PortfoliosLab logo
MKSI vs. KLIC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MKSI and KLIC is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

MKSI vs. KLIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MKS Instruments, Inc. (MKSI) and Kulicke and Soffa Industries, Inc. (KLIC). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
537.94%
174.61%
MKSI
KLIC

Key characteristics

Sharpe Ratio

MKSI:

-0.55

KLIC:

-0.67

Sortino Ratio

MKSI:

-0.50

KLIC:

-0.79

Omega Ratio

MKSI:

0.94

KLIC:

0.90

Calmar Ratio

MKSI:

-0.49

KLIC:

-0.48

Martin Ratio

MKSI:

-1.28

KLIC:

-1.49

Ulcer Index

MKSI:

26.37%

KLIC:

19.59%

Daily Std Dev

MKSI:

61.81%

KLIC:

43.57%

Max Drawdown

MKSI:

-85.67%

KLIC:

-97.35%

Current Drawdown

MKSI:

-61.18%

KLIC:

-54.10%

Fundamentals

Market Cap

MKSI:

$5.00B

KLIC:

$1.71B

EPS

MKSI:

$2.81

KLIC:

$0.11

PE Ratio

MKSI:

26.36

KLIC:

291.64

PEG Ratio

MKSI:

0.61

KLIC:

1.31

PS Ratio

MKSI:

1.39

KLIC:

2.44

PB Ratio

MKSI:

2.15

KLIC:

1.76

Total Revenue (TTM)

MKSI:

$2.72B

KLIC:

$529.09M

Gross Profit (TTM)

MKSI:

$1.29B

KLIC:

$259.47M

EBITDA (TTM)

MKSI:

$544.00M

KLIC:

$126.24M

Returns By Period

In the year-to-date period, MKSI achieves a -28.88% return, which is significantly higher than KLIC's -30.86% return. Both investments have delivered pretty close results over the past 10 years, with MKSI having a 8.60% annualized return and KLIC not far ahead at 8.97%.


MKSI

YTD

-28.88%

1M

-12.66%

6M

-26.32%

1Y

-38.18%

5Y*

-4.37%

10Y*

8.60%

KLIC

YTD

-30.86%

1M

-7.01%

6M

-27.34%

1Y

-30.46%

5Y*

6.91%

10Y*

8.97%

*Annualized

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

MKSI vs. KLIC — Risk-Adjusted Performance Rank

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

MKSI
The Risk-Adjusted Performance Rank of MKSI is 2222
Overall Rank
The Sharpe Ratio Rank of MKSI is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of MKSI is 2424
Sortino Ratio Rank
The Omega Ratio Rank of MKSI is 2525
Omega Ratio Rank
The Calmar Ratio Rank of MKSI is 2121
Calmar Ratio Rank
The Martin Ratio Rank of MKSI is 1717
Martin Ratio Rank

KLIC
The Risk-Adjusted Performance Rank of KLIC is 1616
Overall Rank
The Sharpe Ratio Rank of KLIC is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of KLIC is 1717
Sortino Ratio Rank
The Omega Ratio Rank of KLIC is 1818
Omega Ratio Rank
The Calmar Ratio Rank of KLIC is 2121
Calmar Ratio Rank
The Martin Ratio Rank of KLIC is 99
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.

MKSI vs. KLIC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MKS Instruments, Inc. (MKSI) and Kulicke and Soffa Industries, Inc. (KLIC). 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 chart of Sharpe ratio for MKSI, currently valued at -0.55, compared to the broader market-2.00-1.000.001.002.003.00
MKSI: -0.55
KLIC: -0.67
The chart of Sortino ratio for MKSI, currently valued at -0.50, compared to the broader market-6.00-4.00-2.000.002.004.00
MKSI: -0.50
KLIC: -0.79
The chart of Omega ratio for MKSI, currently valued at 0.94, compared to the broader market0.501.001.502.00
MKSI: 0.94
KLIC: 0.90
The chart of Calmar ratio for MKSI, currently valued at -0.49, compared to the broader market0.001.002.003.004.005.00
MKSI: -0.49
KLIC: -0.48
The chart of Martin ratio for MKSI, currently valued at -1.28, compared to the broader market-5.000.005.0010.0015.0020.00
MKSI: -1.28
KLIC: -1.49

The current MKSI Sharpe Ratio is -0.55, which is comparable to the KLIC Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of MKSI and KLIC, 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.55
-0.67
MKSI
KLIC

Dividends

MKSI vs. KLIC - Dividend Comparison

MKSI's dividend yield for the trailing twelve months is around 1.19%, less than KLIC's 2.52% yield.


TTM20242023202220212020201920182017201620152014
MKSI
MKS Instruments, Inc.
1.19%0.84%0.86%1.04%0.49%0.53%0.73%1.21%0.75%1.14%1.88%1.79%
KLIC
Kulicke and Soffa Industries, Inc.
2.52%1.73%1.41%1.58%0.97%1.57%1.76%1.78%0.00%0.00%0.00%0.00%

Drawdowns

MKSI vs. KLIC - Drawdown Comparison

The maximum MKSI drawdown since its inception was -85.67%, smaller than the maximum KLIC drawdown of -97.35%. Use the drawdown chart below to compare losses from any high point for MKSI and KLIC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-61.18%
-54.10%
MKSI
KLIC

Volatility

MKSI vs. KLIC - Volatility Comparison

MKS Instruments, Inc. (MKSI) has a higher volatility of 40.56% compared to Kulicke and Soffa Industries, Inc. (KLIC) at 25.02%. This indicates that MKSI's price experiences larger fluctuations and is considered to be riskier than KLIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
40.56%
25.02%
MKSI
KLIC

Financials

MKSI vs. KLIC - Financials Comparison

This section allows you to compare key financial metrics between MKS Instruments, Inc. and Kulicke and Soffa Industries, 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


Values in USD except per share items