PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KLAC vs. INTT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

KLAC vs. INTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KLA Corporation (KLAC) and inTEST Corporation (INTT). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-19.70%
-26.74%
KLAC
INTT

Returns By Period

In the year-to-date period, KLAC achieves a 7.21% return, which is significantly higher than INTT's -46.07% return. Over the past 10 years, KLAC has outperformed INTT with an annualized return of 27.92%, while INTT has yielded a comparatively lower 5.52% annualized return.


KLAC

YTD

7.21%

1M

-8.71%

6M

-17.00%

1Y

14.44%

5Y (annualized)

30.27%

10Y (annualized)

27.92%

INTT

YTD

-46.07%

1M

2.72%

6M

-25.77%

1Y

-42.39%

5Y (annualized)

6.81%

10Y (annualized)

5.52%

Fundamentals


KLACINTT
Market Cap$89.09B$96.27M
EPS$21.86$0.22
PE Ratio30.4735.36
PEG Ratio1.600.00
Total Revenue (TTM)$10.25B$120.25M
Gross Profit (TTM)$6.19B$52.45M
EBITDA (TTM)$4.30B$1.85M

Key characteristics


KLACINTT
Sharpe Ratio0.33-0.75
Sortino Ratio0.71-0.92
Omega Ratio1.100.89
Calmar Ratio0.46-0.54
Martin Ratio1.29-1.36
Ulcer Index11.02%30.70%
Daily Std Dev43.20%55.72%
Max Drawdown-83.74%-99.53%
Current Drawdown-30.46%-72.75%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.2

The correlation between KLAC and INTT is 0.17, 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

KLAC vs. INTT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KLA Corporation (KLAC) and inTEST Corporation (INTT). 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 KLAC, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.000.33-0.75
The chart of Sortino ratio for KLAC, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.71-0.92
The chart of Omega ratio for KLAC, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.89
The chart of Calmar ratio for KLAC, currently valued at 0.46, compared to the broader market0.002.004.006.000.46-0.54
The chart of Martin ratio for KLAC, currently valued at 1.29, compared to the broader market0.0010.0020.0030.001.29-1.36
KLAC
INTT

The current KLAC Sharpe Ratio is 0.33, which is higher than the INTT Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of KLAC and INTT, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.33
-0.75
KLAC
INTT

Dividends

KLAC vs. INTT - Dividend Comparison

KLAC's dividend yield for the trailing twelve months is around 0.70%, while INTT has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KLAC
KLA Corporation
0.70%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%
INTT
inTEST Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KLAC vs. INTT - Drawdown Comparison

The maximum KLAC drawdown since its inception was -83.74%, smaller than the maximum INTT drawdown of -99.53%. Use the drawdown chart below to compare losses from any high point for KLAC and INTT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-30.46%
-72.75%
KLAC
INTT

Volatility

KLAC vs. INTT - Volatility Comparison

The current volatility for KLA Corporation (KLAC) is 9.08%, while inTEST Corporation (INTT) has a volatility of 14.28%. This indicates that KLAC experiences smaller price fluctuations and is considered to be less risky than INTT 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
9.08%
14.28%
KLAC
INTT

Financials

KLAC vs. INTT - Financials Comparison

This section allows you to compare key financial metrics between KLA Corporation and inTEST 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items