ELEZY vs. ATEYY

Last updated Jun 19, 2026

ELEZY (Endesa SA ADR) and ATEYY (Advantest Corp DRC) are both stocks. ELEZY operates in Utilities - Regulated Electric (Utilities), while ATEYY operates in Semiconductor Equipment & Materials (Technology). Over the past 5 years, ELEZY returned 18.34%/yr vs 53.71%/yr for ATEYY. At a 0.07 correlation, their price movements are largely independent.

Performance

ELEZY vs. ATEYY - Performance Comparison

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

Returns By Period

In the year-to-date period, ELEZY achieves a 24.36% return, which is significantly lower than ATEYY's 54.36% return.

ELEZY

• 1D: 1.77%
• 1M: 5.12%
• YTD: 24.36%
• 6M: 24.22%
• 1Y: 46.80%
• 3Y*: 33.05%
• 5Y*: 18.34%
• 10Y*: —

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%

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

ELEZY vs. ATEYY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ELEZY Endesa SA ADR	24.36%	75.81%	9.78%	19.46%	-14.63%	-12.87%	6.49%	22.67%	-0.34%	-4.48%
ATEYY Advantest Corp DRC	54.36%	122.70%	68.99%	111.43%	-33.43%	27.37%	30.96%	176.84%	12.51%	-4.30%

Correlation

The correlation between ELEZY and ATEYY is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017	0.07

Fundamentals

Market Cap ELEZY : $45.53B ATEYY : $142.26B
EPS ELEZY : €1.11 ATEYY : ¥520.21
PE Ratio ELEZY : 17.23 ATEYY : 60.38
PEG Ratio ELEZY : 0.40 ATEYY : 0.77
PS Ratio ELEZY : 1.89 ATEYY : 20.08
PB Ratio ELEZY : 4.63 ATEYY : 28.67
Total Revenue (TTM) ELEZY : €21.28B ATEYY : ¥1.14T
Gross Profit (TTM) ELEZY : €1.31B ATEYY : ¥736.09B
EBITDA (TTM) ELEZY : €1.08B ATEYY : ¥533.69B

Return for Risk

ELEZY vs. ATEYY — Risk / Return Rank

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

ELEZY

ELEZY Risk / Return Rank: 86
ELEZY Sharpe Ratio Rank: 86
ELEZY Sortino Ratio Rank: 82
ELEZY Omega Ratio Rank: 80
ELEZY Calmar Ratio Rank: 90
ELEZY Martin Ratio Rank: 90

ATEYY

ATEYY Risk / Return Rank: 92
ATEYY Sharpe Ratio Rank: 95
ATEYY Sortino Ratio Rank: 90
ATEYY Omega Ratio Rank: 88
ATEYY Calmar Ratio Rank: 94
ATEYY Martin Ratio Rank: 94

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.

ELEZY vs. ATEYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Endesa SA ADR (ELEZY) and Advantest Corp DRC (ATEYY). 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.

	ELEZY	ATEYY	Difference
Sharpe ratio: Return per unit of total volatility	1.75	2.79	-1.04
Sortino ratio: Return per unit of downside risk	2.39	3.09	-0.70
Omega ratio: Gain probability vs. loss probability	1.29	1.38	-0.09
Calmar ratio: Return relative to maximum drawdown	4.32	5.87	-1.55
Martin ratio: Return relative to average drawdown	11.52	15.77	-4.25

ELEZY vs. ATEYY - Sharpe Ratio Comparison

The current ELEZY Sharpe Ratio is 1.75, which is lower than the ATEYY Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of ELEZY and ATEYY, 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

ELEZY vs. ATEYY - Drawdown Comparison

The maximum ELEZY drawdown since its inception was -50.29%, smaller than the maximum ATEYY drawdown of -56.48%. Use the drawdown chart below to compare losses from any high point for ELEZY and ATEYY.

Drawdown Indicators

	ELEZY	ATEYY	Difference
Max Drawdown Largest peak-to-trough decline	-50.29%	-56.48%	+6.19%
Max Drawdown (1Y) Largest decline over 1 year	-10.89%	-33.24%	+22.35%
Max Drawdown (3Y) Largest decline over 3 years	-20.80%	-44.70%	+23.90%
Max Drawdown (5Y) Largest decline over 5 years	-43.16%	-56.48%	+13.32%
Max Drawdown (10Y) Largest decline over 10 years	—	-56.48%	—
Current Drawdown Current decline from peak	-3.51%	-1.68%	-1.83%
Average Drawdown Average peak-to-trough decline	-15.68%	-14.21%	-1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.07%	12.33%	-8.26%

Volatility

ELEZY vs. ATEYY - Volatility Comparison

The current volatility for Endesa SA ADR (ELEZY) is 7.35%, while Advantest Corp DRC (ATEYY) has a volatility of 27.25%. This indicates that ELEZY experiences smaller price fluctuations and is considered to be less risky than ATEYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ELEZY	ATEYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.35%	27.25%	-19.90%
Volatility (6M) Calculated over the trailing 6-month period	21.10%	54.67%	-33.57%
Volatility (1Y) Calculated over the trailing 1-year period	26.89%	69.99%	-43.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.23%	53.40%	-22.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.08%	48.63%	-12.55%

Dividends

ELEZY vs. ATEYY - Dividend Comparison

ELEZY's dividend yield for the trailing twelve months is around 3.53%, while ATEYY has not 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%
ELEZY Endesa SA ADR	3.53%	4.12%	2.49%	11.14%	5.31%	9.35%	2.10%	2.80%	0.00%	0.00%	0.00%

Financials

ELEZY vs. ATEYY - Profitability Comparison

The chart below illustrates the profitability comparison between Endesa SA ADR and Advantest Corp DRC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ELEZY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported a gross profit of 2.11B and revenue of 5.73B. Therefore, the gross margin over that period was 36.8%.

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%.

ELEZY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported an operating income of 1.15B and revenue of 5.73B, resulting in an operating margin of 20.1%.

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%.

ELEZY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported a net income of 725.00M and revenue of 5.73B, resulting in a net margin of 12.7%.

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%.

Frequently Asked Questions

Can I hold both ELEZY and ATEYY in my portfolio?

ELEZY and ATEYY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ELEZY or ATEYY?

ATEYY has higher volatility (27.25%) compared to ELEZY (7.35%). In terms of maximum drawdown, ELEZY dropped -50.29% vs ATEYY's -56.48%.

Which has better risk-adjusted returns?

ATEYY currently has the higher Sharpe Ratio (2.79 vs 1.75), 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.