ENGIY vs. ATEYY

Last updated Jun 4, 2026

ENGIY (Engie SA ADR) and ATEYY (Advantest Corp DRC) are both stocks. ENGIY operates in Utilities - Diversified (Utilities), while ATEYY operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, ENGIY returned 14.33%/yr vs 52.36%/yr for ATEYY. At a 0.17 correlation, their price movements are largely independent.

Performance

ENGIY vs. ATEYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Engie SA ADR (ENGIY) 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, ENGIY achieves a 23.13% return, which is significantly lower than ATEYY's 38.37% return. Over the past 10 years, ENGIY has underperformed ATEYY with an annualized return of 14.33%, while ATEYY has yielded a comparatively higher 52.36% annualized return.

ENGIY

• 1D: 0.48%
• 1M: -4.00%
• YTD: 23.13%
• 6M: 27.25%
• 1Y: 48.36%
• 3Y*: 34.77%
• 5Y*: 23.80%
• 10Y*: 14.33%

ATEYY

• 1D: 2.93%
• 1M: -3.62%
• YTD: 38.37%
• 6M: 29.92%
• 1Y: 237.06%
• 3Y*: 77.03%
• 5Y*: 49.06%
• 10Y*: 52.36%

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

ENGIY vs. ATEYY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ENGIY Engie SA ADR	23.13%	79.77%	-5.17%	35.23%	4.34%	0.59%	-5.38%	19.84%	-11.88%	49.24%
ATEYY Advantest Corp DRC	38.37%	122.70%	68.99%	111.43%	-33.43%	27.37%	30.96%	176.84%	12.51%	12.66%

Correlation

The correlation between ENGIY and ATEYY 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	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.17

Fundamentals

Market Cap ENGIY : $92.58B ATEYY : $127.53B
EPS ENGIY : $2.94 ATEYY : $520.21
PE Ratio ENGIY : 10.63 ATEYY : 0.34
PEG Ratio ENGIY : 0.03 ATEYY : 0.00
PS Ratio ENGIY : 0.58 ATEYY : 0.11
PB Ratio ENGIY : 2.81 ATEYY : 0.16
Total Revenue (TTM) ENGIY : $145.51B ATEYY : $1.14T
Gross Profit (TTM) ENGIY : $40.55B ATEYY : $736.09B
EBITDA (TTM) ENGIY : $29.92B ATEYY : $533.69B

Return for Risk

ENGIY vs. ATEYY — Risk / Return Rank

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

ENGIY

ENGIY Risk / Return Rank: 86
ENGIY Sharpe Ratio Rank: 90
ENGIY Sortino Ratio Rank: 87
ENGIY Omega Ratio Rank: 87
ENGIY Calmar Ratio Rank: 84
ENGIY Martin Ratio Rank: 85

ATEYY

ATEYY Risk / Return Rank: 94
ATEYY Sharpe Ratio Rank: 96
ATEYY Sortino Ratio Rank: 92
ATEYY Omega Ratio Rank: 90
ATEYY Calmar Ratio Rank: 95
ATEYY Martin Ratio Rank: 95

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.

ENGIY vs. ATEYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Engie SA ADR (ENGIY) 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.

	ENGIY	ATEYY	Difference
Sharpe ratio: Return per unit of total volatility	2.25	3.61	-1.35
Sortino ratio: Return per unit of downside risk	2.89	3.64	-0.75
Omega ratio: Gain probability vs. loss probability	1.39	1.44	-0.05
Calmar ratio: Return relative to maximum drawdown	3.36	7.18	-3.83
Martin ratio: Return relative to average drawdown	8.84	19.97	-11.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENGIY vs. ATEYY - Sharpe Ratio Comparison

The current ENGIY Sharpe Ratio is 2.25, which is lower than the ATEYY Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of ENGIY 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.

Sharpe Ratios by Period

	ENGIY	ATEYY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	3.61	-1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.99	0.95	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	1.10	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	1.15	-0.98

Drawdowns

ENGIY vs. ATEYY - Drawdown Comparison

The maximum ENGIY drawdown since its inception was -64.15%, which is greater than ATEYY's maximum drawdown of -56.48%. Use the drawdown chart below to compare losses from any high point for ENGIY and ATEYY.

Drawdown Indicators

	ENGIY	ATEYY	Difference
Max Drawdown Largest peak-to-trough decline	-64.15%	-56.48%	-7.67%
Max Drawdown (1Y) Largest decline over 1 year	-14.49%	-33.24%	+18.75%
Max Drawdown (3Y) Largest decline over 3 years	-18.38%	-44.70%	+26.32%
Max Drawdown (5Y) Largest decline over 5 years	-34.50%	-56.48%	+21.98%
Max Drawdown (10Y) Largest decline over 10 years	-48.73%	-56.48%	+7.75%
Current Drawdown Current decline from peak	-6.76%	-11.86%	+5.10%
Average Drawdown Average peak-to-trough decline	-35.48%	-14.22%	-21.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.49%	11.93%	-6.44%

Volatility

ENGIY vs. ATEYY - Volatility Comparison

The current volatility for Engie SA ADR (ENGIY) is 6.13%, while Advantest Corp DRC (ATEYY) has a volatility of 16.87%. This indicates that ENGIY 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

	ENGIY	ATEYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.13%	16.87%	-10.74%
Volatility (6M) Calculated over the trailing 6-month period	17.35%	49.48%	-32.13%
Volatility (1Y) Calculated over the trailing 1-year period	21.58%	66.17%	-44.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.13%	52.18%	-28.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.36%	47.98%	-21.62%

Dividends

ENGIY vs. ATEYY - Dividend Comparison

ENGIY's dividend yield for the trailing twelve months is around 3.90%, while ATEYY has not paid dividends to shareholders.

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%
ENGIY Engie SA ADR	3.90%	6.40%	5.47%	8.78%	6.76%	4.33%	0.00%	5.25%	6.00%	9.09%	12.96%	6.36%

Financials

ENGIY vs. ATEYY - Profitability Comparison

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

ENGIY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a gross profit of 3.79B and revenue of 33.63B. Therefore, the gross margin over that period was 11.3%.

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%.

ENGIY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported an operating income of 3.94B and revenue of 33.63B, resulting in an operating margin of 11.7%.

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%.

ENGIY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a net income of 898.30M and revenue of 33.63B, resulting in a net margin of 2.7%.

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 ENGIY and ATEYY in my portfolio?

ENGIY and ATEYY 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.

Which is riskier, ENGIY or ATEYY?

ATEYY has higher volatility (16.87%) compared to ENGIY (6.13%). In terms of maximum drawdown, ENGIY dropped -64.15% vs ATEYY's -56.48%.

Which has better risk-adjusted returns?

ATEYY currently has the higher Sharpe Ratio (3.61 vs 2.25), 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.