TRVI vs. KTOS
TRVI (Trevi Therapeutics, Inc.) and KTOS (Kratos Defense & Security Solutions, Inc.) are both stocks. TRVI operates in Biotechnology (Healthcare), while KTOS operates in Aerospace & Defense (Industrials). Over the past 5 years, TRVI returned 57.22%/yr vs 11.37%/yr for KTOS. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
TRVI vs. KTOS - Performance Comparison
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Returns By Period
In the year-to-date period, TRVI achieves a 45.77% return, which is significantly higher than KTOS's -38.61% return.
TRVI
- 1D
- -0.82%
- 1M
- 1.78%
- 6M
- 74.31%
- YTD
- 45.77%
- 1Y
- 148.98%
- 3Y*
- 94.77%
- 5Y*
- 57.22%
- 10Y*
- —
- ALL TIME*
- 9.45%
KTOS
- 1D
- 0.93%
- 1M
- -15.81%
- 6M
- -54.76%
- YTD
- -38.61%
- 1Y
- -17.83%
- 3Y*
- 45.72%
- 5Y*
- 11.37%
- 10Y*
- 26.65%
- ALL TIME*
- -4.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $144.82M | $177.61M | $257.63M | |
| $32.53M | $46.29M | $34.89M |
TRVI vs. KTOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TRVI Trevi Therapeutics, Inc. | 45.77% | 203.88% | 207.46% | -30.57% | 146.74% | -67.68% | -35.47% | -60.53% |
KTOS Kratos Defense & Security Solutions, Inc. | -38.61% | 187.76% | 30.01% | 96.61% | -46.80% | -29.27% | 52.30% | 12.00% |
Correlation
The correlation between TRVI and KTOS is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.16 |
Fundamentals
TRVI:
$2.59B
KTOS:
$8.74B
TRVI:
-$0.47
KTOS:
$0.17
TRVI:
$0.00
KTOS:
$1.42B
TRVI:
-$31.00K
KTOS:
$259.40M
TRVI:
-$49.16M
KTOS:
$78.30M
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Return for Risk
TRVI vs. KTOS — Risk / Return Rank
TRVI
KTOS
TRVI vs. KTOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trevi Therapeutics, Inc. (TRVI) 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.
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.
| TRVI | KTOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.61 | ||
| Sortino ratioReturn per unit of downside risk | +2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.01 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 4.99 | -0.31 | +5.31 |
| Martin ratioReturn relative to average drawdown | 11.73 | -0.55 | +12.28 |
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Drawdowns
TRVI vs. KTOS - Drawdown Comparison
The maximum TRVI drawdown since its inception was -95.45%, roughly equal to the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for TRVI and KTOS.
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Drawdown Indicators
| TRVI | KTOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.45% | -99.81% | +4.36% |
Max Drawdown (1Y)Largest decline over 1 year | -29.50% | -66.43% | +36.93% |
Max Drawdown (3Y)Largest decline over 3 years | -55.99% | -66.43% | +10.44% |
Max Drawdown (5Y)Largest decline over 5 years | -78.10% | -66.58% | -11.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -72.74% | — |
Current DrawdownCurrent decline from peak | -6.41% | -97.05% | +90.64% |
Average DrawdownAverage peak-to-trough decline | -60.47% | -95.93% | +35.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.53% | 37.39% | -24.86% |
Volatility
TRVI vs. KTOS - Volatility Comparison
Trevi Therapeutics, Inc. (TRVI) has a higher volatility of 25.44% compared to Kratos Defense & Security Solutions, Inc. (KTOS) at 19.73%. This indicates that TRVI'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
| TRVI | KTOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.44% | 19.73% | +5.71% |
Volatility (6M)Calculated over the trailing 6-month period | 42.50% | 54.32% | -11.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.41% | 71.54% | -8.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.77% | 53.11% | +35.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.98% | 51.16% | +47.82% |
Dividends
TRVI vs. KTOS - Dividend Comparison
Neither TRVI nor KTOS has paid dividends to shareholders.
Financials
TRVI vs. KTOS - Financials Comparison
This section allows you to compare key financial metrics between Trevi Therapeutics, Inc. 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
TRVI and KTOS have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRVI has higher volatility (25.44%) compared to KTOS (19.73%). In terms of maximum drawdown, TRVI dropped -95.45% vs KTOS's -99.81%.
TRVI currently has the higher Sharpe Ratio (2.32 vs -0.29), 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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