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

Correlation

The correlation between CAMT and ONTO is 0.28, 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.


-0.50.00.51.00.3

Performance

CAMT vs. ONTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Camtek Ltd (CAMT) and Onto Innovation Inc. (ONTO). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,396.10%
401.12%
CAMT
ONTO

Key characteristics

Sharpe Ratio

CAMT:

0.62

ONTO:

0.28

Sortino Ratio

CAMT:

1.18

ONTO:

0.74

Omega Ratio

CAMT:

1.15

ONTO:

1.10

Calmar Ratio

CAMT:

0.75

ONTO:

0.45

Martin Ratio

CAMT:

1.36

ONTO:

1.00

Ulcer Index

CAMT:

26.61%

ONTO:

15.06%

Daily Std Dev

CAMT:

57.82%

ONTO:

53.79%

Max Drawdown

CAMT:

-97.74%

ONTO:

-98.56%

Current Drawdown

CAMT:

-39.26%

ONTO:

-29.74%

Fundamentals

Market Cap

CAMT:

$3.48B

ONTO:

$8.51B

EPS

CAMT:

$2.18

ONTO:

$3.70

PE Ratio

CAMT:

35.17

ONTO:

46.55

PEG Ratio

CAMT:

0.98

ONTO:

0.86

Total Revenue (TTM)

CAMT:

$400.63M

ONTO:

$942.24M

Gross Profit (TTM)

CAMT:

$191.51M

ONTO:

$466.13M

EBITDA (TTM)

CAMT:

$105.28M

ONTO:

$242.12M

Returns By Period

In the year-to-date period, CAMT achieves a 22.12% return, which is significantly higher than ONTO's 9.39% return. Over the past 10 years, CAMT has outperformed ONTO with an annualized return of 40.48%, while ONTO has yielded a comparatively lower 26.05% annualized return.


CAMT

YTD

22.12%

1M

10.89%

6M

-27.13%

1Y

25.13%

5Y*

50.97%

10Y*

40.48%

ONTO

YTD

9.39%

1M

3.30%

6M

-22.71%

1Y

8.46%

5Y*

35.84%

10Y*

26.05%

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Risk-Adjusted Performance

CAMT vs. ONTO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Camtek Ltd (CAMT) and Onto Innovation Inc. (ONTO). 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 CAMT, currently valued at 0.62, compared to the broader market-4.00-2.000.002.000.620.28
The chart of Sortino ratio for CAMT, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.180.74
The chart of Omega ratio for CAMT, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.10
The chart of Calmar ratio for CAMT, currently valued at 0.75, compared to the broader market0.002.004.006.000.750.45
The chart of Martin ratio for CAMT, currently valued at 1.36, compared to the broader market-5.000.005.0010.0015.0020.0025.001.361.00
CAMT
ONTO

The current CAMT Sharpe Ratio is 0.62, which is higher than the ONTO Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of CAMT and ONTO, 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 Ratio0.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
0.62
0.28
CAMT
ONTO

Dividends

CAMT vs. ONTO - Dividend Comparison

CAMT's dividend yield for the trailing twelve months is around 1.60%, while ONTO has not paid dividends to shareholders.


TTM2023202220212020201920182017
CAMT
Camtek Ltd
1.60%0.00%0.00%0.00%0.00%1.57%2.07%2.45%
ONTO
Onto Innovation Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CAMT vs. ONTO - Drawdown Comparison

The maximum CAMT drawdown since its inception was -97.74%, roughly equal to the maximum ONTO drawdown of -98.56%. Use the drawdown chart below to compare losses from any high point for CAMT and ONTO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.26%
-29.74%
CAMT
ONTO

Volatility

CAMT vs. ONTO - Volatility Comparison

Camtek Ltd (CAMT) has a higher volatility of 15.83% compared to Onto Innovation Inc. (ONTO) at 8.96%. This indicates that CAMT's price experiences larger fluctuations and is considered to be riskier than ONTO 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%JulyAugustSeptemberOctoberNovemberDecember
15.83%
8.96%
CAMT
ONTO

Financials

CAMT vs. ONTO - Financials Comparison

This section allows you to compare key financial metrics between Camtek Ltd and Onto Innovation 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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