PortfoliosLab logoPortfoliosLab logo
USD=X vs. KLAC
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. KLAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and KLA Corporation (KLAC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

KLAC

1D
9.27%
1M
12.92%
YTD
73.94%
6M
72.59%
1Y
162.58%
3Y*
66.83%
5Y*
47.83%
10Y*
42.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. KLAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KLAC
KLA Corporation
73.94%94.48%9.36%56.05%-11.20%68.05%47.94%103.99%-12.49%36.80%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USD=X vs. KLAC — Risk / Return Rank

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

USD=X

KLAC
KLAC Risk / Return Rank: 9595
Overall Rank
KLAC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
KLAC Sortino Ratio Rank: 9292
Sortino Ratio Rank
KLAC Omega Ratio Rank: 9393
Omega Ratio Rank
KLAC Calmar Ratio Rank: 9696
Calmar Ratio Rank
KLAC Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD=X vs. KLAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. KLAC - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


USD=XKLACDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

Drawdowns

USD=X vs. KLAC - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum KLAC drawdown of -83.74%. Use the drawdown chart below to compare losses from any high point for USD=X and KLAC.


Loading charts...

Drawdown Indicators


USD=XKLACDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-83.74%

+83.74%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-22.41%

+22.41%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-34.95%

+34.95%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-40.28%

+40.28%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-40.28%

+40.28%

Current Drawdown

Current decline from peak

0.00%

-1.08%

+1.08%

Average Drawdown

Average peak-to-trough decline

0.00%

-29.34%

+29.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

7.03%

-7.03%

Volatility

USD=X vs. KLAC - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while KLA Corporation (KLAC) has a volatility of 19.61%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than KLAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USD=XKLACDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

19.61%

-19.61%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

40.06%

-40.06%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

47.74%

-47.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

43.46%

-43.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

41.64%

-41.64%

Frequently Asked Questions


KLAC has higher volatility (19.61%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs KLAC's -83.74%.

Portfolio Optimizer

Find the right allocation for USD=X and KLAC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer