ATEYY vs. CMCL
ATEYY (Advantest Corp DRC) and CMCL (Caledonia Mining Corporation Plc) are both stocks. ATEYY operates in Semiconductor Equipment & Materials (Technology), while CMCL operates in Gold (Basic Materials). Over the past 5 years, ATEYY returned 50.50%/yr vs 12.13%/yr for CMCL. At a 0.12 correlation, their price movements are largely independent.
Performance
ATEYY vs. CMCL - Performance Comparison
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Returns By Period
In the year-to-date period, ATEYY achieves a 38.53% return, which is significantly higher than CMCL's -21.95% return.
ATEYY
- 1D
- 4.13%
- 1M
- 2.59%
- YTD
- 38.53%
- 6M
- 38.14%
- 1Y
- 197.06%
- 3Y*
- 71.51%
- 5Y*
- 50.50%
- 10Y*
- 52.65%
CMCL
- 1D
- 3.65%
- 1M
- -11.88%
- YTD
- -21.95%
- 6M
- -20.06%
- 1Y
- 6.09%
- 3Y*
- 20.06%
- 5Y*
- 12.13%
- 10Y*
- —
ATEYY vs. CMCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATEYY Advantest Corp DRC | 38.53% | 122.70% | 68.99% | 111.43% | -33.43% | 27.37% | 30.96% | 176.84% | 12.51% | 5.73% |
CMCL Caledonia Mining Corporation Plc | -21.95% | 186.75% | -18.90% | 2.65% | 11.39% | -23.84% | 93.29% | 67.37% | -26.33% | 20.43% |
Correlation
The correlation between ATEYY and CMCL is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2017 | 0.12 |
Over the past year, ATEYY and CMCL have become more correlated (0.35) than their long-term average of 0.12, meaning their price movements have been converging.
Fundamentals
ATEYY:
$127.67B
CMCL:
$399.89M
ATEYY:
¥520.21
CMCL:
$3.15
ATEYY:
53.89
CMCL:
6.41
ATEYY:
0.69
CMCL:
0.17
ATEYY:
17.92
CMCL:
1.45
ATEYY:
25.59
CMCL:
1.47
ATEYY:
¥1.14T
CMCL:
$274.16M
ATEYY:
¥736.09B
CMCL:
$142.30M
ATEYY:
¥533.69B
CMCL:
$137.13M
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Return for Risk
ATEYY vs. CMCL — Risk / Return Rank
ATEYY
CMCL
ATEYY vs. CMCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advantest Corp DRC (ATEYY) and Caledonia Mining Corporation Plc (CMCL). 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.
| ATEYY | CMCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.06 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 6.07 | 0.07 | +6.00 |
| Martin ratioReturn relative to average drawdown | 16.34 | 0.13 | +16.21 |
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Drawdowns
ATEYY vs. CMCL - Drawdown Comparison
The maximum ATEYY drawdown since its inception was -56.48%, smaller than the maximum CMCL drawdown of -65.77%. Use the drawdown chart below to compare losses from any high point for ATEYY and CMCL.
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Drawdown Indicators
| ATEYY | CMCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.48% | -65.77% | +9.29% |
Max Drawdown (1Y)Largest decline over 1 year | -33.24% | -49.43% | +16.19% |
Max Drawdown (3Y)Largest decline over 3 years | -44.70% | -49.43% | +4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -56.48% | -50.00% | -6.48% |
Max Drawdown (10Y)Largest decline over 10 years | -56.48% | — | — |
Current DrawdownCurrent decline from peak | -11.76% | -45.57% | +33.81% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -35.78% | +21.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.32% | 25.12% | -12.80% |
Volatility
ATEYY vs. CMCL - Volatility Comparison
Advantest Corp DRC (ATEYY) has a higher volatility of 27.35% compared to Caledonia Mining Corporation Plc (CMCL) at 14.52%. This indicates that ATEYY's price experiences larger fluctuations and is considered to be riskier than CMCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATEYY | CMCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.35% | 14.52% | +12.83% |
Volatility (6M)Calculated over the trailing 6-month period | 55.16% | 47.45% | +7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.37% | 65.21% | +5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.29% | 52.74% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.58% | 54.57% | -5.99% |
Dividends
ATEYY vs. CMCL - Dividend Comparison
ATEYY has not paid dividends to shareholders, while CMCL's dividend yield for the trailing twelve months is around 2.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ATEYY Advantest Corp DRC | 0.00% | 0.11% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.18% | 1.24% |
CMCL Caledonia Mining Corporation Plc | 2.78% | 2.14% | 5.95% | 4.59% | 4.52% | 4.29% | 2.11% | 3.27% | 5.23% | 1.86% | 0.00% |
Financials
ATEYY vs. CMCL - Financials Comparison
This section allows you to compare key financial metrics between Advantest Corp DRC and Caledonia Mining Corporation Plc. 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
ATEYY vs. CMCL - Profitability Comparison
ATEYY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Advantest Corp DRC reported a gross profit of 225.18B and revenue of 334.10B. Therefore, the gross margin over that period was 67.4%.
CMCL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Caledonia Mining Corporation Plc reported a gross profit of 32.10M and revenue of 66.43M. Therefore, the gross margin over that period was 48.3%.
ATEYY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Advantest Corp DRC reported an operating income of 156.38B and revenue of 334.10B, resulting in an operating margin of 46.8%.
CMCL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Caledonia Mining Corporation Plc reported an operating income of 26.87M and revenue of 66.43M, resulting in an operating margin of 40.4%.
ATEYY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Advantest Corp DRC reported a net income of 129.16B and revenue of 334.10B, resulting in a net margin of 38.7%.
CMCL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Caledonia Mining Corporation Plc reported a net income of 15.85M and revenue of 66.43M, resulting in a net margin of 23.9%.
Frequently Asked Questions
ATEYY and CMCL have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATEYY has higher volatility (27.35%) compared to CMCL (14.52%). In terms of maximum drawdown, ATEYY dropped -56.48% vs CMCL's -65.77%.
ATEYY currently has the higher Sharpe Ratio (2.87 vs 0.05), 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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