ATEYY vs. IYW
ATEYY (Advantest Corp DRC) is a stock, while IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. Over the past 10 years, ATEYY returned 48.41%/yr vs 23.75%/yr for IYW. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
ATEYY vs. IYW - Performance Comparison
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Returns By Period
In the year-to-date period, ATEYY achieves a 31.60% return, which is significantly higher than IYW's 13.93% return. Over the past 10 years, ATEYY has outperformed IYW with an annualized return of 48.41%, while IYW has yielded a comparatively lower 23.75% annualized return.
ATEYY
- 1D
- 6.92%
- 1M
- -19.56%
- 6M
- -12.51%
- YTD
- 31.60%
- 1Y
- 126.49%
- 3Y*
- 67.39%
- 5Y*
- 49.70%
- 10Y*
- 48.41%
- ALL TIME*
- 52.54%
IYW
- 1D
- -2.09%
- 1M
- -7.66%
- 6M
- 11.12%
- YTD
- 13.93%
- 1Y
- 25.73%
- 3Y*
- 26.43%
- 5Y*
- 17.46%
- 10Y*
- 23.75%
- ALL TIME*
- 8.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ATEYY Advantest Corp DRC | $16.53M | $44.83M | $27.35M |
| $130.73M | $126.13M | $194.64M |
ATEYY vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATEYY Advantest Corp DRC | 31.60% | 122.70% | 68.99% | 111.43% | -33.43% | 27.37% | 30.96% | 176.84% | 12.51% | 12.66% |
IYW iShares U.S. Technology ETF | 13.93% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 36.60% |
Correlation
The correlation between ATEYY and IYW is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.41 |
Over the past year, ATEYY and IYW have become more correlated (0.68) than their long-term average of 0.41, meaning their price movements have been converging.
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Return for Risk
ATEYY vs. IYW — Risk / Return Rank
ATEYY
IYW
ATEYY vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advantest Corp DRC (ATEYY) and iShares U.S. Technology ETF (IYW). 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 | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.20 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 1.45 | +2.38 |
| Martin ratioReturn relative to average drawdown | 9.74 | 4.31 | +5.43 |
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Drawdowns
ATEYY vs. IYW - Drawdown Comparison
The maximum ATEYY drawdown since its inception was -56.48%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for ATEYY and IYW.
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Drawdown Indicators
| ATEYY | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.48% | -81.90% | +25.42% |
Max Drawdown (1Y)Largest decline over 1 year | -33.24% | -17.81% | -15.43% |
Max Drawdown (3Y)Largest decline over 3 years | -44.70% | -26.47% | -18.23% |
Max Drawdown (5Y)Largest decline over 5 years | -56.48% | -39.44% | -17.04% |
Max Drawdown (10Y)Largest decline over 10 years | -56.48% | -39.44% | -17.04% |
Current DrawdownCurrent decline from peak | -23.12% | -12.52% | -10.60% |
Average DrawdownAverage peak-to-trough decline | -14.21% | -34.49% | +20.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.10% | 5.98% | +7.12% |
Volatility
ATEYY vs. IYW - Volatility Comparison
Advantest Corp DRC (ATEYY) has a higher volatility of 24.30% compared to iShares U.S. Technology ETF (IYW) at 7.03%. This indicates that ATEYY's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATEYY | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.30% | 7.03% | +17.27% |
Volatility (6M)Calculated over the trailing 6-month period | 59.32% | 19.55% | +39.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.45% | 23.43% | +51.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.78% | 26.41% | +28.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.26% | 25.33% | +23.93% |
Dividends
ATEYY vs. IYW - Dividend Comparison
ATEYY has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
IYW iShares U.S. Technology ETF | 0.11% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
Frequently Asked Questions
ATEYY and IYW have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATEYY has higher volatility (24.30%) compared to IYW (7.03%). In terms of maximum drawdown, ATEYY dropped -56.48% vs IYW's -81.90%.
ATEYY currently has the higher Sharpe Ratio (1.71 vs 1.10), 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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