ATEYY vs. NVS
ATEYY (Advantest Corp DRC) and NVS (Novartis AG) are both stocks. ATEYY operates in Semiconductor Equipment & Materials (Technology), while NVS operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, ATEYY returned 52.65%/yr vs 11.14%/yr for NVS. At a 0.11 correlation, their price movements are largely independent.
Performance
ATEYY vs. NVS - 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 NVS's 14.40% return. Over the past 10 years, ATEYY has outperformed NVS with an annualized return of 52.65%, while NVS has yielded a comparatively lower 11.14% 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%
NVS
- 1D
- -0.55%
- 1M
- 2.22%
- YTD
- 14.40%
- 6M
- 18.98%
- 1Y
- 30.60%
- 3Y*
- 19.57%
- 5Y*
- 14.77%
- 10Y*
- 11.14%
ATEYY vs. NVS - 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% |
NVS Novartis AG | 14.40% | 46.95% | 0.02% | 16.14% | 8.06% | -3.65% | 3.34% | 13.92% | 5.95% | 19.42% |
Correlation
The correlation between ATEYY and NVS is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.11 |
Fundamentals
ATEYY:
$127.67B
NVS:
$293.28B
ATEYY:
¥520.21
NVS:
$6.99
ATEYY:
53.89
NVS:
21.90
ATEYY:
0.69
NVS:
1.48
ATEYY:
17.92
NVS:
5.29
ATEYY:
25.59
NVS:
7.62
ATEYY:
¥1.14T
NVS:
$56.05B
ATEYY:
¥736.09B
NVS:
$42.19B
ATEYY:
¥533.69B
NVS:
$22.40B
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Return for Risk
ATEYY vs. NVS — Risk / Return Rank
ATEYY
NVS
ATEYY vs. NVS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advantest Corp DRC (ATEYY) and Novartis AG (NVS). 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 | NVS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.26 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 6.07 | 2.43 | +3.64 |
| Martin ratioReturn relative to average drawdown | 16.34 | 5.88 | +10.46 |
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Drawdowns
ATEYY vs. NVS - Drawdown Comparison
The maximum ATEYY drawdown since its inception was -56.48%, which is greater than NVS's maximum drawdown of -42.10%. Use the drawdown chart below to compare losses from any high point for ATEYY and NVS.
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Drawdown Indicators
| ATEYY | NVS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.48% | -42.10% | -14.38% |
Max Drawdown (1Y)Largest decline over 1 year | -33.24% | -12.65% | -20.59% |
Max Drawdown (3Y)Largest decline over 3 years | -44.70% | -19.95% | -24.75% |
Max Drawdown (5Y)Largest decline over 5 years | -56.48% | -20.42% | -36.06% |
Max Drawdown (10Y)Largest decline over 10 years | -56.48% | -26.03% | -30.45% |
Current DrawdownCurrent decline from peak | -11.76% | -6.46% | -5.30% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -10.92% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.32% | 5.23% | +7.09% |
Volatility
ATEYY vs. NVS - Volatility Comparison
Advantest Corp DRC (ATEYY) has a higher volatility of 27.35% compared to Novartis AG (NVS) at 7.18%. This indicates that ATEYY's price experiences larger fluctuations and is considered to be riskier than NVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATEYY | NVS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.35% | 7.18% | +20.17% |
Volatility (6M)Calculated over the trailing 6-month period | 55.16% | 14.96% | +40.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.37% | 21.02% | +49.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.29% | 18.89% | +34.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.58% | 19.64% | +28.94% |
Dividends
ATEYY vs. NVS - Dividend Comparison
ATEYY has not paid dividends to shareholders, while NVS's dividend yield for the trailing twelve months is around 3.12%.
| 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% |
NVS Novartis AG | 3.12% | 2.90% | 3.84% | 3.44% | 3.70% | 3.86% | 3.22% | 3.03% | 3.47% | 3.24% | 3.73% | 3.10% |
Financials
ATEYY vs. NVS - Financials Comparison
This section allows you to compare key financial metrics between Advantest Corp DRC and Novartis AG. 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. NVS - 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%.
NVS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Novartis AG reported a gross profit of 10.07B and revenue of 13.52B. Therefore, the gross margin over that period was 74.4%.
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%.
NVS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Novartis AG reported an operating income of 4.24B and revenue of 13.52B, resulting in an operating margin of 31.3%.
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%.
NVS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Novartis AG reported a net income of 3.16B and revenue of 13.52B, resulting in a net margin of 23.3%.
Frequently Asked Questions
ATEYY and NVS have a correlation of 0.15, 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 NVS (7.18%). In terms of maximum drawdown, ATEYY dropped -56.48% vs NVS's -42.10%.
ATEYY currently has the higher Sharpe Ratio (2.87 vs 1.47), 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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