ATEYY vs. TOELY
ATEYY (Advantest Corp DRC) and TOELY (Tokyo Electron ADR) are both stocks. Both operate in the Semiconductor Equipment & Materials industry within the Technology sector. Over the past 10 years, ATEYY returned 53.36%/yr vs 35.38%/yr for TOELY. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
ATEYY vs. TOELY - Performance Comparison
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Returns By Period
In the year-to-date period, ATEYY achieves a 54.36% return, which is significantly lower than TOELY's 120.96% return. Over the past 10 years, ATEYY has outperformed TOELY with an annualized return of 53.36%, while TOELY has yielded a comparatively lower 35.38% annualized return.
ATEYY
- 1D
- 4.03%
- 1M
- 19.20%
- YTD
- 54.36%
- 6M
- 58.08%
- 1Y
- 193.66%
- 3Y*
- 77.83%
- 5Y*
- 53.71%
- 10Y*
- 53.36%
TOELY
- 1D
- 6.27%
- 1M
- 63.83%
- YTD
- 120.96%
- 6M
- 149.23%
- 1Y
- 188.37%
- 3Y*
- 51.99%
- 5Y*
- 27.91%
- 10Y*
- 35.38%
ATEYY vs. TOELY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATEYY Advantest Corp DRC | 54.36% | 122.70% | 68.99% | 111.43% | -33.43% | 27.37% | 30.96% | 176.84% | 12.51% | 12.66% |
TOELY Tokyo Electron ADR | 120.96% | 49.57% | -14.19% | 82.22% | -49.18% | 53.76% | 71.31% | 94.00% | -38.01% | 94.67% |
Correlation
The correlation between ATEYY and TOELY is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.59 |
The correlation between ATEYY and TOELY has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.
Fundamentals
ATEYY:
$142.26B
TOELY:
$224.98B
ATEYY:
¥520.21
TOELY:
¥632.07
ATEYY:
60.38
TOELY:
62.56
ATEYY:
0.77
TOELY:
5.13
ATEYY:
20.08
TOELY:
14.72
ATEYY:
28.67
TOELY:
17.43
ATEYY:
¥1.14T
TOELY:
¥2.47T
ATEYY:
¥736.09B
TOELY:
¥1.12T
ATEYY:
¥533.69B
TOELY:
¥753.39B
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Return for Risk
ATEYY vs. TOELY — Risk / Return Rank
ATEYY
TOELY
ATEYY vs. TOELY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advantest Corp DRC (ATEYY) and Tokyo Electron ADR (TOELY). 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 | TOELY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.45 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.87 | 6.26 | -0.39 |
| Martin ratioReturn relative to average drawdown | 15.77 | 15.64 | +0.13 |
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Drawdowns
ATEYY vs. TOELY - Drawdown Comparison
The maximum ATEYY drawdown since its inception was -56.48%, smaller than the maximum TOELY drawdown of -92.92%. Use the drawdown chart below to compare losses from any high point for ATEYY and TOELY.
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Drawdown Indicators
| ATEYY | TOELY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.48% | -92.92% | +36.44% |
Max Drawdown (1Y)Largest decline over 1 year | -33.24% | -30.30% | -2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -44.70% | -53.52% | +8.82% |
Max Drawdown (5Y)Largest decline over 5 years | -56.48% | -59.40% | +2.92% |
Max Drawdown (10Y)Largest decline over 10 years | -56.48% | -59.40% | +2.92% |
Current DrawdownCurrent decline from peak | -1.68% | 0.00% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -14.21% | -49.55% | +35.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.33% | 12.10% | +0.23% |
Volatility
ATEYY vs. TOELY - Volatility Comparison
Advantest Corp DRC (ATEYY) has a higher volatility of 27.25% compared to Tokyo Electron ADR (TOELY) at 20.95%. This indicates that ATEYY's price experiences larger fluctuations and is considered to be riskier than TOELY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATEYY | TOELY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.25% | 20.95% | +6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 54.67% | 40.36% | +14.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.99% | 54.53% | +15.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.40% | 45.21% | +8.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.63% | 39.81% | +8.82% |
Dividends
ATEYY vs. TOELY - Dividend Comparison
Neither ATEYY nor TOELY 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% |
TOELY Tokyo Electron ADR | 0.00% | 1.02% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.11% | 2.27% |
Financials
ATEYY vs. TOELY - Financials Comparison
This section allows you to compare key financial metrics between Advantest Corp DRC and Tokyo Electron ADR. 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. TOELY - 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%.
TOELY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a gross profit of 339.31B and revenue of 724.89B. Therefore, the gross margin over that period was 46.8%.
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%.
TOELY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported an operating income of 209.42B and revenue of 724.89B, resulting in an operating margin of 28.9%.
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%.
TOELY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a net income of 218.23B and revenue of 724.89B, resulting in a net margin of 30.1%.
Frequently Asked Questions
ATEYY and TOELY have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATEYY has higher volatility (27.25%) compared to TOELY (20.95%). In terms of maximum drawdown, ATEYY dropped -56.48% vs TOELY's -92.92%.
TOELY currently has the higher Sharpe Ratio (3.48 vs 2.79), 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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