KLAC vs. BTC-USD
KLAC (KLA Corporation) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, KLAC returned 42.36%/yr vs 59.68%/yr for BTC-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
KLAC vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, KLAC achieves a 73.94% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, KLAC has underperformed BTC-USD with an annualized return of 42.36%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
KLAC
- 1D
- 9.27%
- 1M
- 12.92%
- YTD
- 73.94%
- 6M
- 72.59%
- 1Y
- 162.58%
- 3Y*
- 66.83%
- 5Y*
- 47.83%
- 10Y*
- 42.36%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
KLAC vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KLAC KLA Corporation | 73.94% | 94.48% | 9.36% | 56.05% | -11.20% | 68.05% | 47.94% | 103.99% | -12.49% | 36.80% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between KLAC and BTC-USD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.12 |
The correlation between KLAC and BTC-USD shifts across timeframes, from 0.12 (all time) to 0.25 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
KLAC vs. BTC-USD — Risk / Return Rank
KLAC
BTC-USD
KLAC vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KLA Corporation (KLAC) and Bitcoin (BTC-USD). 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.
| KLAC | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.39 | ||
| Sortino ratioReturn per unit of downside risk | +4.73 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 0.86 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 7.30 | -0.80 | +8.10 |
| Martin ratioReturn relative to average drawdown | 23.22 | -1.42 | +24.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KLAC | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.43 | -0.95 | +4.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 0.20 | +0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.87 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.13 | -0.68 |
Drawdowns
KLAC vs. BTC-USD - Drawdown Comparison
The maximum KLAC drawdown since its inception was -83.74%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for KLAC and BTC-USD.
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Drawdown Indicators
| KLAC | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.74% | -85.30% | +1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -22.41% | -51.21% | +28.80% |
Max Drawdown (3Y)Largest decline over 3 years | -34.95% | -51.21% | +16.26% |
Max Drawdown (5Y)Largest decline over 5 years | -40.28% | -76.67% | +36.39% |
Max Drawdown (10Y)Largest decline over 10 years | -40.28% | -83.80% | +43.52% |
Current DrawdownCurrent decline from peak | -1.08% | -49.86% | +48.78% |
Average DrawdownAverage peak-to-trough decline | -29.34% | -42.32% | +12.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.03% | 34.46% | -27.43% |
Volatility
KLAC vs. BTC-USD - Volatility Comparison
KLA Corporation (KLAC) has a higher volatility of 19.61% compared to Bitcoin (BTC-USD) at 11.59%. This indicates that KLAC's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KLAC | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.61% | 11.59% | +8.02% |
Volatility (6M)Calculated over the trailing 6-month period | 40.06% | 34.53% | +5.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.74% | 35.67% | +12.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.46% | 44.95% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.64% | 56.71% | -15.07% |
Frequently Asked Questions
KLAC and BTC-USD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KLAC has higher volatility (19.61%) compared to BTC-USD (11.59%). In terms of maximum drawdown, KLAC dropped -83.74% vs BTC-USD's -85.30%.
KLAC currently has the higher Sharpe Ratio (3.43 vs -0.95), 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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