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BESIY vs. CAMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BESIY vs. CAMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BE Semiconductor Industries NV ADR (BESIY) and Camtek Ltd (CAMT). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-25.36%
-28.66%
BESIY
CAMT

Returns By Period

In the year-to-date period, BESIY achieves a -23.51% return, which is significantly lower than CAMT's 10.62% return. Over the past 10 years, BESIY has outperformed CAMT with an annualized return of 47.12%, while CAMT has yielded a comparatively lower 39.14% annualized return.


BESIY

YTD

-23.51%

1M

3.40%

6M

-24.68%

1Y

-11.18%

5Y (annualized)

33.25%

10Y (annualized)

47.12%

CAMT

YTD

10.62%

1M

-6.32%

6M

-27.54%

1Y

20.47%

5Y (annualized)

50.32%

10Y (annualized)

39.14%

Fundamentals


BESIYCAMT
Market Cap$9.02B$3.43B
EPS$2.36$2.18
PE Ratio48.0534.64
PEG Ratio1.170.98
Total Revenue (TTM)$613.70M$400.63M
Gross Profit (TTM)$394.82M$191.51M
EBITDA (TTM)$234.25M$105.28M

Key characteristics


BESIYCAMT
Sharpe Ratio-0.250.34
Sortino Ratio-0.010.85
Omega Ratio1.001.11
Calmar Ratio-0.290.40
Martin Ratio-0.510.83
Ulcer Index24.58%23.43%
Daily Std Dev49.99%56.19%
Max Drawdown-64.23%-97.74%
Current Drawdown-40.74%-44.98%

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Correlation

-0.50.00.51.00.3

The correlation between BESIY and CAMT is 0.25, 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.

Risk-Adjusted Performance

BESIY vs. CAMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BE Semiconductor Industries NV ADR (BESIY) and Camtek Ltd (CAMT). 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.


Sharpe ratio
The chart of Sharpe ratio for BESIY, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.250.34
The chart of Sortino ratio for BESIY, currently valued at -0.01, compared to the broader market-4.00-2.000.002.004.00-0.010.85
The chart of Omega ratio for BESIY, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.11
The chart of Calmar ratio for BESIY, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.290.40
The chart of Martin ratio for BESIY, currently valued at -0.51, compared to the broader market0.0010.0020.0030.00-0.510.83
BESIY
CAMT

The current BESIY Sharpe Ratio is -0.25, which is lower than the CAMT Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of BESIY and CAMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
-0.25
0.34
BESIY
CAMT

Dividends

BESIY vs. CAMT - Dividend Comparison

BESIY's dividend yield for the trailing twelve months is around 2.02%, more than CAMT's 1.76% yield.


TTM20232022202120202019201820172016201520142013
BESIY
BE Semiconductor Industries NV ADR
2.02%2.07%5.81%2.41%1.84%4.86%13.38%2.26%0.69%8.25%2.06%3.47%
CAMT
Camtek Ltd
1.76%0.00%0.00%0.00%0.00%1.57%2.07%2.45%0.00%0.00%0.00%0.00%

Drawdowns

BESIY vs. CAMT - Drawdown Comparison

The maximum BESIY drawdown since its inception was -64.23%, smaller than the maximum CAMT drawdown of -97.74%. Use the drawdown chart below to compare losses from any high point for BESIY and CAMT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-40.74%
-44.98%
BESIY
CAMT

Volatility

BESIY vs. CAMT - Volatility Comparison

The current volatility for BE Semiconductor Industries NV ADR (BESIY) is 12.06%, while Camtek Ltd (CAMT) has a volatility of 17.69%. This indicates that BESIY experiences smaller price fluctuations and is considered to be less risky than CAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
12.06%
17.69%
BESIY
CAMT

Financials

BESIY vs. CAMT - Financials Comparison

This section allows you to compare key financial metrics between BE Semiconductor Industries NV ADR and Camtek Ltd. 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


Values in USD except per share items