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TSCO vs. KTOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TSCO vs. KTOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tractor Supply Company (TSCO) and Kratos Defense & Security Solutions, Inc. (KTOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSCO achieves a -36.72% return, which is significantly lower than KTOS's -23.92% return. Over the past 10 years, TSCO has underperformed KTOS with an annualized return of 7.06%, while KTOS has yielded a comparatively higher 30.83% annualized return.


TSCO

1D
-0.03%
1M
3.05%
YTD
-36.72%
6M
-39.11%
1Y
-38.10%
3Y*
-8.75%
5Y*
-1.51%
10Y*
7.06%

KTOS

1D
-1.75%
1M
10.87%
YTD
-23.92%
6M
-23.97%
1Y
38.29%
3Y*
60.38%
5Y*
17.13%
10Y*
30.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCO vs. KTOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSCO
Tractor Supply Company
-36.72%-4.16%25.43%-2.55%-3.97%71.57%52.33%13.53%13.34%0.32%
KTOS
Kratos Defense & Security Solutions, Inc.
-23.92%187.76%30.01%96.61%-46.80%-29.27%52.30%27.82%33.05%43.11%

Correlation

The correlation between TSCO and KTOS is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1999

0.22

The correlation between TSCO and KTOS shifts across timeframes, from 0.09 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

TSCO:

$2.06

KTOS:

$0.17

PE Ratio

TSCO:

15.16

KTOS:

335.35

PEG Ratio

TSCO:

3.32

KTOS:

3.89

PS Ratio

TSCO:

1.07

KTOS:

6.97

Total Revenue (TTM)

TSCO:

$15.52B

KTOS:

$1.42B

Gross Profit (TTM)

TSCO:

$5.16B

KTOS:

$259.40M

EBITDA (TTM)

TSCO:

$1.96B

KTOS:

$78.30M

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Return for Risk

TSCO vs. KTOS — Risk / Return Rank

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

TSCO
TSCO Risk / Return Rank: 66
Overall Rank
TSCO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
TSCO Sortino Ratio Rank: 44
Sortino Ratio Rank
TSCO Omega Ratio Rank: 55
Omega Ratio Rank
TSCO Calmar Ratio Rank: 1515
Calmar Ratio Rank
TSCO Martin Ratio Rank: 33
Martin Ratio Rank

KTOS
KTOS Risk / Return Rank: 6060
Overall Rank
KTOS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
KTOS Sortino Ratio Rank: 6262
Sortino Ratio Rank
KTOS Omega Ratio Rank: 5959
Omega Ratio Rank
KTOS Calmar Ratio Rank: 5858
Calmar Ratio Rank
KTOS Martin Ratio Rank: 5757
Martin Ratio Rank
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.

TSCO vs. KTOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tractor Supply Company (TSCO) 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.


TSCOKTOSDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

0.78

1.15

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.73

0.67

-1.40

Martin ratioReturn relative to average drawdown

-1.67

1.34

-3.01

TSCO vs. KTOS - Sharpe Ratio Comparison

The current TSCO Sharpe Ratio is -1.25, which is lower than the KTOS Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of TSCO and KTOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSCO vs. KTOS - Drawdown Comparison

The maximum TSCO drawdown since its inception was -76.15%, smaller than the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for TSCO and KTOS.


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Drawdown Indicators


TSCOKTOSDifference

Max Drawdown

Largest peak-to-trough decline

-76.15%

-99.81%

+23.66%

Max Drawdown (1Y)

Largest decline over 1 year

-52.69%

-60.15%

+7.46%

Max Drawdown (3Y)

Largest decline over 3 years

-52.69%

-60.15%

+7.46%

Max Drawdown (5Y)

Largest decline over 5 years

-52.69%

-69.39%

+16.70%

Max Drawdown (10Y)

Largest decline over 10 years

-52.69%

-72.74%

+20.05%

Current Drawdown

Current decline from peak

-49.27%

-96.34%

+47.07%

Average Drawdown

Average peak-to-trough decline

-17.46%

-95.93%

+78.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.00%

29.90%

-6.90%

Volatility

TSCO vs. KTOS - Volatility Comparison

The current volatility for Tractor Supply Company (TSCO) is 11.84%, while Kratos Defense & Security Solutions, Inc. (KTOS) has a volatility of 23.44%. This indicates that TSCO experiences smaller price fluctuations and is considered to be less risky 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


TSCOKTOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.84%

23.44%

-11.60%

Volatility (6M)

Calculated over the trailing 6-month period

26.71%

57.02%

-30.31%

Volatility (1Y)

Calculated over the trailing 1-year period

30.78%

72.17%

-41.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.85%

52.33%

-23.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.40%

50.82%

-21.42%

Dividends

TSCO vs. KTOS - Dividend Comparison

TSCO's dividend yield for the trailing twelve months is around 3.01%, while KTOS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
KTOS
Kratos Defense & Security Solutions, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSCO
Tractor Supply Company
3.01%1.84%1.66%1.92%1.64%0.87%1.07%1.46%1.44%1.40%1.21%0.89%

Financials

TSCO vs. KTOS - Financials Comparison

This section allows you to compare key financial metrics between Tractor Supply Company 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B20222023202420252026
3.90B
371.00M
(TSCO) Total Revenue
(KTOS) Total Revenue
Values in USD except per share items

TSCO vs. KTOS - Profitability Comparison

The chart below illustrates the profitability comparison between Tractor Supply Company and Kratos Defense & Security Solutions, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%20222023202420252026
25.6%
9.4%
Portfolio components
TSCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tractor Supply Company reported a gross profit of 997.97M and revenue of 3.90B. Therefore, the gross margin over that period was 25.6%.

KTOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kratos Defense & Security Solutions, Inc. reported a gross profit of 34.70M and revenue of 371.00M. Therefore, the gross margin over that period was 9.4%.

TSCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tractor Supply Company reported an operating income of 297.73M and revenue of 3.90B, resulting in an operating margin of 7.6%.

KTOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kratos Defense & Security Solutions, Inc. reported an operating income of 4.70M and revenue of 371.00M, resulting in an operating margin of 1.3%.

TSCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tractor Supply Company reported a net income of 227.41M and revenue of 3.90B, resulting in a net margin of 5.8%.

KTOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kratos Defense & Security Solutions, Inc. reported a net income of 11.90M and revenue of 371.00M, resulting in a net margin of 3.2%.


Frequently Asked Questions


TSCO and KTOS have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KTOS has higher volatility (23.44%) compared to TSCO (11.84%). In terms of maximum drawdown, TSCO dropped -76.15% vs KTOS's -99.81%.

KTOS currently has the higher Sharpe Ratio (0.56 vs -1.25), 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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