Performance

KLAC+43.76%ONTO+62.67%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
KLAC	-5.00%	+30.05%	+43.76%	+35.04%	-45.07%	0.84
ONTO	-4.85%	+33.06%	+62.67%	+22.91%	-42.31%	0.98

Summary

KLAC vs ONTO

Over the past year, ONTO returned +62.67% against +43.76% for KLAC. Over five years, KLAC averaged +35.04% a year, compared with +22.91% for ONTO. ONTO had the higher Sharpe ratio over the past year (0.98 vs 0.84), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -42.31% for ONTO and -45.07% for KLAC.

Current Drawdown

KLAC-45.07%ONTO-41.68%

Rolling Volatility

KLAC+2.73%ONTO+3.95%

METRICS

Correlation Matrix

	KLAC	ONTO
KLAC	1.00	0.82
ONTO	0.82	1.00

Metrics

Risk Indicators

KLACONTO

Alpha

24.95%

41.18%

Beta

2.75x

3.13x

Sharpe

0.84

0.98

Sortino

1.21

1.47

Omega

1.16

1.17

Calmar

0.97

1.48

Martin

2.42

4.53

Comparisons

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ONTO vs XLK
ONTO vs SPY
ONTO vs AMAT
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KLAC vs ONTO: returns, Sharpe ratio and drawdown

KLAC vs ONTO

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