KLIC vs. FTEC

Last updated Jun 4, 2026

KLIC (Kulicke and Soffa Industries, Inc.) is a stock, while FTEC (Fidelity MSCI Information Technology Index ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, KLIC returned 25.91%/yr vs 25.57%/yr for FTEC. A 0.59 correlation means they provide meaningful diversification when combined.

Performance

KLIC vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kulicke and Soffa Industries, Inc. (KLIC) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KLIC achieves a 138.67% return, which is significantly higher than FTEC's 31.89% return. Both investments have delivered pretty close results over the past 10 years, with KLIC having a 25.91% annualized return and FTEC not far behind at 25.57%.

KLIC

• 1D: 0.04%
• 1M: 23.39%
• YTD: 138.67%
• 6M: 132.40%
• 1Y: 234.94%
• 3Y*: 28.73%
• 5Y*: 17.11%
• 10Y*: 25.91%

FTEC

• 1D: -1.49%
• 1M: 18.21%
• YTD: 31.89%
• 6M: 30.74%
• 1Y: 60.87%
• 3Y*: 33.93%
• 5Y*: 22.49%
• 10Y*: 25.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KLIC vs. FTEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KLIC Kulicke and Soffa Industries, Inc.	138.67%	-0.28%	-13.23%	25.45%	-25.78%	92.36%	19.43%	36.94%	-15.34%	52.60%
FTEC Fidelity MSCI Information Technology Index ETF	31.89%	22.11%	29.40%	53.30%	-29.59%	30.49%	45.83%	48.93%	-0.39%	36.83%

Correlation

The correlation between KLIC and FTEC is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Oct 25, 2013	0.59

The correlation between KLIC and FTEC has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

Return for Risk

KLIC vs. FTEC — Risk / Return Rank

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

KLIC

KLIC Risk / Return Rank: 98
KLIC Sharpe Ratio Rank: 98
KLIC Sortino Ratio Rank: 98
KLIC Omega Ratio Rank: 96
KLIC Calmar Ratio Rank: 98
KLIC Martin Ratio Rank: 98

FTEC

FTEC Risk / Return Rank: 77
FTEC Sharpe Ratio Rank: 87
FTEC Sortino Ratio Rank: 80
FTEC Omega Ratio Rank: 78
FTEC Calmar Ratio Rank: 73
FTEC Martin Ratio Rank: 65

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.

KLIC vs. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kulicke and Soffa Industries, Inc. (KLIC) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.

	KLIC	FTEC	Difference
Sharpe ratio: Return per unit of total volatility	5.00	2.97	+2.03
Sortino ratio: Return per unit of downside risk	5.27	3.65	+1.61
Omega ratio: Gain probability vs. loss probability	1.64	1.48	+0.16
Calmar ratio: Return relative to maximum drawdown	13.15	3.76	+9.39
Martin ratio: Return relative to average drawdown	37.28	12.10	+25.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KLIC vs. FTEC - Sharpe Ratio Comparison

The current KLIC Sharpe Ratio is 5.00, which is higher than the FTEC Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of KLIC and FTEC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KLIC	FTEC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.00	2.97	+2.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.90	-0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	1.04	-0.44
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.99	-0.90

Drawdowns

KLIC vs. FTEC - Drawdown Comparison

The maximum KLIC drawdown since its inception was -97.35%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for KLIC and FTEC.

Drawdown Indicators

	KLIC	FTEC	Difference
Max Drawdown Largest peak-to-trough decline	-97.35%	-34.95%	-62.40%
Max Drawdown (1Y) Largest decline over 1 year	-17.99%	-16.26%	-1.73%
Max Drawdown (3Y) Largest decline over 3 years	-52.47%	-27.30%	-25.17%
Max Drawdown (5Y) Largest decline over 5 years	-60.44%	-34.95%	-25.49%
Max Drawdown (10Y) Largest decline over 10 years	-60.44%	-34.95%	-25.49%
Current Drawdown Current decline from peak	-0.16%	-1.49%	+1.33%
Average Drawdown Average peak-to-trough decline	-56.51%	-5.56%	-50.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.33%	5.05%	+1.28%

Volatility

KLIC vs. FTEC - Volatility Comparison

Kulicke and Soffa Industries, Inc. (KLIC) has a higher volatility of 15.03% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 6.43%. This indicates that KLIC's price experiences larger fluctuations and is considered to be riskier than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KLIC	FTEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.03%	6.43%	+8.60%
Volatility (6M) Calculated over the trailing 6-month period	36.47%	16.14%	+20.33%
Volatility (1Y) Calculated over the trailing 1-year period	47.33%	20.63%	+26.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.97%	25.23%	+19.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.76%	24.69%	+19.07%

Dividends

KLIC vs. FTEC - Dividend Comparison

KLIC's dividend yield for the trailing twelve months is around 0.76%, more than FTEC's 0.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTEC Fidelity MSCI Information Technology Index ETF	0.32%	0.43%	0.49%	0.77%	0.93%	0.63%	0.83%	1.03%	1.20%	0.96%	1.25%	1.27%
KLIC Kulicke and Soffa Industries, Inc.	0.76%	1.80%	1.73%	1.41%	1.58%	0.97%	1.57%	1.76%	1.78%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KLIC and FTEC in my portfolio?

KLIC and FTEC have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KLIC or FTEC?

KLIC has higher volatility (15.03%) compared to FTEC (6.43%). In terms of maximum drawdown, KLIC dropped -97.35% vs FTEC's -34.95%.

Which has better risk-adjusted returns?

KLIC currently has the higher Sharpe Ratio (5.00 vs 2.97), 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.