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AEHR vs. EWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AEHR vs. EWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aehr Test Systems (AEHR) and iShares MSCI South Korea ETF (EWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AEHR achieves a 467.56% return, which is significantly higher than EWY's 119.05% return. Over the past 10 years, AEHR has outperformed EWY with an annualized return of 60.03%, while EWY has yielded a comparatively lower 17.46% annualized return.


AEHR

1D
1.41%
1M
33.85%
YTD
467.56%
6M
362.80%
1Y
1,019.04%
3Y*
40.45%
5Y*
111.15%
10Y*
60.03%

EWY

1D
-0.73%
1M
30.18%
YTD
119.05%
6M
134.13%
1Y
251.82%
3Y*
51.99%
5Y*
20.31%
10Y*
17.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AEHR vs. EWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AEHR
Aehr Test Systems
467.56%21.41%-37.32%31.99%-16.87%855.73%26.50%41.84%-47.97%12.45%
EWY
iShares MSCI South Korea ETF
119.05%95.33%-20.48%19.05%-26.59%-7.58%39.43%7.97%-20.37%44.97%

Correlation

The correlation between AEHR and EWY is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since May 15, 2000

0.21

Over the past year, AEHR and EWY have become more correlated (0.48) than their long-term average of 0.21, meaning their price movements have been converging.

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Return for Risk

AEHR vs. EWY — Risk / Return Rank

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

AEHR
AEHR Risk / Return Rank: 9898
Overall Rank
AEHR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
AEHR Sortino Ratio Rank: 9797
Sortino Ratio Rank
AEHR Omega Ratio Rank: 9494
Omega Ratio Rank
AEHR Calmar Ratio Rank: 9999
Calmar Ratio Rank
AEHR Martin Ratio Rank: 9999
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9696
Overall Rank
EWY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9595
Sortino Ratio Rank
EWY Omega Ratio Rank: 9595
Omega Ratio Rank
EWY Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWY 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.

AEHR vs. EWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aehr Test Systems (AEHR) and iShares MSCI South Korea ETF (EWY). 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.


AEHREWYDifference
Sharpe ratioReturn per unit of total volatility

+2.70

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.57

1.74

-0.18

Calmar ratioReturn relative to maximum drawdown

24.34

10.99

+13.35

Martin ratioReturn relative to average drawdown

55.12

40.91

+14.21

AEHR vs. EWY - Sharpe Ratio Comparison

The current AEHR Sharpe Ratio is 8.73, which is higher than the EWY Sharpe Ratio of 6.02. The chart below compares the historical Sharpe Ratios of AEHR and EWY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AEHREWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.73

6.02

+2.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.71

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.64

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.33

-0.25

Drawdowns

AEHR vs. EWY - Drawdown Comparison

The maximum AEHR drawdown since its inception was -97.98%, which is greater than EWY's maximum drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for AEHR and EWY.


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Drawdown Indicators


AEHREWYDifference

Max Drawdown

Largest peak-to-trough decline

-97.98%

-74.14%

-23.84%

Max Drawdown (1Y)

Largest decline over 1 year

-42.31%

-23.08%

-19.23%

Max Drawdown (3Y)

Largest decline over 3 years

-87.37%

-27.36%

-60.01%

Max Drawdown (5Y)

Largest decline over 5 years

-87.37%

-48.55%

-38.82%

Max Drawdown (10Y)

Largest decline over 10 years

-87.37%

-49.73%

-37.64%

Current Drawdown

Current decline from peak

0.00%

-1.73%

+1.73%

Average Drawdown

Average peak-to-trough decline

-79.66%

-20.13%

-59.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.65%

6.19%

+12.46%

Volatility

AEHR vs. EWY - Volatility Comparison

Aehr Test Systems (AEHR) has a higher volatility of 38.83% compared to iShares MSCI South Korea ETF (EWY) at 20.32%. This indicates that AEHR's price experiences larger fluctuations and is considered to be riskier than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AEHREWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.83%

20.32%

+18.51%

Volatility (6M)

Calculated over the trailing 6-month period

86.27%

37.41%

+48.86%

Volatility (1Y)

Calculated over the trailing 1-year period

118.12%

42.10%

+76.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

109.54%

28.83%

+80.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.96%

27.37%

+67.59%

Dividends

AEHR vs. EWY - Dividend Comparison

AEHR has not paid dividends to shareholders, while EWY's dividend yield for the trailing twelve months is around 0.96%.


PositionTTM20252024202320222021202020192018201720162015
AEHR
Aehr Test Systems
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWY
iShares MSCI South Korea ETF
0.96%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%

Frequently Asked Questions


AEHR and EWY have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AEHR has higher volatility (38.83%) compared to EWY (20.32%). In terms of maximum drawdown, AEHR dropped -97.98% vs EWY's -74.14%.

AEHR currently has the higher Sharpe Ratio (8.73 vs 6.02), 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.

Portfolio Optimizer

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