SOTK vs. TOELY
SOTK (Sono-Tek Corporation) and TOELY (Tokyo Electron ADR) are both stocks. Both are in the Technology sector — SOTK in Scientific & Technical Instruments, TOELY in Semiconductor Equipment & Materials. Over the past 10 years, SOTK returned 19.37%/yr vs 28.88%/yr for TOELY. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
SOTK vs. TOELY - Performance Comparison
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Returns By Period
In the year-to-date period, SOTK achieves a 25.18% return, which is significantly lower than TOELY's 50.65% return. Over the past 10 years, SOTK has underperformed TOELY with an annualized return of 19.37%, while TOELY has yielded a comparatively higher 28.88% annualized return.
SOTK
- 1D
- 0.78%
- 1M
- -0.58%
- 6M
- 25.79%
- YTD
- 25.18%
- 1Y
- 56.19%
- 3Y*
- 2.29%
- 5Y*
- 9.73%
- 10Y*
- 19.37%
- ALL TIME*
- 15.28%
TOELY
- 1D
- -3.53%
- 1M
- -23.71%
- 6M
- 25.86%
- YTD
- 50.65%
- 1Y
- 127.53%
- 3Y*
- 31.34%
- 5Y*
- 19.84%
- 10Y*
- 28.88%
- ALL TIME*
- 7.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $210.07K | $254.61K | $227.02K | |
TOELY Tokyo Electron ADR | $60.46M | $67.45M | $76.45M |
SOTK vs. TOELY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOTK Sono-Tek Corporation | 25.18% | 2.99% | -25.88% | -15.73% | -13.61% | 65.51% | 97.80% | -20.91% | 50.26% | 64.66% |
TOELY Tokyo Electron ADR | 50.65% | 49.57% | -14.19% | 82.22% | -49.18% | 53.76% | 71.31% | 94.00% | -38.01% | 94.67% |
Correlation
The correlation between SOTK and TOELY is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.05 |
The correlation between SOTK and TOELY shifts across timeframes, from 0.05 (10 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SOTK:
$81.26M
TOELY:
$152.17B
SOTK:
$0.13
TOELY:
¥632.09
SOTK:
39.45
TOELY:
41.70
SOTK:
2.07
TOELY:
3.42
SOTK:
3.79
TOELY:
9.81
SOTK:
3.95
TOELY:
11.62
SOTK:
$21.44M
TOELY:
¥2.47T
SOTK:
$11.11M
TOELY:
¥1.12T
SOTK:
$3.19M
TOELY:
¥753.39B
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Return for Risk
SOTK vs. TOELY — Risk / Return Rank
SOTK
TOELY
SOTK vs. TOELY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sono-Tek Corporation (SOTK) and Tokyo Electron ADR (TOELY). 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.
| SOTK | TOELY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.90 | -0.54 |
| Martin ratioReturn relative to average drawdown | 5.09 | 11.43 | -6.34 |
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Drawdowns
SOTK vs. TOELY - Drawdown Comparison
The maximum SOTK drawdown since its inception was -64.11%, smaller than the maximum TOELY drawdown of -92.92%. Use the drawdown chart below to compare losses from any high point for SOTK and TOELY.
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Drawdown Indicators
| SOTK | TOELY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.11% | -92.92% | +28.81% |
Max Drawdown (1Y)Largest decline over 1 year | -23.89% | -39.47% | +15.58% |
Max Drawdown (3Y)Largest decline over 3 years | -46.52% | -53.52% | +7.00% |
Max Drawdown (5Y)Largest decline over 5 years | -64.11% | -59.40% | -4.71% |
Max Drawdown (10Y)Largest decline over 10 years | -64.11% | -59.40% | -4.71% |
Current DrawdownCurrent decline from peak | -42.56% | -32.46% | -10.10% |
Average DrawdownAverage peak-to-trough decline | -27.14% | -49.32% | +22.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.07% | 10.14% | +0.93% |
Volatility
SOTK vs. TOELY - Volatility Comparison
The current volatility for Sono-Tek Corporation (SOTK) is 21.03%, while Tokyo Electron ADR (TOELY) has a volatility of 25.18%. This indicates that SOTK experiences smaller price fluctuations and is considered to be less risky than TOELY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOTK | TOELY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.03% | 25.18% | -4.15% |
Volatility (6M)Calculated over the trailing 6-month period | 42.70% | 47.92% | -5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.54% | 61.02% | -9.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.42% | 47.04% | +9.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.14% | 40.79% | +13.35% |
Dividends
SOTK vs. TOELY - Dividend Comparison
Neither SOTK nor TOELY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SOTK Sono-Tek Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TOELY Tokyo Electron ADR | 0.00% | 1.02% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.11% | 2.27% |
Financials
SOTK vs. TOELY - Financials Comparison
This section allows you to compare key financial metrics between Sono-Tek Corporation and Tokyo Electron ADR. 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
SOTK vs. TOELY - Profitability Comparison
SOTK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sono-Tek Corporation reported a gross profit of 3.21M and revenue of 5.66M. Therefore, the gross margin over that period was 56.8%.
TOELY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tokyo Electron ADR reported a gross profit of 339.31B and revenue of 724.89B. Therefore, the gross margin over that period was 46.8%.
SOTK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sono-Tek Corporation reported an operating income of 897.16K and revenue of 5.66M, resulting in an operating margin of 15.9%.
TOELY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tokyo Electron ADR reported an operating income of 209.42B and revenue of 724.89B, resulting in an operating margin of 28.9%.
SOTK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sono-Tek Corporation reported a net income of 741.17K and revenue of 5.66M, resulting in a net margin of 13.1%.
TOELY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tokyo Electron ADR reported a net income of 218.23B and revenue of 724.89B, resulting in a net margin of 30.1%.
Frequently Asked Questions
SOTK and TOELY 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.
TOELY has higher volatility (25.18%) compared to SOTK (21.03%). In terms of maximum drawdown, SOTK dropped -64.11% vs TOELY's -92.92%.
TOELY currently has the higher Sharpe Ratio (1.94 vs 1.10), 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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