UMAC vs. KTOS

Last updated Aug 1, 2026

UMAC (Unusual Machines, Inc) and KTOS (Kratos Defense & Security Solutions, Inc.) are both stocks. UMAC operates in Computer Hardware (Technology), while KTOS operates in Aerospace & Defense (Industrials). Over the past year, UMAC returned 139.37% vs -17.83% for KTOS. Their 0.37 correlation means their historical movements had little consistent relationship.

Performance

UMAC vs. KTOS - Performance Comparison

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

Returns By Period

In the year-to-date period, UMAC achieves a 66.09% return, which is significantly higher than KTOS's -38.61% return.

UMAC

• 1D: 3.17%
• 1M: -4.17%
• 6M: 52.78%
• YTD: 66.09%
• 1Y: 139.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 96.90%

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%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
KTOS Kratos Defense & Security Solutions, Inc.	$144.82M	$177.61M	$257.63M
UMAC Unusual Machines, Inc	$64.72M	$66.46M	$135.77M

UMAC vs. KTOS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
UMAC Unusual Machines, Inc	66.09%	-24.26%	320.50%
KTOS Kratos Defense & Security Solutions, Inc.	-38.61%	187.76%	48.20%

Correlation

The correlation between UMAC and KTOS is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.61
Correlation (All Time) Calculated using the full available price history since Feb 14, 2024	0.37

Over the past year, UMAC and KTOS have become more correlated (0.61) than their long-term average of 0.37, meaning their price movements have been converging.

Fundamentals

Market Cap UMAC : $713.02M KTOS : $8.74B
EPS UMAC : -$0.16 KTOS : $0.17
PS Ratio UMAC : 42.82 KTOS : 5.77
PB Ratio UMAC : 3.07 KTOS : 2.45
Total Revenue (TTM) UMAC : $17.25M KTOS : $1.42B
Gross Profit (TTM) UMAC : $5.92M KTOS : $259.40M
EBITDA (TTM) UMAC : -$28.96M KTOS : $78.30M

Return for Risk

UMAC vs. KTOS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UMAC

UMAC Risk / Return Rank: 79
UMAC Sharpe Ratio Rank: 76
UMAC Sortino Ratio Rank: 82
UMAC Omega Ratio Rank: 76
UMAC Calmar Ratio Rank: 83
UMAC Martin Ratio Rank: 78

KTOS

KTOS Risk / Return Rank: 33
KTOS Sharpe Ratio Rank: 31
KTOS Sortino Ratio Rank: 34
KTOS Omega Ratio Rank: 34
KTOS Calmar Ratio Rank: 34
KTOS Martin Ratio Rank: 34

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UMAC vs. KTOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unusual Machines, Inc (UMAC) 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.

	UMAC	KTOS	Difference
Sharpe ratio: Return per unit of total volatility	1.00	-0.29	+1.29
Sortino ratio: Return per unit of downside risk	2.13	0.05	+2.09
Omega ratio: Gain probability vs. loss probability	1.23	1.01	+0.23
Calmar ratio: Return relative to maximum drawdown	2.47	-0.31	+2.78
Martin ratio: Return relative to average drawdown	4.53	-0.55	+5.08

UMAC vs. KTOS - Sharpe Ratio Comparison

The current UMAC Sharpe Ratio is 1.00, which is higher than the KTOS Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of UMAC 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.

Drawdowns

UMAC vs. KTOS - Drawdown Comparison

The maximum UMAC drawdown since its inception was -75.61%, smaller than the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for UMAC and KTOS.

Drawdown Indicators

	UMAC	KTOS	Difference
Max Drawdown Largest peak-to-trough decline	-75.61%	-99.81%	+24.20%
Max Drawdown (1Y) Largest decline over 1 year	-52.63%	-66.43%	+13.80%
Max Drawdown (3Y) Largest decline over 3 years	—	-66.43%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-66.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-72.74%	—
Current Drawdown Current decline from peak	-36.68%	-97.05%	+60.37%
Average Drawdown Average peak-to-trough decline	-45.74%	-95.93%	+50.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.60%	37.39%	-8.79%

Volatility

UMAC vs. KTOS - Volatility Comparison

Unusual Machines, Inc (UMAC) has a higher volatility of 37.62% compared to Kratos Defense & Security Solutions, Inc. (KTOS) at 19.73%. This indicates that UMAC'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.

Volatility by Period

	UMAC	KTOS	Difference
Volatility (1M) Calculated over the trailing 1-month period	37.62%	19.73%	+17.89%
Volatility (6M) Calculated over the trailing 6-month period	101.13%	54.32%	+46.81%
Volatility (1Y) Calculated over the trailing 1-year period	130.32%	71.54%	+58.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	162.77%	53.11%	+109.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	162.77%	51.16%	+111.61%

Dividends

UMAC vs. KTOS - Dividend Comparison

Neither UMAC nor KTOS has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both UMAC and KTOS in my portfolio?

UMAC and KTOS have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UMAC or KTOS?

UMAC has higher volatility (37.62%) compared to KTOS (19.73%). In terms of maximum drawdown, UMAC dropped -75.61% vs KTOS's -99.81%.

Which has better risk-adjusted returns?

UMAC currently has the higher Sharpe Ratio (1.00 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.