PortfoliosLab logoPortfoliosLab logo
KLAC vs. JNJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KLAC vs. JNJ - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, KLAC achieves a 73.94% return, which is significantly higher than JNJ's 13.43% return. Over the past 10 years, KLAC has outperformed JNJ with an annualized return of 42.36%, while JNJ has yielded a comparatively lower 10.06% 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%

JNJ

1D
-0.26%
1M
5.50%
YTD
13.43%
6M
16.43%
1Y
53.49%
3Y*
16.56%
5Y*
10.04%
10Y*
10.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KLAC vs. JNJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KLAC
KLA Corporation
73.94%94.48%9.36%56.05%-11.20%68.05%47.94%103.99%-12.49%36.80%
JNJ
Johnson & Johnson
13.43%47.48%-4.81%-8.58%5.97%11.44%10.82%16.22%-5.13%24.43%

Correlation

The correlation between KLAC and JNJ is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

-0.06

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

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.17

The correlation between KLAC and JNJ shifts across timeframes, from -0.07 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KLAC:

$278.42B

JNJ:

$567.68B

EPS

KLAC:

$35.29

JNJ:

$8.65

PE Ratio

KLAC:

59.74

JNJ:

26.85

PEG Ratio

KLAC:

2.23

JNJ:

0.89

PS Ratio

KLAC:

21.30

JNJ:

5.86

PB Ratio

KLAC:

47.75

JNJ:

6.99

Total Revenue (TTM)

KLAC:

$13.10B

JNJ:

$96.36B

Gross Profit (TTM)

KLAC:

$8.09B

JNJ:

$66.60B

EBITDA (TTM)

KLAC:

$5.77B

JNJ:

$31.62B

Compare stocks, funds, or ETFs

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


Return for Risk

KLAC vs. JNJ — Risk / Return Rank

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

KLAC
KLAC Risk / Return Rank: 9595
Overall Rank
KLAC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
KLAC Sortino Ratio Rank: 9292
Sortino Ratio Rank
KLAC Omega Ratio Rank: 9393
Omega Ratio Rank
KLAC Calmar Ratio Rank: 9696
Calmar Ratio Rank
KLAC Martin Ratio Rank: 9797
Martin Ratio Rank

JNJ
JNJ Risk / Return Rank: 9595
Overall Rank
JNJ Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9797
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9595
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9292
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9393
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. JNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KLA Corporation (KLAC) and Johnson & Johnson (JNJ). 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.


KLACJNJDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.49

1.57

-0.08

Calmar ratioReturn relative to maximum drawdown

7.30

4.91

+2.40

Martin ratioReturn relative to average drawdown

23.22

14.52

+8.70

KLAC vs. JNJ - Sharpe Ratio Comparison

The current KLAC Sharpe Ratio is 3.43, which is comparable to the JNJ Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of KLAC and JNJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


KLACJNJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.43

3.19

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.60

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

0.55

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.54

-0.09

Drawdowns

KLAC vs. JNJ - Drawdown Comparison

The maximum KLAC drawdown since its inception was -83.74%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for KLAC and JNJ.


Loading charts...

Drawdown Indicators


KLACJNJDifference

Max Drawdown

Largest peak-to-trough decline

-83.74%

-50.67%

-33.07%

Max Drawdown (1Y)

Largest decline over 1 year

-22.41%

-10.96%

-11.45%

Max Drawdown (3Y)

Largest decline over 3 years

-34.95%

-15.95%

-19.00%

Max Drawdown (5Y)

Largest decline over 5 years

-40.28%

-18.41%

-21.87%

Max Drawdown (10Y)

Largest decline over 10 years

-40.28%

-27.37%

-12.91%

Current Drawdown

Current decline from peak

-1.08%

-6.06%

+4.98%

Average Drawdown

Average peak-to-trough decline

-29.34%

-11.88%

-17.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.03%

3.70%

+3.33%

Volatility

KLAC vs. JNJ - Volatility Comparison

KLA Corporation (KLAC) has a higher volatility of 19.61% compared to Johnson & Johnson (JNJ) at 5.80%. This indicates that KLAC's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KLACJNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.61%

5.80%

+13.81%

Volatility (6M)

Calculated over the trailing 6-month period

40.06%

12.41%

+27.65%

Volatility (1Y)

Calculated over the trailing 1-year period

47.74%

16.87%

+30.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.46%

16.87%

+26.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.64%

18.47%

+23.17%

Dividends

KLAC vs. JNJ - Dividend Comparison

KLAC's dividend yield for the trailing twelve months is around 0.38%, less than JNJ's 2.26% yield.


PositionTTM20252024202320222021202020192018201720162015
JNJ
Johnson & Johnson
2.26%2.48%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%
KLAC
KLA Corporation
0.38%0.61%0.96%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%

Financials

KLAC vs. JNJ - Financials Comparison

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


0.005.00B10.00B15.00B20.00B25.00B20222023202420252026
3.42B
24.06B
(KLAC) Total Revenue
(JNJ) Total Revenue
Values in USD except per share items

KLAC vs. JNJ - Profitability Comparison

The chart below illustrates the profitability comparison between KLA Corporation and Johnson & Johnson over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

58.0%60.0%62.0%64.0%66.0%68.0%70.0%72.0%20222023202420252026
61.1%
71.5%
Portfolio components
KLAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported a gross profit of 2.09B and revenue of 3.42B. Therefore, the gross margin over that period was 61.1%.

JNJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a gross profit of 17.20B and revenue of 24.06B. Therefore, the gross margin over that period was 71.5%.

KLAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported an operating income of 1.41B and revenue of 3.42B, resulting in an operating margin of 41.2%.

JNJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported an operating income of 6.40B and revenue of 24.06B, resulting in an operating margin of 26.6%.

KLAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported a net income of 1.20B and revenue of 3.42B, resulting in a net margin of 35.2%.

JNJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a net income of 5.24B and revenue of 24.06B, resulting in a net margin of 21.8%.


Frequently Asked Questions


KLAC and JNJ have a correlation of -0.07, 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 JNJ (5.80%). In terms of maximum drawdown, KLAC dropped -83.74% vs JNJ's -50.67%.

KLAC currently has the higher Sharpe Ratio (3.43 vs 3.19), 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.

Portfolio Optimizer

Find the right allocation for KLAC and JNJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer