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ATEYY vs. KLAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ATEYY vs. KLAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advantest Corp DRC (ATEYY) and KLA Corporation (KLAC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ATEYY achieves a 38.53% return, which is significantly lower than KLAC's 110.02% return. Over the past 10 years, ATEYY has outperformed KLAC with an annualized return of 52.65%, while KLAC has yielded a comparatively lower 45.08% annualized return.


ATEYY

1D
4.13%
1M
-3.29%
YTD
38.53%
6M
38.14%
1Y
200.38%
3Y*
71.51%
5Y*
50.50%
10Y*
52.65%

KLAC

1D
5.55%
1M
37.79%
YTD
110.02%
6M
113.75%
1Y
192.78%
3Y*
75.88%
5Y*
52.93%
10Y*
45.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATEYY vs. KLAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATEYY
Advantest Corp DRC
38.53%122.70%68.99%111.43%-33.43%27.37%30.96%176.84%12.51%12.66%
KLAC
KLA Corporation
110.02%94.48%9.36%56.05%-11.20%68.05%47.94%103.99%-12.49%36.80%

Correlation

The correlation between ATEYY and KLAC is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.52

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

0.51

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.38

The correlation between ATEYY and KLAC shifts across timeframes, from 0.38 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ATEYY:

$127.67B

KLAC:

$33.62B

EPS

ATEYY:

¥520.21

KLAC:

$35.29

PE Ratio

ATEYY:

53.89

KLAC:

7.21

PEG Ratio

ATEYY:

0.69

KLAC:

0.27

PS Ratio

ATEYY:

17.92

KLAC:

2.57

PB Ratio

ATEYY:

25.59

KLAC:

5.77

Total Revenue (TTM)

ATEYY:

¥1.14T

KLAC:

$13.10B

Gross Profit (TTM)

ATEYY:

¥736.09B

KLAC:

$8.09B

EBITDA (TTM)

ATEYY:

¥533.69B

KLAC:

$5.77B

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Return for Risk

ATEYY vs. KLAC — Risk / Return Rank

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

ATEYY
ATEYY Risk / Return Rank: 9393
Overall Rank
ATEYY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ATEYY Sortino Ratio Rank: 9191
Sortino Ratio Rank
ATEYY Omega Ratio Rank: 8989
Omega Ratio Rank
ATEYY Calmar Ratio Rank: 9494
Calmar Ratio Rank
ATEYY Martin Ratio Rank: 9494
Martin Ratio Rank

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

ATEYY vs. KLAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advantest Corp DRC (ATEYY) and KLA Corporation (KLAC). 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.


ATEYYKLACDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.39

1.54

-0.16

Calmar ratioReturn relative to maximum drawdown

6.07

8.66

-2.59

Martin ratioReturn relative to average drawdown

16.34

27.54

-11.19

ATEYY vs. KLAC - Sharpe Ratio Comparison

The current ATEYY Sharpe Ratio is 2.87, which is comparable to the KLAC Sharpe Ratio of 3.93. The chart below compares the historical Sharpe Ratios of ATEYY and KLAC, 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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Drawdowns

ATEYY vs. KLAC - Drawdown Comparison

The maximum ATEYY drawdown since its inception was -56.48%, smaller than the maximum KLAC drawdown of -83.74%. Use the drawdown chart below to compare losses from any high point for ATEYY and KLAC.


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Drawdown Indicators


ATEYYKLACDifference

Max Drawdown

Largest peak-to-trough decline

-56.48%

-83.74%

+27.26%

Max Drawdown (1Y)

Largest decline over 1 year

-33.24%

-22.41%

-10.83%

Max Drawdown (3Y)

Largest decline over 3 years

-44.70%

-34.95%

-9.75%

Max Drawdown (5Y)

Largest decline over 5 years

-56.48%

-40.28%

-16.20%

Max Drawdown (10Y)

Largest decline over 10 years

-56.48%

-40.28%

-16.20%

Current Drawdown

Current decline from peak

-11.76%

0.00%

-11.76%

Average Drawdown

Average peak-to-trough decline

-14.23%

-29.32%

+15.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.32%

7.03%

+5.29%

Volatility

ATEYY vs. KLAC - Volatility Comparison

Advantest Corp DRC (ATEYY) has a higher volatility of 27.35% compared to KLA Corporation (KLAC) at 22.17%. This indicates that ATEYY's price experiences larger fluctuations and is considered to be riskier than KLAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATEYYKLACDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.35%

22.17%

+5.18%

Volatility (6M)

Calculated over the trailing 6-month period

55.16%

42.02%

+13.14%

Volatility (1Y)

Calculated over the trailing 1-year period

70.37%

49.38%

+20.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.29%

43.88%

+9.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.58%

41.86%

+6.72%

Dividends

ATEYY vs. KLAC - Dividend Comparison

ATEYY has not paid dividends to shareholders, while KLAC's dividend yield for the trailing twelve months is around 0.31%.


PositionTTM20252024202320222021202020192018201720162015
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%
KLAC
KLA Corporation
0.31%0.61%0.96%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%

Financials

ATEYY vs. KLAC - Financials Comparison

This section allows you to compare key financial metrics between Advantest Corp DRC and KLA Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B200.00B250.00B300.00B350.00B20222023202420252026
334.10B
3.42B
(ATEYY) Total Revenue
(KLAC) Total Revenue
Please note, different currencies. ATEYY values in JPY, KLAC values in USD

ATEYY vs. KLAC - Profitability Comparison

The chart below illustrates the profitability comparison between Advantest Corp DRC and KLA Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%20222023202420252026
67.4%
61.1%
Portfolio components
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%.

KLAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported a gross profit of 2.09B and revenue of 3.42B. Therefore, the gross margin over that period was 61.1%.

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%.

KLAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported an operating income of 1.41B and revenue of 3.42B, resulting in an operating margin of 41.2%.

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%.

KLAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported a net income of 1.20B and revenue of 3.42B, resulting in a net margin of 35.2%.


Frequently Asked Questions


ATEYY and KLAC have a correlation of 0.57, 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 KLAC (22.17%). In terms of maximum drawdown, ATEYY dropped -56.48% vs KLAC's -83.74%.

KLAC currently has the higher Sharpe Ratio (3.93 vs 2.87), 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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