TLS vs. S
TLS (Telos Corporation) and S (SentinelOne, Inc.) are both stocks. Both are in the Technology sector — TLS in Information Technology Services, S in Software - Infrastructure. Over the past 5 years, TLS returned -30.82%/yr vs -17.31%/yr for S. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
TLS vs. S - Performance Comparison
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Returns By Period
In the year-to-date period, TLS achieves a -12.94% return, which is significantly lower than S's 27.07% return.
TLS
- 1D
- 2.42%
- 1M
- -9.39%
- 6M
- -18.68%
- YTD
- -12.94%
- 1Y
- 79.03%
- 3Y*
- 19.99%
- 5Y*
- -30.82%
- 10Y*
- —
- ALL TIME*
- -24.44%
S
- 1D
- 3.59%
- 1M
- 8.85%
- 6M
- 36.34%
- YTD
- 27.07%
- 1Y
- 6.24%
- 3Y*
- 3.99%
- 5Y*
- -17.31%
- 10Y*
- —
- ALL TIME*
- -15.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $107.52M | $132.54M | $137.58M | |
| $1.92M | $2.07M | $3.46M |
TLS vs. S - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TLS Telos Corporation | -12.94% | 49.12% | -6.30% | -28.29% | -66.99% | -55.38% |
S SentinelOne, Inc. | 27.07% | -32.43% | -19.10% | 88.07% | -71.10% | 9.76% |
Correlation
The correlation between TLS and S is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.39 |
Fundamentals
TLS:
$332.20M
S:
$6.42B
TLS:
-$0.35
S:
-$0.95
TLS:
1.82
S:
6.08
TLS:
3.57
S:
4.47
TLS:
$181.93M
S:
$1.05B
TLS:
$66.21M
S:
$776.52M
TLS:
-$2.65M
S:
-$229.16M
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Return for Risk
TLS vs. S — Risk / Return Rank
TLS
S
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TLS | S | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.06 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.10 | +1.36 |
| Martin ratioReturn relative to average drawdown | 2.20 | 0.20 | +2.00 |
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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 -84.35%. Use the drawdown chart below to compare losses from any high point for TLS and S.
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Drawdown Indicators
| TLS | S | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.05% | -84.35% | -11.70% |
Max Drawdown (1Y)Largest decline over 1 year | -50.00% | -37.81% | -12.19% |
Max Drawdown (3Y)Largest decline over 3 years | -58.30% | -60.20% | +1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -95.38% | -84.35% | -11.03% |
Current DrawdownCurrent decline from peak | -88.96% | -75.02% | -13.94% |
Average DrawdownAverage peak-to-trough decline | -75.00% | -66.55% | -8.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.14% | 19.44% | +13.70% |
Volatility
TLS vs. S - Volatility Comparison
The current volatility for Telos Corporation (TLS) is 9.62%, while SentinelOne, Inc. (S) has a volatility of 15.20%. This indicates that TLS experiences smaller price fluctuations and is considered to be less risky than S based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLS | S | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.62% | 15.20% | -5.58% |
Volatility (6M)Calculated over the trailing 6-month period | 41.32% | 37.82% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 94.64% | 48.96% | +45.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.04% | 63.09% | +29.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.31% | 63.47% | +26.84% |
Dividends
TLS vs. S - Dividend Comparison
Neither TLS nor S has paid dividends to shareholders.
Financials
TLS vs. S - Financials Comparison
This section allows you to compare key financial metrics between Telos Corporation and SentinelOne, 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
TLS vs. S - Profitability Comparison
TLS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Telos Corporation reported a gross profit of 17.38M and revenue of 47.74M. Therefore, the gross margin over that period was 36.4%.
S - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, SentinelOne, Inc. reported a gross profit of 198.69M and revenue of 276.66M. Therefore, the gross margin over that period was 71.8%.
TLS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Telos Corporation reported an operating income of 1.46M and revenue of 47.74M, resulting in an operating margin of 3.1%.
S - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, SentinelOne, Inc. reported an operating income of -77.79M and revenue of 276.66M, resulting in an operating margin of -28.1%.
TLS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Telos Corporation reported a net income of 2.02M and revenue of 47.74M, resulting in a net margin of 4.2%.
S - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, SentinelOne, Inc. reported a net income of -76.16M and revenue of 276.66M, resulting in a net margin of -27.5%.
Frequently Asked Questions
TLS and S 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.
S has higher volatility (15.20%) compared to TLS (9.62%). In terms of maximum drawdown, TLS dropped -96.05% vs S's -84.35%.
TLS currently has the higher Sharpe Ratio (0.77 vs 0.08), 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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