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OPXS vs. ATEYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OPXS vs. ATEYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Optex Systems Holdings Inc. Common Stock (OPXS) and Advantest Corp DRC (ATEYY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OPXS achieves a -17.56% return, which is significantly lower than ATEYY's 38.37% return. Over the past 10 years, OPXS has underperformed ATEYY with an annualized return of 19.13%, while ATEYY has yielded a comparatively higher 52.36% annualized return.


OPXS

1D
-2.18%
1M
8.04%
YTD
-17.56%
6M
-18.59%
1Y
32.69%
3Y*
54.66%
5Y*
50.18%
10Y*
19.13%

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)

OPXS vs. ATEYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPXS
Optex Systems Holdings Inc. Common Stock
-17.56%106.71%4.66%122.19%57.75%5.06%-9.64%50.38%23.80%70.34%
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 OPXS and ATEYY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.09

The correlation between OPXS and ATEYY shifts across timeframes, from 0.09 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

OPXS:

$127.40

ATEYY:

$520.21

PE Ratio

OPXS:

0.09

ATEYY:

0.34

PEG Ratio

OPXS:

0.00

ATEYY:

0.00

PS Ratio

OPXS:

0.02

ATEYY:

0.11

Total Revenue (TTM)

OPXS:

$3.78B

ATEYY:

$1.14T

Gross Profit (TTM)

OPXS:

$1.45B

ATEYY:

$736.09B

EBITDA (TTM)

OPXS:

$664.48M

ATEYY:

$533.69B

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Return for Risk

OPXS vs. ATEYY — Risk / Return Rank

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

OPXS
OPXS Risk / Return Rank: 5757
Overall Rank
OPXS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
OPXS Sortino Ratio Rank: 5858
Sortino Ratio Rank
OPXS Omega Ratio Rank: 5555
Omega Ratio Rank
OPXS Calmar Ratio Rank: 5858
Calmar Ratio Rank
OPXS Martin Ratio Rank: 5757
Martin Ratio Rank

ATEYY
ATEYY Risk / Return Rank: 9494
Overall Rank
ATEYY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ATEYY Sortino Ratio Rank: 9292
Sortino Ratio Rank
ATEYY Omega Ratio Rank: 9090
Omega Ratio Rank
ATEYY Calmar Ratio Rank: 9595
Calmar Ratio Rank
ATEYY Martin Ratio Rank: 9595
Martin Ratio Rank
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.

OPXS vs. ATEYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Optex Systems Holdings Inc. Common Stock (OPXS) 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.


OPXSATEYYDifference
Sharpe ratioReturn per unit of total volatility

-3.16

Sortino ratioReturn per unit of downside risk

-2.43

Omega ratioGain probability vs. loss probability

1.14

1.44

-0.31

Calmar ratioReturn relative to maximum drawdown

0.79

7.18

-6.40

Martin ratioReturn relative to average drawdown

1.58

19.97

-18.40

OPXS vs. ATEYY - Sharpe Ratio Comparison

The current OPXS Sharpe Ratio is 0.45, which is lower than the ATEYY Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of OPXS 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.


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Sharpe Ratios by Period


OPXSATEYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

3.61

-3.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.95

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

1.10

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

1.15

-1.24

Drawdowns

OPXS vs. ATEYY - Drawdown Comparison

The maximum OPXS drawdown since its inception was -99.87%, which is greater than ATEYY's maximum drawdown of -56.48%. Use the drawdown chart below to compare losses from any high point for OPXS and ATEYY.


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Drawdown Indicators


OPXSATEYYDifference

Max Drawdown

Largest peak-to-trough decline

-99.87%

-56.48%

-43.39%

Max Drawdown (1Y)

Largest decline over 1 year

-41.80%

-33.24%

-8.56%

Max Drawdown (3Y)

Largest decline over 3 years

-45.68%

-44.70%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-45.68%

-56.48%

+10.80%

Max Drawdown (10Y)

Largest decline over 10 years

-76.40%

-56.48%

-19.92%

Current Drawdown

Current decline from peak

-97.28%

-11.86%

-85.42%

Average Drawdown

Average peak-to-trough decline

-95.72%

-14.22%

-81.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.80%

11.93%

+8.87%

Volatility

OPXS vs. ATEYY - Volatility Comparison

Optex Systems Holdings Inc. Common Stock (OPXS) has a higher volatility of 18.22% compared to Advantest Corp DRC (ATEYY) at 16.87%. This indicates that OPXS's price experiences larger fluctuations and is considered to be riskier than ATEYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPXSATEYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.22%

16.87%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

46.25%

49.48%

-3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

73.33%

66.17%

+7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.95%

52.18%

+1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.94%

47.98%

+11.96%

Dividends

OPXS vs. ATEYY - Dividend Comparison

Neither OPXS nor ATEYY has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
OPXS
Optex Systems Holdings Inc. Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.05%3.64%0.00%

Financials

OPXS vs. ATEYY - Financials Comparison

This section allows you to compare key financial metrics between Optex Systems Holdings Inc. Common Stock and Advantest Corp DRC. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B200.00B250.00B300.00B350.00B20222023202420252026
3.75B
334.10B
(OPXS) Total Revenue
(ATEYY) Total Revenue
Values in USD except per share items

OPXS vs. ATEYY - Profitability Comparison

The chart below illustrates the profitability comparison between Optex Systems Holdings Inc. Common Stock and Advantest Corp DRC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
38.3%
67.4%
Portfolio components
OPXS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Optex Systems Holdings Inc. Common Stock reported a gross profit of 1.44B and revenue of 3.75B. Therefore, the gross margin over that period was 38.3%.

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%.

OPXS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Optex Systems Holdings Inc. Common Stock reported an operating income of 660.00M and revenue of 3.75B, resulting in an operating margin of 17.6%.

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%.

OPXS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Optex Systems Holdings Inc. Common Stock reported a net income of 660.00M and revenue of 3.75B, resulting in a net margin of 17.6%.

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


OPXS and ATEYY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OPXS has higher volatility (18.22%) compared to ATEYY (16.87%). In terms of maximum drawdown, OPXS dropped -99.87% vs ATEYY's -56.48%.

ATEYY currently has the higher Sharpe Ratio (3.61 vs 0.45), 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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