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KEYS vs. ACLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KEYS and ACLS is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

KEYS vs. ACLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keysight Technologies, Inc. (KEYS) and Axcelis Technologies, Inc. (ACLS). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
423.98%
704.05%
KEYS
ACLS

Key characteristics

Sharpe Ratio

KEYS:

0.13

ACLS:

-0.93

Sortino Ratio

KEYS:

0.43

ACLS:

-1.40

Omega Ratio

KEYS:

1.05

ACLS:

0.84

Calmar Ratio

KEYS:

0.10

ACLS:

-0.70

Martin Ratio

KEYS:

0.46

ACLS:

-1.60

Ulcer Index

KEYS:

9.18%

ACLS:

28.84%

Daily Std Dev

KEYS:

31.52%

ACLS:

49.32%

Max Drawdown

KEYS:

-45.54%

ACLS:

-99.34%

Current Drawdown

KEYS:

-21.50%

ACLS:

-65.35%

Fundamentals

Market Cap

KEYS:

$28.80B

ACLS:

$2.43B

EPS

KEYS:

$3.51

ACLS:

$6.76

PE Ratio

KEYS:

47.38

ACLS:

11.07

PEG Ratio

KEYS:

1.14

ACLS:

1.23

Total Revenue (TTM)

KEYS:

$3.70B

ACLS:

$1.08B

Gross Profit (TTM)

KEYS:

$2.33B

ACLS:

$476.33M

EBITDA (TTM)

KEYS:

$828.00M

ACLS:

$256.21M

Returns By Period

In the year-to-date period, KEYS achieves a 2.60% return, which is significantly higher than ACLS's -46.43% return. Over the past 10 years, KEYS has underperformed ACLS with an annualized return of 17.15%, while ACLS has yielded a comparatively higher 21.78% annualized return.


KEYS

YTD

2.60%

1M

-1.37%

6M

19.14%

1Y

2.76%

5Y*

9.64%

10Y*

17.15%

ACLS

YTD

-46.43%

1M

-2.15%

6M

-49.54%

1Y

-48.47%

5Y*

22.91%

10Y*

21.78%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

KEYS vs. ACLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Keysight Technologies, Inc. (KEYS) and Axcelis Technologies, Inc. (ACLS). 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 KEYS, currently valued at 0.13, compared to the broader market-4.00-2.000.002.000.13-0.93
The chart of Sortino ratio for KEYS, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.43-1.40
The chart of Omega ratio for KEYS, currently valued at 1.05, compared to the broader market0.501.001.502.001.050.84
The chart of Calmar ratio for KEYS, currently valued at 0.10, compared to the broader market0.002.004.006.000.10-0.70
The chart of Martin ratio for KEYS, currently valued at 0.46, compared to the broader market-5.000.005.0010.0015.0020.0025.000.46-1.60
KEYS
ACLS

The current KEYS Sharpe Ratio is 0.13, which is higher than the ACLS Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of KEYS and ACLS, 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 Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.13
-0.93
KEYS
ACLS

Dividends

KEYS vs. ACLS - Dividend Comparison

Neither KEYS nor ACLS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KEYS vs. ACLS - Drawdown Comparison

The maximum KEYS drawdown since its inception was -45.54%, smaller than the maximum ACLS drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for KEYS and ACLS. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-21.50%
-65.35%
KEYS
ACLS

Volatility

KEYS vs. ACLS - Volatility Comparison

The current volatility for Keysight Technologies, Inc. (KEYS) is 7.84%, while Axcelis Technologies, Inc. (ACLS) has a volatility of 11.61%. This indicates that KEYS experiences smaller price fluctuations and is considered to be less risky than ACLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
7.84%
11.61%
KEYS
ACLS

Financials

KEYS vs. ACLS - Financials Comparison

This section allows you to compare key financial metrics between Keysight Technologies, Inc. and Axcelis Technologies, 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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