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

Correlation

The correlation between KLAC and SNPS is 0.55, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

KLAC:

0.02

SNPS:

-0.52

Sortino Ratio

KLAC:

0.35

SNPS:

-0.54

Omega Ratio

KLAC:

1.05

SNPS:

0.93

Calmar Ratio

KLAC:

0.01

SNPS:

-0.58

Martin Ratio

KLAC:

0.01

SNPS:

-1.17

Ulcer Index

KLAC:

19.11%

SNPS:

19.30%

Daily Std Dev

KLAC:

49.51%

SNPS:

41.69%

Max Drawdown

KLAC:

-83.74%

SNPS:

-60.95%

Current Drawdown

KLAC:

-12.46%

SNPS:

-26.77%

Fundamentals

Market Cap

KLAC:

$104.35B

SNPS:

$79.13B

EPS

KLAC:

$27.06

SNPS:

$7.54

PE Ratio

KLAC:

28.73

SNPS:

61.33

PEG Ratio

KLAC:

1.47

SNPS:

8.22

PS Ratio

KLAC:

9.03

SNPS:

13.03

PB Ratio

KLAC:

25.67

SNPS:

8.50

Total Revenue (TTM)

KLAC:

$11.55B

SNPS:

$4.62B

Gross Profit (TTM)

KLAC:

$7.03B

SNPS:

$3.68B

EBITDA (TTM)

KLAC:

$4.88B

SNPS:

$1.12B

Returns By Period

In the year-to-date period, KLAC achieves a 23.40% return, which is significantly higher than SNPS's -6.26% return. Over the past 10 years, KLAC has outperformed SNPS with an annualized return of 31.68%, while SNPS has yielded a comparatively lower 24.73% annualized return.


KLAC

YTD

23.40%

1M

12.77%

6M

23.01%

1Y

1.14%

3Y*

29.14%

5Y*

36.06%

10Y*

31.68%

SNPS

YTD

-6.26%

1M

-1.25%

6M

-16.93%

1Y

-21.58%

3Y*

12.10%

5Y*

20.26%

10Y*

24.73%

*Annualized

Compare stocks, funds, or ETFs

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


KLA Corporation

Synopsys, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

KLAC vs. SNPS — Risk-Adjusted Performance Rank

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

KLAC
The Risk-Adjusted Performance Rank of KLAC is 4949
Overall Rank
The Sharpe Ratio Rank of KLAC is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of KLAC is 4646
Sortino Ratio Rank
The Omega Ratio Rank of KLAC is 4747
Omega Ratio Rank
The Calmar Ratio Rank of KLAC is 5151
Calmar Ratio Rank
The Martin Ratio Rank of KLAC is 5050
Martin Ratio Rank

SNPS
The Risk-Adjusted Performance Rank of SNPS is 1919
Overall Rank
The Sharpe Ratio Rank of SNPS is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPS is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SNPS is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SNPS is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SNPS is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current KLAC Sharpe Ratio is 0.02, which is higher than the SNPS Sharpe Ratio of -0.52. 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

KLAC vs. SNPS - Dividend Comparison

KLAC's dividend yield for the trailing twelve months is around 0.87%, while SNPS has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
KLAC
KLA Corporation
0.87%0.96%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%
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.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

KLAC vs. SNPS - Volatility Comparison

KLA Corporation (KLAC) and Synopsys, Inc. (SNPS) have volatilities of 12.57% and 12.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

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


1.00B1.50B2.00B2.50B3.00B20212022202320242025
3.06B
1.46B
(KLAC) Total Revenue
(SNPS) Total Revenue
Values in USD except per share items

KLAC vs. SNPS - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%65.0%70.0%75.0%80.0%20212022202320242025
61.6%
81.5%
(KLAC) Gross Margin
(SNPS) Gross Margin
KLAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, KLA Corporation reported a gross profit of 1.89B and revenue of 3.06B. Therefore, the gross margin over that period was 61.6%.

SNPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Synopsys, Inc. reported a gross profit of 1.19B and revenue of 1.46B. Therefore, the gross margin over that period was 81.5%.

KLAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, KLA Corporation reported an operating income of 1.30B and revenue of 3.06B, resulting in an operating margin of 42.5%.

SNPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Synopsys, Inc. reported an operating income of 251.84M and revenue of 1.46B, resulting in an operating margin of 17.3%.

KLAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, KLA Corporation reported a net income of 1.09B and revenue of 3.06B, resulting in a net margin of 35.5%.

SNPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Synopsys, Inc. reported a net income of 295.68M and revenue of 1.46B, resulting in a net margin of 20.3%.