TLS vs. S

Last updated Apr 1, 2026

Compare and contrast key facts about Telos Corporation (TLS) and SentinelOne, Inc. (S).

Performance

TLS vs. S - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telos Corporation (TLS) and SentinelOne, Inc. (S). The values are adjusted to include any dividend payments, if applicable.

TLS vs. S - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TLS Telos Corporation	-17.84%	49.12%	-6.30%	-28.29%	-66.99%	-54.66%
S SentinelOne, Inc.	-14.13%	-32.43%	-19.10%	88.07%	-71.10%	18.80%

Fundamentals

Market Cap TLS : $306.09M S : $4.31B
EPS TLS : -$0.50 S : -$1.36
PS Ratio TLS : 1.86 S : 4.27
PB Ratio TLS : 3.19 S : 3.00
Total Revenue (TTM) TLS : $164.81M S : $1.00B
Gross Profit (TTM) TLS : $61.02M S : $742.10M
EBITDA (TTM) TLS : -$26.71M S : -$270.33M

Returns By Period

In the year-to-date period, TLS achieves a -17.84% return, which is significantly lower than S's -14.13% return.

TLS

• 1D: 2.44%
• 1M: 4.23%
• YTD: -17.84%
• 6M: -38.74%
• 1Y: 76.05%
• 3Y*: 18.31%
• 5Y*: -34.71%
• 10Y*: —

S

• 1D: 2.14%
• 1M: -1.83%
• YTD: -14.13%
• 6M: -26.86%
• 1Y: -29.15%
• 3Y*: -7.66%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TLS vs. S — Risk / Return Rank

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

TLS

TLS Risk / Return Rank: 73
TLS Sharpe Ratio Rank: 68
TLS Sortino Ratio Rank: 81
TLS Omega Ratio Rank: 79
TLS Calmar Ratio Rank: 70
TLS Martin Ratio Rank: 67

S

S Risk / Return Rank: 14
S Sharpe Ratio Rank: 15
S Sortino Ratio Rank: 17
S Omega Ratio Rank: 18
S Calmar Ratio Rank: 13
S Martin Ratio Rank: 9

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TLS vs. S - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Telos Corporation (TLS) and SentinelOne, Inc. (S). 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.

	TLS	S	Difference
Sharpe ratio Return per unit of total volatility	0.76	-0.60	+1.37
Sortino ratio Return per unit of downside risk	2.19	-0.63	+2.82
Omega ratio Gain probability vs. loss probability	1.27	0.92	+0.35
Calmar ratio Return relative to maximum drawdown	1.41	-0.81	+2.21
Martin ratio Return relative to average drawdown	3.02	-1.56	+4.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TLS vs. S - Sharpe Ratio Comparison

The current TLS Sharpe Ratio is 0.76, which is higher than the S Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of TLS and S, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TLS	S	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	-0.60	+1.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.28	-0.35	+0.07

Correlation

The correlation between TLS and S is 0.38, 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.

Dividends

TLS vs. S - Dividend Comparison

Neither TLS nor S has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

TLS vs. S - Drawdown Comparison

The maximum TLS drawdown since its inception was -96.05%, which is greater than S's maximum drawdown of -83.79%. Use the drawdown chart below to compare losses from any high point for TLS and S.

Drawdown Indicators

	TLS	S	Difference
Max Drawdown Largest peak-to-trough decline	-96.05%	-83.79%	-12.26%
Max Drawdown (1Y) Largest decline over 1 year	-50.00%	-39.18%	-10.82%
Max Drawdown (5Y) Largest decline over 5 years	-95.73%	—	—
Current Drawdown Current decline from peak	-89.58%	-83.12%	-6.46%
Average Drawdown Average peak-to-trough decline	-74.15%	-65.73%	-8.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.26%	20.26%	+3.00%

Volatility

TLS vs. S - Volatility Comparison

Telos Corporation (TLS) and SentinelOne, Inc. (S) have volatilities of 15.46% and 15.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TLS	S	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.46%	15.16%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	46.62%	33.91%	+12.71%
Volatility (1Y) Calculated over the trailing 1-year period	100.31%	48.63%	+51.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	92.93%	64.07%	+28.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	91.98%	64.07%	+27.91%

Financials

TLS vs. S - Profitability Comparison

The chart below illustrates the profitability comparison between Telos Corporation and SentinelOne, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

TLS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Telos Corporation reported a gross profit of 16.36M and revenue of 46.78M. Therefore, the gross margin over that period was 35.0%.

S - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, SentinelOne, Inc. reported a gross profit of 196.83M and revenue of 271.15M. Therefore, the gross margin over that period was 72.6%.

TLS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Telos Corporation reported an operating income of -18.51M and revenue of 46.78M, resulting in an operating margin of -39.6%.

S - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, SentinelOne, Inc. reported an operating income of -79.90M and revenue of 271.15M, resulting in an operating margin of -29.5%.

TLS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Telos Corporation reported a net income of -16.31M and revenue of 46.78M, resulting in a net margin of -34.9%.

S - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, SentinelOne, Inc. reported a net income of -110.23M and revenue of 271.15M, resulting in a net margin of -40.7%.