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KLAC vs. SCCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KLAC vs. SCCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KLA Corporation (KLAC) and Southern Copper Corporation (SCCO). 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 SCCO's 36.04% return. Over the past 10 years, KLAC has outperformed SCCO with an annualized return of 45.08%, while SCCO has yielded a comparatively lower 27.50% annualized 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%

SCCO

1D
4.19%
1M
-1.09%
YTD
36.04%
6M
37.05%
1Y
110.19%
3Y*
44.36%
5Y*
29.82%
10Y*
27.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KLAC vs. SCCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KLAC
KLA Corporation
110.02%94.48%9.36%56.05%-11.20%68.05%47.94%103.99%-12.49%36.80%
SCCO
Southern Copper Corporation
36.04%66.62%9.45%50.12%4.25%-0.62%58.79%46.59%-33.11%50.79%

Correlation

The correlation between KLAC and SCCO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.43

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

0.41

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jan 5, 1996

0.31

The correlation between KLAC and SCCO shifts across timeframes, from 0.31 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KLAC:

$33.62B

SCCO:

$155.95B

EPS

KLAC:

$35.29

SCCO:

$6.04

PE Ratio

KLAC:

7.21

SCCO:

31.44

PEG Ratio

KLAC:

0.27

SCCO:

4.34

PS Ratio

KLAC:

2.57

SCCO:

10.73

PB Ratio

KLAC:

5.77

SCCO:

13.23

Total Revenue (TTM)

KLAC:

$13.10B

SCCO:

$14.55B

Gross Profit (TTM)

KLAC:

$8.09B

SCCO:

$6.04B

EBITDA (TTM)

KLAC:

$5.77B

SCCO:

$8.80B

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Return for Risk

KLAC vs. SCCO — 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

SCCO
SCCO Risk / Return Rank: 8888
Overall Rank
SCCO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SCCO Sortino Ratio Rank: 8686
Sortino Ratio Rank
SCCO Omega Ratio Rank: 8585
Omega Ratio Rank
SCCO Calmar Ratio Rank: 8888
Calmar Ratio Rank
SCCO Martin Ratio Rank: 8989
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. SCCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KLA Corporation (KLAC) and Southern Copper Corporation (SCCO). 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.


KLACSCCODifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.54

1.33

+0.21

Calmar ratioReturn relative to maximum drawdown

8.66

3.67

+4.99

Martin ratioReturn relative to average drawdown

27.54

10.44

+17.09

KLAC vs. SCCO - Sharpe Ratio Comparison

The current KLAC Sharpe Ratio is 3.93, which is higher than the SCCO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of KLAC and SCCO, 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. SCCO - Drawdown Comparison

The maximum KLAC drawdown since its inception was -83.74%, which is greater than SCCO's maximum drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for KLAC and SCCO.


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Drawdown Indicators


KLACSCCODifference

Max Drawdown

Largest peak-to-trough decline

-83.74%

-78.60%

-5.14%

Max Drawdown (1Y)

Largest decline over 1 year

-22.41%

-30.22%

+7.81%

Max Drawdown (3Y)

Largest decline over 3 years

-34.95%

-39.69%

+4.74%

Max Drawdown (5Y)

Largest decline over 5 years

-40.28%

-43.07%

+2.79%

Max Drawdown (10Y)

Largest decline over 10 years

-40.28%

-54.83%

+14.55%

Current Drawdown

Current decline from peak

0.00%

-11.95%

+11.95%

Average Drawdown

Average peak-to-trough decline

-29.32%

-22.04%

-7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.03%

10.59%

-3.56%

Volatility

KLAC vs. SCCO - Volatility Comparison

KLA Corporation (KLAC) has a higher volatility of 22.17% compared to Southern Copper Corporation (SCCO) at 20.20%. This indicates that KLAC's price experiences larger fluctuations and is considered to be riskier than SCCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KLACSCCODifference

Volatility (1M)

Calculated over the trailing 1-month period

22.17%

20.20%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

42.02%

41.65%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

49.38%

49.66%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.88%

39.97%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.86%

37.55%

+4.31%

Dividends

KLAC vs. SCCO - Dividend Comparison

KLAC's dividend yield for the trailing twelve months is around 0.31%, less than SCCO's 1.93% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SCCO
Southern Copper Corporation
1.93%2.13%2.29%4.65%5.80%5.19%2.30%4.81%4.55%1.24%0.56%1.30%

Financials

KLAC vs. SCCO - Financials Comparison

This section allows you to compare key financial metrics between KLA Corporation and Southern Copper 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


2.00B2.50B3.00B3.50B4.00B20222023202420252026
3.42B
4.25B
(KLAC) Total Revenue
(SCCO) Total Revenue
Values in USD except per share items

KLAC vs. SCCO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
61.1%
0
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%.

SCCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Southern Copper Corporation reported a gross profit of 0.00 and revenue of 4.25B. Therefore, the gross margin over that period was 0.0%.

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%.

SCCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Southern Copper Corporation reported an operating income of 2.48B and revenue of 4.25B, resulting in an operating margin of 58.3%.

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%.

SCCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Southern Copper Corporation reported a net income of 1.58B and revenue of 4.25B, resulting in a net margin of 37.1%.


Frequently Asked Questions


KLAC and SCCO have a correlation of 0.48, 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 SCCO (20.20%). In terms of maximum drawdown, KLAC dropped -83.74% vs SCCO's -78.60%.

KLAC currently has the higher Sharpe Ratio (3.93 vs 2.23), 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

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