SHECY vs. WAF.DE
Compare and contrast key facts about Shin-Etsu Chemical Co Ltd ADR (SHECY) and Siltronic AG (WAF.DE).
Performance
SHECY vs. WAF.DE - Performance Comparison
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SHECY vs. WAF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHECY Shin-Etsu Chemical Co Ltd ADR | 34.19% | -4.97% | -20.30% | 71.18% | -29.73% | -1.27% | 59.93% | 43.23% | -24.32% | 31.25% |
WAF.DE Siltronic AG | 7.38% | 19.33% | -48.74% | 40.44% | -52.84% | 3.15% | 68.93% | 29.36% | -42.28% | 214.49% |
Different Trading Currencies
SHECY is traded in USD, while WAF.DE is traded in EUR. To make them comparable, the WAF.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SHECY achieves a 34.19% return, which is significantly higher than WAF.DE's 7.38% return. Over the past 10 years, SHECY has underperformed WAF.DE with an annualized return of 15.51%, while WAF.DE has yielded a comparatively higher 16.40% annualized return.
SHECY
- 1D
- 2.21%
- 1M
- 4.10%
- YTD
- 34.19%
- 6M
- 26.37%
- 1Y
- 46.48%
- 3Y*
- 9.51%
- 5Y*
- 4.20%
- 10Y*
- 15.51%
WAF.DE
- 1D
- 2.29%
- 1M
- -4.40%
- YTD
- 7.38%
- 6M
- 9.28%
- 1Y
- 41.15%
- 3Y*
- -2.63%
- 5Y*
- -15.03%
- 10Y*
- 16.40%
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Return for Risk
SHECY vs. WAF.DE — Risk / Return Rank
SHECY
WAF.DE
SHECY vs. WAF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shin-Etsu Chemical Co Ltd ADR (SHECY) and Siltronic AG (WAF.DE). 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.
| SHECY | WAF.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.72 | +0.58 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.34 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.45 | +0.66 |
Martin ratioReturn relative to average drawdown | 5.61 | 3.18 | +2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHECY | WAF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.72 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | -0.35 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.35 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.16 | -0.12 |
Correlation
The correlation between SHECY and WAF.DE is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SHECY vs. WAF.DE - Dividend Comparison
SHECY has not paid dividends to shareholders, while WAF.DE's dividend yield for the trailing twelve months is around 0.38%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SHECY Shin-Etsu Chemical Co Ltd ADR | 0.00% | 1.18% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.39% |
WAF.DE Siltronic AG | 0.38% | 0.41% | 5.16% | 3.39% | 4.40% | 1.41% | 4.68% | 5.57% | 3.46% | 0.00% | 0.00% |
Drawdowns
SHECY vs. WAF.DE - Drawdown Comparison
The maximum SHECY drawdown since its inception was -82.68%, which is greater than WAF.DE's maximum drawdown of -77.79%. Use the drawdown chart below to compare losses from any high point for SHECY and WAF.DE.
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Drawdown Indicators
| SHECY | WAF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.68% | -75.31% | -7.37% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -29.23% | +7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -49.23% | -75.31% | +26.08% |
Max Drawdown (10Y)Largest decline over 10 years | -49.23% | -75.31% | +26.08% |
Current DrawdownCurrent decline from peak | -16.17% | -58.75% | +42.58% |
Average DrawdownAverage peak-to-trough decline | -50.62% | -35.83% | -14.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.17% | 13.29% | -5.12% |
Volatility
SHECY vs. WAF.DE - Volatility Comparison
The current volatility for Shin-Etsu Chemical Co Ltd ADR (SHECY) is 11.56%, while Siltronic AG (WAF.DE) has a volatility of 16.88%. This indicates that SHECY experiences smaller price fluctuations and is considered to be less risky than WAF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHECY | WAF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.56% | 16.88% | -5.32% |
Volatility (6M)Calculated over the trailing 6-month period | 25.84% | 41.07% | -15.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.01% | 57.19% | -21.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.32% | 42.72% | -12.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.68% | 46.73% | -17.05% |
Financials
SHECY vs. WAF.DE - Financials Comparison
This section allows you to compare key financial metrics between Shin-Etsu Chemical Co Ltd ADR and Siltronic AG. 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