ATEYY vs. LITE
ATEYY (Advantest Corp DRC) and LITE (Lumentum Holdings Inc.) are both stocks. Both are in the Technology sector — ATEYY in Semiconductor Equipment & Materials, LITE in Communication Equipment. Over the past 10 years, ATEYY returned 52.65%/yr vs 43.74%/yr for LITE. At a 0.27 correlation, their price movements are largely independent.
Performance
ATEYY vs. LITE - Performance Comparison
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Returns By Period
In the year-to-date period, ATEYY achieves a 38.53% return, which is significantly lower than LITE's 150.02% return. Over the past 10 years, ATEYY has outperformed LITE with an annualized return of 52.65%, while LITE has yielded a comparatively lower 43.74% annualized 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%
LITE
- 1D
- 3.59%
- 1M
- -5.06%
- YTD
- 150.02%
- 6M
- 184.13%
- 1Y
- 1,017.52%
- 3Y*
- 158.28%
- 5Y*
- 62.72%
- 10Y*
- 43.74%
ATEYY vs. LITE - 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% | 12.66% |
LITE Lumentum Holdings Inc. | 150.02% | 339.06% | 60.15% | 0.48% | -50.68% | 11.57% | 19.55% | 88.76% | -14.09% | 26.52% |
Correlation
The correlation between ATEYY and LITE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.27 |
The correlation between ATEYY and LITE shifts across timeframes, from 0.27 (all time) to 0.39 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ATEYY:
$127.67B
LITE:
$88.65B
ATEYY:
¥520.21
LITE:
$5.26
ATEYY:
53.89
LITE:
175.08
ATEYY:
17.92
LITE:
30.95
ATEYY:
25.59
LITE:
29.82
ATEYY:
¥1.14T
LITE:
$2.49B
ATEYY:
¥736.09B
LITE:
$938.50M
ATEYY:
¥533.69B
LITE:
$470.10M
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Return for Risk
ATEYY vs. LITE — Risk / Return Rank
ATEYY
LITE
ATEYY vs. LITE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advantest Corp DRC (ATEYY) and Lumentum Holdings Inc. (LITE). 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 | LITE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.71 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 6.07 | 34.43 | -28.36 |
| Martin ratioReturn relative to average drawdown | 16.34 | 126.26 | -109.92 |
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Drawdowns
ATEYY vs. LITE - Drawdown Comparison
The maximum ATEYY drawdown since its inception was -56.48%, smaller than the maximum LITE drawdown of -66.89%. Use the drawdown chart below to compare losses from any high point for ATEYY and LITE.
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Drawdown Indicators
| ATEYY | LITE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.48% | -66.89% | +10.41% |
Max Drawdown (1Y)Largest decline over 1 year | -33.24% | -28.70% | -4.54% |
Max Drawdown (3Y)Largest decline over 3 years | -44.70% | -50.63% | +5.93% |
Max Drawdown (5Y)Largest decline over 5 years | -56.48% | -66.48% | +10.00% |
Max Drawdown (10Y)Largest decline over 10 years | -56.48% | -66.89% | +10.41% |
Current DrawdownCurrent decline from peak | -11.76% | -12.49% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -23.57% | +9.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.32% | 7.81% | +4.51% |
Volatility
ATEYY vs. LITE - Volatility Comparison
Advantest Corp DRC (ATEYY) and Lumentum Holdings Inc. (LITE) have volatilities of 27.35% and 28.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATEYY | LITE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.35% | 28.12% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 55.16% | 69.73% | -14.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.37% | 86.47% | -16.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.29% | 59.94% | -6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.58% | 56.62% | -8.04% |
Dividends
ATEYY vs. LITE - Dividend Comparison
Neither ATEYY nor LITE has paid dividends to shareholders.
| 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% |
LITE Lumentum Holdings Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ATEYY vs. LITE - Financials Comparison
This section allows you to compare key financial metrics between Advantest Corp DRC and Lumentum Holdings Inc.. 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. LITE - 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%.
LITE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lumentum Holdings Inc. reported a gross profit of 357.00M and revenue of 808.40M. Therefore, the gross margin over that period was 44.2%.
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%.
LITE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lumentum Holdings Inc. reported an operating income of 174.50M and revenue of 808.40M, resulting in an operating margin of 21.6%.
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%.
LITE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lumentum Holdings Inc. reported a net income of 144.20M and revenue of 808.40M, resulting in a net margin of 17.8%.
Frequently Asked Questions
ATEYY and LITE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LITE has higher volatility (28.12%) compared to ATEYY (27.35%). In terms of maximum drawdown, ATEYY dropped -56.48% vs LITE's -66.89%.
LITE currently has the higher Sharpe Ratio (11.43 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.
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