47% | -99.81% | +12.34% |
Max Drawdown (1Y)Largest decline over 1 year | -82.86% | -60.15% | -22.71% |
Max Drawdown (3Y)Largest decline over 3 years | -82.86% | -60.15% | -22.71% |
Max Drawdown (5Y)Largest decline over 5 years | -87.47% | -69.39% | -18.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -72.74% | — |
Current DrawdownCurrent decline from peak | -79.86% | -96.34% | +16.48% |
Average DrawdownAverage peak-to-trough decline | -34.97% | -95.94% | +60.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 56.46% | 29.04% | +27.42% |
Volatility
SMR vs. KTOS - Volatility Comparison
NuScale Power Corporation (SMR) has a higher volatility of 29.21% compared to Kratos Defense & Security Solutions, Inc. (KTOS) at 23.93%. This indicates that SMR's price experiences larger fluctuations and is considered to be riskier than KTOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMR | KTOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.21% | 23.93% | +5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 69.12% | 56.47% | +12.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 104.37% | 71.96% | +32.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.41% | 52.22% | +41.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.34% | 50.78% | +38.56% |
Dividends
SMR vs. KTOS - Dividend Comparison
Neither SMR nor KTOS has paid dividends to shareholders.
Financials
SMR vs. KTOS - Financials Comparison
This section allows you to compare key financial metrics between NuScale Power Corporation and Kratos Defense & Security Solutions, 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
SMR and KTOS have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMR has higher volatility (29.21%) compared to KTOS (23.93%). In terms of maximum drawdown, SMR dropped -87.47% vs KTOS's -99.81%.
KTOS currently has the higher Sharpe Ratio (0.60 vs -0.66), 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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