ATEYY vs. SAF.PA

Last updated Jun 13, 2026

ATEYY (Advantest Corp DRC) and SAF.PA (Safran SA) are both stocks. ATEYY operates in Semiconductor Equipment & Materials (Technology), while SAF.PA operates in Aerospace & Defense (Industrials). Over the past 10 years, ATEYY returned 52.65%/yr vs 19.90%/yr for SAF.PA. At a 0.21 correlation, their price movements are largely independent.

Performance

ATEYY vs. SAF.PA - Performance Comparison

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

Different Trading Currencies

ATEYY is traded in USD, while SAF.PA is traded in EUR. To make them comparable, the SAF.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ATEYY achieves a 38.53% return, which is significantly higher than SAF.PA's 2.50% return. Over the past 10 years, ATEYY has outperformed SAF.PA with an annualized return of 52.65%, while SAF.PA has yielded a comparatively lower 19.90% 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%

SAF.PA

• 1D: 3.55%
• 1M: 8.58%
• YTD: 2.50%
• 6M: 4.69%
• 1Y: 19.79%
• 3Y*: 34.50%
• 5Y*: 19.92%
• 10Y*: 19.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ATEYY vs. SAF.PA - 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%
SAF.PA Safran SA	2.50%	60.85%	26.05%	42.07%	2.59%	-13.17%	-8.31%	30.00%	18.84%	44.82%

Correlation

The correlation between ATEYY and SAF.PA is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (10Y) Calculated over the trailing 10-year period	0.22
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.21

The correlation between ATEYY and SAF.PA shifts across timeframes, from 0.21 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

ATEYY vs. SAF.PA — Risk / Return Rank

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

ATEYY

ATEYY Risk / Return Rank: 93
ATEYY Sharpe Ratio Rank: 95
ATEYY Sortino Ratio Rank: 91
ATEYY Omega Ratio Rank: 89
ATEYY Calmar Ratio Rank: 94
ATEYY Martin Ratio Rank: 94

SAF.PA

SAF.PA Risk / Return Rank: 61
SAF.PA Sharpe Ratio Rank: 64
SAF.PA Sortino Ratio Rank: 60
SAF.PA Omega Ratio Rank: 58
SAF.PA Calmar Ratio Rank: 61
SAF.PA Martin Ratio Rank: 64

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. SAF.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advantest Corp DRC (ATEYY) and Safran SA (SAF.PA). 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	SAF.PA	Difference
Sharpe ratio: Return per unit of total volatility	2.87	0.60	+2.27
Sortino ratio: Return per unit of downside risk	3.15	1.13	+2.02
Omega ratio: Gain probability vs. loss probability	1.39	1.13	+0.25
Calmar ratio: Return relative to maximum drawdown	6.07	0.81	+5.26
Martin ratio: Return relative to average drawdown	16.34	2.11	+14.23

ATEYY vs. SAF.PA - Sharpe Ratio Comparison

The current ATEYY Sharpe Ratio is 2.87, which is higher than the SAF.PA Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ATEYY and SAF.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ATEYY vs. SAF.PA - Drawdown Comparison

The maximum ATEYY drawdown since its inception was -56.48%, smaller than the maximum SAF.PA drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for ATEYY and SAF.PA.

Drawdown Indicators

	ATEYY	SAF.PA	Difference
Max Drawdown Largest peak-to-trough decline	-56.48%	-65.85%	+9.37%
Max Drawdown (1Y) Largest decline over 1 year	-33.24%	-24.21%	-9.03%
Max Drawdown (3Y) Largest decline over 3 years	-44.70%	-24.21%	-20.49%
Max Drawdown (5Y) Largest decline over 5 years	-56.48%	-41.46%	-15.02%
Max Drawdown (10Y) Largest decline over 10 years	-56.48%	-65.00%	+8.52%
Current Drawdown Current decline from peak	-11.76%	-12.49%	+0.73%
Average Drawdown Average peak-to-trough decline	-14.23%	-13.89%	-0.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.32%	9.31%	+3.01%

Volatility

ATEYY vs. SAF.PA - Volatility Comparison

Advantest Corp DRC (ATEYY) has a higher volatility of 27.35% compared to Safran SA (SAF.PA) at 10.99%. This indicates that ATEYY's price experiences larger fluctuations and is considered to be riskier than SAF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ATEYY	SAF.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.35%	10.99%	+16.36%
Volatility (6M) Calculated over the trailing 6-month period	55.16%	28.98%	+26.18%
Volatility (1Y) Calculated over the trailing 1-year period	70.37%	32.67%	+37.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.29%	30.41%	+22.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.58%	34.60%	+13.98%

Dividends

ATEYY vs. SAF.PA - Dividend Comparison

ATEYY has not paid dividends to shareholders, while SAF.PA's dividend yield for the trailing twelve months is around 1.09%.

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%
SAF.PA Safran SA	1.09%	0.98%	1.04%	0.85%	0.43%	0.40%	0.00%	1.32%	1.52%	0.97%	2.15%	1.96%

Financials

Frequently Asked Questions

Can I hold both ATEYY and SAF.PA in my portfolio?

ATEYY and SAF.PA have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.