STM vs. KLAC
STM (STMicroelectronics N.V.) and KLAC (KLA Corporation) are both stocks. Both are in the Technology sector — STM in Semiconductors, KLAC in Semiconductor Equipment & Materials. Over the past 10 years, STM returned 31.34%/yr vs 45.08%/yr for KLAC. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
STM vs. KLAC - Performance Comparison
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Returns By Period
In the year-to-date period, STM achieves a 198.84% return, which is significantly higher than KLAC's 110.02% return. Over the past 10 years, STM has underperformed KLAC with an annualized return of 31.34%, while KLAC has yielded a comparatively higher 45.08% annualized return.
STM
- 1D
- -1.05%
- 1M
- 21.94%
- YTD
- 198.84%
- 6M
- 199.17%
- 1Y
- 161.70%
- 3Y*
- 17.25%
- 5Y*
- 16.12%
- 10Y*
- 31.34%
KLAC
- 1D
- 5.55%
- 1M
- 37.79%
- YTD
- 110.02%
- 6M
- 113.75%
- 1Y
- 192.78%
- 3Y*
- 75.88%
- 5Y*
- 52.93%
- 10Y*
- 45.08%
STM vs. KLAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STM STMicroelectronics N.V. | 198.84% | 5.28% | -49.67% | 41.66% | -26.76% | 32.39% | 38.91% | 96.34% | -35.65% | 94.77% |
KLAC KLA Corporation | 110.02% | 94.48% | 9.36% | 56.05% | -11.20% | 68.05% | 47.94% | 103.99% | -12.49% | 36.80% |
Correlation
The correlation between STM and KLAC is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 1994 | 0.57 |
The correlation between STM and KLAC shifts across timeframes, from 0.53 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
STM:
$71.50B
KLAC:
$33.62B
STM:
$0.15
KLAC:
$35.29
STM:
499.10
KLAC:
7.21
STM:
5.83
KLAC:
2.57
STM:
4.02
KLAC:
5.77
STM:
$12.40B
KLAC:
$13.10B
STM:
$4.20B
KLAC:
$8.09B
STM:
$2.32B
KLAC:
$5.77B
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Return for Risk
STM vs. KLAC — Risk / Return Rank
STM
KLAC
STM vs. KLAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) and KLA Corporation (KLAC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STM | KLAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.54 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.48 | 8.66 | -4.18 |
| Martin ratioReturn relative to average drawdown | 10.20 | 27.54 | -17.34 |
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Drawdowns
STM vs. KLAC - Drawdown Comparison
The maximum STM drawdown since its inception was -94.40%, which is greater than KLAC's maximum drawdown of -83.74%. Use the drawdown chart below to compare losses from any high point for STM and KLAC.
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Drawdown Indicators
| STM | KLAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -83.74% | -10.66% |
Max Drawdown (1Y)Largest decline over 1 year | -36.35% | -22.41% | -13.94% |
Max Drawdown (3Y)Largest decline over 3 years | -66.66% | -34.95% | -31.71% |
Max Drawdown (5Y)Largest decline over 5 years | -66.66% | -40.28% | -26.38% |
Max Drawdown (10Y)Largest decline over 10 years | -66.66% | -40.28% | -26.38% |
Current DrawdownCurrent decline from peak | -3.02% | 0.00% | -3.02% |
Average DrawdownAverage peak-to-trough decline | -55.19% | -29.32% | -25.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.93% | 7.03% | +8.90% |
Volatility
STM vs. KLAC - Volatility Comparison
STMicroelectronics N.V. (STM) has a higher volatility of 24.29% compared to KLA Corporation (KLAC) at 22.17%. This indicates that STM's price experiences larger fluctuations and is considered to be riskier than KLAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STM | KLAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.29% | 22.17% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 40.90% | 42.02% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.64% | 49.38% | +4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.18% | 43.88% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.37% | 41.86% | +2.51% |
Dividends
STM vs. KLAC - Dividend Comparison
STM's dividend yield for the trailing twelve months is around 0.47%, more than KLAC's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KLAC KLA Corporation | 0.31% | 0.61% | 0.96% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% |
STM STMicroelectronics N.V. | 0.47% | 1.39% | 1.32% | 0.48% | 0.67% | 0.45% | 0.50% | 0.89% | 1.73% | 0.98% | 2.10% | 5.11% |
Financials
STM vs. KLAC - Financials Comparison
This section allows you to compare key financial metrics between STMicroelectronics N.V. and KLA Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
STM vs. KLAC - Profitability Comparison
STM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported a gross profit of 1.05B and revenue of 3.10B. Therefore, the gross margin over that period was 33.8%.
KLAC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported a gross profit of 2.09B and revenue of 3.42B. Therefore, the gross margin over that period was 61.1%.
STM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported an operating income of 96.00M and revenue of 3.10B, resulting in an operating margin of 3.1%.
KLAC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported an operating income of 1.41B and revenue of 3.42B, resulting in an operating margin of 41.2%.
STM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported a net income of 37.00M and revenue of 3.10B, resulting in a net margin of 1.2%.
KLAC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported a net income of 1.20B and revenue of 3.42B, resulting in a net margin of 35.2%.
Frequently Asked Questions
STM and KLAC have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STM has higher volatility (24.29%) compared to KLAC (22.17%). In terms of maximum drawdown, STM dropped -94.40% vs KLAC's -83.74%.
KLAC currently has the higher Sharpe Ratio (3.93 vs 3.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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