PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KLIC vs. FTEC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KLIC and FTEC is 0.59, 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.


-0.50.00.51.00.6

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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
1.17%
11.26%
KLIC
FTEC

Key characteristics

Sharpe Ratio

KLIC:

-0.31

FTEC:

1.53

Sortino Ratio

KLIC:

-0.19

FTEC:

2.04

Omega Ratio

KLIC:

0.98

FTEC:

1.27

Calmar Ratio

KLIC:

-0.26

FTEC:

2.17

Martin Ratio

KLIC:

-0.73

FTEC:

7.74

Ulcer Index

KLIC:

16.20%

FTEC:

4.27%

Daily Std Dev

KLIC:

38.12%

FTEC:

21.59%

Max Drawdown

KLIC:

-97.35%

FTEC:

-34.95%

Current Drawdown

KLIC:

-32.79%

FTEC:

-1.53%

Returns By Period

In the year-to-date period, KLIC achieves a -12.15% return, which is significantly lower than FTEC's 32.71% return. Over the past 10 years, KLIC has underperformed FTEC with an annualized return of 13.86%, while FTEC has yielded a comparatively higher 20.58% annualized return.


KLIC

YTD

-12.15%

1M

-3.52%

6M

2.15%

1Y

-13.26%

5Y*

13.52%

10Y*

13.86%

FTEC

YTD

32.71%

1M

2.66%

6M

12.83%

1Y

32.80%

5Y*

22.38%

10Y*

20.58%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

KLIC vs. FTEC - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for KLIC, currently valued at -0.31, compared to the broader market-4.00-2.000.002.00-0.311.53
The chart of Sortino ratio for KLIC, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.00-0.192.04
The chart of Omega ratio for KLIC, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.27
The chart of Calmar ratio for KLIC, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.262.17
The chart of Martin ratio for KLIC, currently valued at -0.73, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.737.74
KLIC
FTEC

The current KLIC Sharpe Ratio is -0.31, which is lower than the FTEC Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of KLIC and FTEC, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
1.53
KLIC
FTEC

Dividends

KLIC vs. FTEC - Dividend Comparison

KLIC's dividend yield for the trailing twelve months is around 1.26%, more than FTEC's 0.48% yield.


TTM20232022202120202019201820172016201520142013
KLIC
Kulicke and Soffa Industries, Inc.
1.26%1.41%1.58%0.97%1.57%1.76%1.78%0.00%0.00%0.00%0.00%0.00%
FTEC
Fidelity MSCI Information Technology Index ETF
0.48%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.79%
-1.53%
KLIC
FTEC

Volatility

KLIC vs. FTEC - Volatility Comparison

Kulicke and Soffa Industries, Inc. (KLIC) has a higher volatility of 10.10% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 5.57%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
10.10%
5.57%
KLIC
FTEC
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab