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KLAC vs. ISVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KLAC vs. ISVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KLA Corporation (KLAC) and iShares International Developed Small Cap Value Factor ETF (ISVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KLAC achieves a 110.02% return, which is significantly higher than ISVL's 10.51% return.


KLAC

1D
5.55%
1M
37.79%
YTD
110.02%
6M
113.75%
1Y
192.78%
3Y*
75.88%
5Y*
52.93%
10Y*
45.08%

ISVL

1D
0.50%
1M
1.31%
YTD
10.51%
6M
13.02%
1Y
28.56%
3Y*
21.36%
5Y*
10.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KLAC vs. ISVL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KLAC
KLA Corporation
110.02%94.48%9.36%56.05%-11.20%45.66%
ISVL
iShares International Developed Small Cap Value Factor ETF
10.51%42.84%4.58%17.56%-13.69%8.32%

Correlation

The correlation between KLAC and ISVL is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2021

0.51

The correlation between KLAC and ISVL has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.

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Return for Risk

KLAC vs. ISVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KLAC
KLAC Risk / Return Rank: 9696
Overall Rank
KLAC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
KLAC Sortino Ratio Rank: 9595
Sortino Ratio Rank
KLAC Omega Ratio Rank: 9595
Omega Ratio Rank
KLAC Calmar Ratio Rank: 9797
Calmar Ratio Rank
KLAC Martin Ratio Rank: 9898
Martin Ratio Rank

ISVL
ISVL Risk / Return Rank: 6363
Overall Rank
ISVL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ISVL Sortino Ratio Rank: 7070
Sortino Ratio Rank
ISVL Omega Ratio Rank: 6868
Omega Ratio Rank
ISVL Calmar Ratio Rank: 5353
Calmar Ratio Rank
ISVL Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KLAC vs. ISVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KLA Corporation (KLAC) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KLACISVLDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.54

1.35

+0.19

Calmar ratioReturn relative to maximum drawdown

8.66

2.30

+6.36

Martin ratioReturn relative to average drawdown

27.54

8.97

+18.56

KLAC vs. ISVL - Sharpe Ratio Comparison

The current KLAC Sharpe Ratio is 3.93, which is higher than the ISVL Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of KLAC and ISVL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KLAC vs. ISVL - Drawdown Comparison

The maximum KLAC drawdown since its inception was -83.74%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for KLAC and ISVL.


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Drawdown Indicators


KLACISVLDifference

Max Drawdown

Largest peak-to-trough decline

-83.74%

-30.48%

-53.26%

Max Drawdown (1Y)

Largest decline over 1 year

-22.41%

-12.48%

-9.93%

Max Drawdown (3Y)

Largest decline over 3 years

-34.95%

-12.93%

-22.02%

Max Drawdown (5Y)

Largest decline over 5 years

-40.28%

-30.48%

-9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-40.28%

Current Drawdown

Current decline from peak

0.00%

-0.30%

+0.30%

Average Drawdown

Average peak-to-trough decline

-29.32%

-6.63%

-22.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.03%

3.20%

+3.83%

Volatility

KLAC vs. ISVL - Volatility Comparison

KLA Corporation (KLAC) has a higher volatility of 22.17% compared to iShares International Developed Small Cap Value Factor ETF (ISVL) at 4.96%. This indicates that KLAC's price experiences larger fluctuations and is considered to be riskier than ISVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KLACISVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.17%

4.96%

+17.21%

Volatility (6M)

Calculated over the trailing 6-month period

42.02%

12.44%

+29.58%

Volatility (1Y)

Calculated over the trailing 1-year period

49.38%

14.80%

+34.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.88%

16.95%

+26.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.86%

16.79%

+25.07%

Dividends

KLAC vs. ISVL - Dividend Comparison

KLAC's dividend yield for the trailing twelve months is around 0.31%, less than ISVL's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
ISVL
iShares International Developed Small Cap Value Factor ETF
2.43%2.69%3.92%3.82%3.37%2.82%0.00%0.00%0.00%0.00%0.00%0.00%
KLAC
KLA Corporation
0.31%0.61%0.96%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%

Frequently Asked Questions


KLAC and ISVL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KLAC has higher volatility (22.17%) compared to ISVL (4.96%). In terms of maximum drawdown, KLAC dropped -83.74% vs ISVL's -30.48%.

KLAC currently has the higher Sharpe Ratio (3.93 vs 1.94), 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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