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KLAC vs. INTT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.2

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-23.45%
-20.08%
KLAC
INTT

Key characteristics

Sharpe Ratio

KLAC:

0.20

INTT:

-0.70

Sortino Ratio

KLAC:

0.55

INTT:

-0.83

Omega Ratio

KLAC:

1.08

INTT:

0.90

Calmar Ratio

KLAC:

0.28

INTT:

-0.52

Martin Ratio

KLAC:

0.63

INTT:

-1.19

Ulcer Index

KLAC:

13.69%

INTT:

33.30%

Daily Std Dev

KLAC:

43.16%

INTT:

56.54%

Max Drawdown

KLAC:

-83.74%

INTT:

-99.53%

Current Drawdown

KLAC:

-29.95%

INTT:

-71.61%

Fundamentals

Market Cap

KLAC:

$87.60B

INTT:

$96.52M

EPS

KLAC:

$21.85

INTT:

$0.22

PE Ratio

KLAC:

29.97

INTT:

35.45

PEG Ratio

KLAC:

1.53

INTT:

0.00

Total Revenue (TTM)

KLAC:

$10.25B

INTT:

$120.25M

Gross Profit (TTM)

KLAC:

$6.19B

INTT:

$52.45M

EBITDA (TTM)

KLAC:

$4.33B

INTT:

$8.16M

Returns By Period

In the year-to-date period, KLAC achieves a 7.98% return, which is significantly higher than INTT's -43.82% return. Over the past 10 years, KLAC has outperformed INTT with an annualized return of 26.65%, while INTT has yielded a comparatively lower 6.45% annualized return.


KLAC

YTD

7.98%

1M

1.06%

6M

-24.66%

1Y

11.43%

5Y*

30.24%

10Y*

26.65%

INTT

YTD

-43.82%

1M

9.30%

6M

-18.20%

1Y

-39.12%

5Y*

5.97%

10Y*

6.45%

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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 0.20, compared to the broader market-4.00-2.000.002.000.20-0.70
The chart of Sortino ratio for KLAC, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.55-0.83
The chart of Omega ratio for KLAC, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.90
The chart of Calmar ratio for KLAC, currently valued at 0.28, compared to the broader market0.002.004.006.000.28-0.52
The chart of Martin ratio for KLAC, currently valued at 0.63, compared to the broader market0.0010.0020.000.63-1.19
KLAC
INTT

The current KLAC Sharpe Ratio is 0.20, which is higher than the INTT Sharpe Ratio of -0.70. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.20
-0.70
KLAC
INTT

Dividends

KLAC vs. INTT - Dividend Comparison

KLAC's dividend yield for the trailing twelve months is around 0.97%, while INTT has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KLAC
KLA Corporation
0.97%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%JulyAugustSeptemberOctoberNovemberDecember
-29.95%
-71.61%
KLAC
INTT

Volatility

KLAC vs. INTT - Volatility Comparison

The current volatility for KLA Corporation (KLAC) is 8.07%, while inTEST Corporation (INTT) has a volatility of 16.25%. 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%JulyAugustSeptemberOctoberNovemberDecember
8.07%
16.25%
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
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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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