ATEYY vs. VOO

Last updated Jul 30, 2026

ATEYY (Advantest Corp DRC) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ATEYY returned 48.41%/yr vs 14.78%/yr for VOO. Their 0.40 correlation means their historical movements had little consistent relationship.

Performance

ATEYY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advantest Corp DRC (ATEYY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ATEYY achieves a 31.60% return, which is significantly higher than VOO's 7.59% return. Over the past 10 years, ATEYY has outperformed VOO with an annualized return of 48.41%, while VOO has yielded a comparatively lower 14.78% annualized return.

ATEYY

• 1D: 6.92%
• 1M: -19.56%
• 6M: -12.51%
• YTD: 31.60%
• 1Y: 126.49%
• 3Y*: 67.39%
• 5Y*: 49.70%
• 10Y*: 48.41%
• ALL TIME*: 52.54%

VOO

• 1D: -1.52%
• 1M: -1.52%
• 6M: 5.49%
• YTD: 7.59%
• 1Y: 16.21%
• 3Y*: 18.43%
• 5Y*: 12.29%
• 10Y*: 14.78%
• ALL TIME*: 14.62%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ATEYY Advantest Corp DRC	$16.53M	$44.83M	$27.35M
VOO Vanguard S&P 500 ETF	$3.59B	$3.94B	$5.43B

ATEYY vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ATEYY Advantest Corp DRC	31.60%	122.70%	68.99%	111.43%	-33.43%	27.37%	30.96%	176.84%	12.51%	12.66%
VOO Vanguard S&P 500 ETF	7.59%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between ATEYY and VOO is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.66
Correlation (3Y) Balances recent behavior with more history.	0.55
Correlation (5Y) Shows whether the relationship held over a longer period.	0.51
Correlation (10Y) Provides a long-term view across more market conditions.	0.40
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.40

Over the past year, ATEYY and VOO have become more correlated (0.66) than their long-term average of 0.40, meaning their price movements have been converging.

Return for Risk

ATEYY vs. VOO — Risk / Return Rank

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

ATEYY

ATEYY Risk / Return Rank: 88
ATEYY Sharpe Ratio Rank: 89
ATEYY Sortino Ratio Rank: 86
ATEYY Omega Ratio Rank: 82
ATEYY Calmar Ratio Rank: 92
ATEYY Martin Ratio Rank: 91

VOO

VOO Risk / Return Rank: 54
VOO Sharpe Ratio Rank: 52
VOO Sortino Ratio Rank: 50
VOO Omega Ratio Rank: 51
VOO Calmar Ratio Rank: 51
VOO Martin Ratio Rank: 65

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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advantest Corp DRC (ATEYY) and Vanguard S&P 500 ETF (VOO). 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	VOO	Difference
Sharpe ratio: Return per unit of total volatility	1.71	1.28	+0.43
Sortino ratio: Return per unit of downside risk	2.34	1.80	+0.54
Omega ratio: Gain probability vs. loss probability	1.28	1.23	+0.05
Calmar ratio: Return relative to maximum drawdown	3.83	1.83	+2.00
Martin ratio: Return relative to average drawdown	9.74	7.81	+1.93

ATEYY vs. VOO - Sharpe Ratio Comparison

The current ATEYY Sharpe Ratio is 1.71, which is higher than the VOO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of ATEYY and VOO, 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. VOO - Drawdown Comparison

The maximum ATEYY drawdown since its inception was -56.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ATEYY and VOO.

Drawdown Indicators

	ATEYY	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-56.48%	-33.99%	-22.49%
Max Drawdown (1Y) Largest decline over 1 year	-33.24%	-8.90%	-24.34%
Max Drawdown (3Y) Largest decline over 3 years	-44.70%	-18.69%	-26.01%
Max Drawdown (5Y) Largest decline over 5 years	-56.48%	-24.52%	-31.96%
Max Drawdown (10Y) Largest decline over 10 years	-56.48%	-33.99%	-22.49%
Current Drawdown Current decline from peak	-23.12%	-3.68%	-19.44%
Average Drawdown Average peak-to-trough decline	-14.21%	-3.67%	-10.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.10%	2.08%	+11.02%

Volatility

ATEYY vs. VOO - Volatility Comparison

Advantest Corp DRC (ATEYY) has a higher volatility of 24.30% compared to Vanguard S&P 500 ETF (VOO) at 3.14%. This indicates that ATEYY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ATEYY	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.30%	3.14%	+21.16%
Volatility (6M) Calculated over the trailing 6-month period	59.32%	9.95%	+49.37%
Volatility (1Y) Calculated over the trailing 1-year period	74.45%	12.71%	+61.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.78%	16.92%	+37.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.26%	18.01%	+31.25%

Dividends

ATEYY vs. VOO - Dividend Comparison

ATEYY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.10%.

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%
VOO Vanguard S&P 500 ETF	1.10%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both ATEYY and VOO in my portfolio?

ATEYY and VOO have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ATEYY or VOO?

ATEYY has higher volatility (24.30%) compared to VOO (3.14%). In terms of maximum drawdown, ATEYY dropped -56.48% vs VOO's -33.99%.

Which has better risk-adjusted returns?

ATEYY currently has the higher Sharpe Ratio (1.71 vs 1.28), 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.