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

Performance

ONTO vs. CAMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Onto Innovation Inc. (ONTO) 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
-26.82%
-27.54%
ONTO
CAMT

Returns By Period

In the year-to-date period, ONTO achieves a 8.89% return, which is significantly lower than CAMT's 10.62% return. Over the past 10 years, ONTO has underperformed CAMT with an annualized return of 27.52%, while CAMT has yielded a comparatively higher 39.14% annualized return.


ONTO

YTD

8.89%

1M

-19.12%

6M

-26.82%

1Y

21.93%

5Y (annualized)

38.58%

10Y (annualized)

27.52%

CAMT

YTD

10.62%

1M

-6.32%

6M

-27.54%

1Y

20.47%

5Y (annualized)

50.32%

10Y (annualized)

39.14%

Fundamentals


ONTOCAMT
Market Cap$8.00B$3.41B
EPS$3.71$2.19
PE Ratio43.6434.32
PEG Ratio0.810.98
Total Revenue (TTM)$942.24M$400.63M
Gross Profit (TTM)$466.13M$191.51M
EBITDA (TTM)$250.06M$105.28M

Key characteristics


ONTOCAMT
Sharpe Ratio0.430.34
Sortino Ratio0.920.85
Omega Ratio1.121.11
Calmar Ratio0.690.40
Martin Ratio1.850.83
Ulcer Index12.55%23.43%
Daily Std Dev53.94%56.19%
Max Drawdown-98.56%-97.74%
Current Drawdown-30.05%-44.98%

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Correlation

-0.50.00.51.00.3

The correlation between ONTO and CAMT is 0.28, 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

ONTO vs. CAMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Onto Innovation Inc. (ONTO) 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 ONTO, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.430.34
The chart of Sortino ratio for ONTO, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.920.85
The chart of Omega ratio for ONTO, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.11
The chart of Calmar ratio for ONTO, currently valued at 0.69, compared to the broader market0.002.004.006.000.690.40
The chart of Martin ratio for ONTO, currently valued at 1.85, compared to the broader market0.0010.0020.0030.001.850.83
ONTO
CAMT

The current ONTO Sharpe Ratio is 0.43, which is comparable to the CAMT Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of ONTO 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
0.43
0.34
ONTO
CAMT

Dividends

ONTO vs. CAMT - Dividend Comparison

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


TTM2023202220212020201920182017
ONTO
Onto Innovation 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

ONTO vs. CAMT - Drawdown Comparison

The maximum ONTO drawdown since its inception was -98.56%, roughly equal to the maximum CAMT drawdown of -97.74%. Use the drawdown chart below to compare losses from any high point for ONTO and CAMT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-30.05%
-44.98%
ONTO
CAMT

Volatility

ONTO vs. CAMT - Volatility Comparison

The current volatility for Onto Innovation Inc. (ONTO) is 16.56%, while Camtek Ltd (CAMT) has a volatility of 17.69%. This indicates that ONTO 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.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
16.56%
17.69%
ONTO
CAMT

Financials

ONTO vs. CAMT - Financials Comparison

This section allows you to compare key financial metrics between Onto Innovation 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