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KLIC vs. SOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KLIC and SOXX is 0.70, 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.


-0.50.00.51.00.7

Performance

KLIC vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kulicke and Soffa Industries, Inc. (KLIC) and iShares PHLX Semiconductor ETF (SOXX). 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%
-9.81%
KLIC
SOXX

Key characteristics

Sharpe Ratio

KLIC:

-0.31

SOXX:

0.51

Sortino Ratio

KLIC:

-0.19

SOXX:

0.90

Omega Ratio

KLIC:

0.98

SOXX:

1.11

Calmar Ratio

KLIC:

-0.26

SOXX:

0.71

Martin Ratio

KLIC:

-0.73

SOXX:

1.55

Ulcer Index

KLIC:

16.20%

SOXX:

11.40%

Daily Std Dev

KLIC:

38.12%

SOXX:

34.67%

Max Drawdown

KLIC:

-97.35%

SOXX:

-70.21%

Current Drawdown

KLIC:

-32.79%

SOXX:

-16.30%

Returns By Period

In the year-to-date period, KLIC achieves a -12.15% return, which is significantly lower than SOXX's 15.98% return. Over the past 10 years, KLIC has underperformed SOXX with an annualized return of 13.86%, while SOXX has yielded a comparatively higher 22.95% annualized return.


KLIC

YTD

-12.15%

1M

-3.52%

6M

2.15%

1Y

-13.26%

5Y*

13.52%

10Y*

13.86%

SOXX

YTD

15.98%

1M

2.54%

6M

-8.42%

1Y

17.24%

5Y*

22.51%

10Y*

22.95%

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Risk-Adjusted Performance

KLIC vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kulicke and Soffa Industries, Inc. (KLIC) and iShares PHLX Semiconductor ETF (SOXX). 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-4.00-2.000.002.00-0.310.51
The chart of Sortino ratio for KLIC, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.00-0.190.90
The chart of Omega ratio for KLIC, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.11
The chart of Calmar ratio for KLIC, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.260.71
The chart of Martin ratio for KLIC, currently valued at -0.73, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.731.55
KLIC
SOXX

The current KLIC Sharpe Ratio is -0.31, which is lower than the SOXX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of KLIC and SOXX, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.31
0.51
KLIC
SOXX

Dividends

KLIC vs. SOXX - Dividend Comparison

KLIC's dividend yield for the trailing twelve months is around 1.26%, more than SOXX's 0.65% 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%
SOXX
iShares PHLX Semiconductor ETF
0.65%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%

Drawdowns

KLIC vs. SOXX - Drawdown Comparison

The maximum KLIC drawdown since its inception was -97.35%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for KLIC and SOXX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.79%
-16.30%
KLIC
SOXX

Volatility

KLIC vs. SOXX - Volatility Comparison

Kulicke and Soffa Industries, Inc. (KLIC) has a higher volatility of 10.10% compared to iShares PHLX Semiconductor ETF (SOXX) at 8.71%. This indicates that KLIC's price experiences larger fluctuations and is considered to be riskier than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
10.10%
8.71%
KLIC
SOXX
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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.

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