ENTG vs KLAC: returns, Sharpe ratio and drawdown

Over the past year, ENTG returned +49.83% against +43.76% for KLAC. Over five years, KLAC averaged +35.04% a year, compared with -0.29% for ENTG. ENTG had the higher Sharpe ratio over the past year (0.88 vs 0.84), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -41.84% for ENTG and -45.07% for KLAC.