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KRYS vs. CAMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

KRYS vs. CAMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Krystal Biotech, Inc. (KRYS) and Camtek Ltd (CAMT). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.95%
-28.66%
KRYS
CAMT

Returns By Period

In the year-to-date period, KRYS achieves a 46.94% return, which is significantly higher than CAMT's 10.62% return.


KRYS

YTD

46.94%

1M

4.05%

6M

11.41%

1Y

78.68%

5Y (annualized)

27.42%

10Y (annualized)

N/A

CAMT

YTD

10.62%

1M

-6.32%

6M

-27.54%

1Y

20.47%

5Y (annualized)

50.32%

10Y (annualized)

39.14%

Fundamentals


KRYSCAMT
Market Cap$5.12B$3.43B
EPS$1.78$2.18
PE Ratio99.9234.64
Total Revenue (TTM)$241.52M$400.63M
Gross Profit (TTM)$220.04M$191.51M
EBITDA (TTM)$63.99M$105.28M

Key characteristics


KRYSCAMT
Sharpe Ratio1.390.34
Sortino Ratio2.780.85
Omega Ratio1.321.11
Calmar Ratio3.490.40
Martin Ratio7.840.83
Ulcer Index10.21%23.43%
Daily Std Dev57.41%56.19%
Max Drawdown-53.42%-97.74%
Current Drawdown-14.68%-44.98%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.3

The correlation between KRYS and CAMT is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

KRYS vs. CAMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Krystal Biotech, Inc. (KRYS) and Camtek Ltd (CAMT). 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 KRYS, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.390.34
The chart of Sortino ratio for KRYS, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.002.780.85
The chart of Omega ratio for KRYS, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.11
The chart of Calmar ratio for KRYS, currently valued at 3.49, compared to the broader market0.002.004.006.003.490.40
The chart of Martin ratio for KRYS, currently valued at 7.84, compared to the broader market0.0010.0020.0030.007.840.83
KRYS
CAMT

The current KRYS Sharpe Ratio is 1.39, which is higher than the CAMT Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of KRYS and CAMT, 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 Ratio0.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
1.39
0.34
KRYS
CAMT

Dividends

KRYS vs. CAMT - Dividend Comparison

KRYS has not paid dividends to shareholders, while CAMT's dividend yield for the trailing twelve months is around 1.76%.


TTM2023202220212020201920182017
KRYS
Krystal Biotech, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CAMT
Camtek Ltd
1.76%0.00%0.00%0.00%0.00%1.57%2.07%2.45%

Drawdowns

KRYS vs. CAMT - Drawdown Comparison

The maximum KRYS drawdown since its inception was -53.42%, smaller than the maximum CAMT drawdown of -97.74%. Use the drawdown chart below to compare losses from any high point for KRYS and CAMT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.68%
-44.98%
KRYS
CAMT

Volatility

KRYS vs. CAMT - Volatility Comparison

The current volatility for Krystal Biotech, Inc. (KRYS) is 13.49%, while Camtek Ltd (CAMT) has a volatility of 17.69%. This indicates that KRYS experiences smaller price fluctuations and is considered to be less risky than CAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
13.49%
17.69%
KRYS
CAMT

Financials

KRYS vs. CAMT - Financials Comparison

This section allows you to compare key financial metrics between Krystal Biotech, Inc. and Camtek Ltd. 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