KLAC vs. HEI

In the year-to-date period, KLAC achieves a 7.21% return, which is significantly lower than HEI's 49.52% return. Over the past 10 years, KLAC has outperformed HEI with an annualized return of 27.92%, while HEI has yielded a comparatively lower 26.30% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for KLA Corporation (KLAC) and HEICO Corporation (HEI). 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.

The current KLAC Sharpe Ratio is 0.33, which is lower than the HEI Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of KLAC and HEI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

KLAC's dividend yield for the trailing twelve months is around 0.70%, more than HEI's 0.08% yield.

The maximum KLAC drawdown since its inception was -83.74%, which is greater than HEI's maximum drawdown of -73.03%. Use the drawdown chart below to compare losses from any high point for KLAC and HEI. For additional features, visit the drawdowns tool.

KLA Corporation (KLAC) has a higher volatility of 9.08% compared to HEICO Corporation (HEI) at 8.50%. This indicates that KLAC's price experiences larger fluctuations and is considered to be riskier than HEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between KLA Corporation and HEICO Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.