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

Performance

KLAC vs. SNPS - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-19.70%
-9.34%
KLAC
SNPS

Returns By Period

In the year-to-date period, KLAC achieves a 7.21% return, which is significantly higher than SNPS's 1.13% return. Both investments have delivered pretty close results over the past 10 years, with KLAC having a 27.92% annualized return and SNPS not far ahead at 28.67%.


KLAC

YTD

7.21%

1M

-8.71%

6M

-17.00%

1Y

14.44%

5Y (annualized)

30.27%

10Y (annualized)

27.92%

SNPS

YTD

1.13%

1M

3.87%

6M

-8.11%

1Y

-2.38%

5Y (annualized)

30.16%

10Y (annualized)

28.67%

Fundamentals


KLACSNPS
Market Cap$89.09B$85.02B
EPS$21.86$9.68
PE Ratio30.4757.18
PEG Ratio1.602.54
Total Revenue (TTM)$10.25B$4.63B
Gross Profit (TTM)$6.19B$3.62B
EBITDA (TTM)$4.30B$1.19B

Key characteristics


KLACSNPS
Sharpe Ratio0.33-0.05
Sortino Ratio0.710.18
Omega Ratio1.101.02
Calmar Ratio0.46-0.06
Martin Ratio1.29-0.15
Ulcer Index11.02%11.09%
Daily Std Dev43.20%34.91%
Max Drawdown-83.74%-60.95%
Current Drawdown-30.46%-16.18%

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Correlation

-0.50.00.51.00.5

The correlation between KLAC and SNPS is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

KLAC vs. SNPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KLA Corporation (KLAC) and Synopsys, Inc. (SNPS). 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-4.00-2.000.002.004.000.33-0.07
The chart of Sortino ratio for KLAC, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.710.15
The chart of Omega ratio for KLAC, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.02
The chart of Calmar ratio for KLAC, currently valued at 0.46, compared to the broader market0.002.004.006.000.46-0.09
The chart of Martin ratio for KLAC, currently valued at 1.29, compared to the broader market0.0010.0020.0030.001.29-0.21
KLAC
SNPS

The current KLAC Sharpe Ratio is 0.33, which is higher than the SNPS Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of KLAC and SNPS, 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.33
-0.07
KLAC
SNPS

Dividends

KLAC vs. SNPS - Dividend Comparison

KLAC's dividend yield for the trailing twelve months is around 0.70%, while SNPS 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%
SNPS
Synopsys, Inc.
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. SNPS - Drawdown Comparison

The maximum KLAC drawdown since its inception was -83.74%, which is greater than SNPS's maximum drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for KLAC and SNPS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-30.46%
-16.18%
KLAC
SNPS

Volatility

KLAC vs. SNPS - Volatility Comparison

The current volatility for KLA Corporation (KLAC) is 9.08%, while Synopsys, Inc. (SNPS) has a volatility of 12.71%. This indicates that KLAC experiences smaller price fluctuations and is considered to be less risky than SNPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.08%
12.71%
KLAC
SNPS

Financials

KLAC vs. SNPS - Financials Comparison

This section allows you to compare key financial metrics between KLA Corporation and Synopsys, Inc.. 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