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TER vs. PLAB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TER vs. PLAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teradyne, Inc. (TER) and Photronics, Inc. (PLAB). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-27.43%
-8.43%
TER
PLAB

Returns By Period

In the year-to-date period, TER achieves a -4.27% return, which is significantly higher than PLAB's -23.18% return. Over the past 10 years, TER has outperformed PLAB with an annualized return of 19.10%, while PLAB has yielded a comparatively lower 10.71% annualized return.


TER

YTD

-4.27%

1M

-17.75%

6M

-27.43%

1Y

13.35%

5Y (annualized)

11.33%

10Y (annualized)

19.10%

PLAB

YTD

-23.18%

1M

2.73%

6M

-8.43%

1Y

13.09%

5Y (annualized)

16.30%

10Y (annualized)

10.71%

Fundamentals


TERPLAB
Market Cap$16.87B$1.53B
EPS$3.14$2.27
PE Ratio32.9910.62
PEG Ratio1.074.27
Total Revenue (TTM)$2.74B$644.32M
Gross Profit (TTM)$1.58B$233.64M
EBITDA (TTM)$711.41M$254.49M

Key characteristics


TERPLAB
Sharpe Ratio0.270.22
Sortino Ratio0.650.69
Omega Ratio1.091.08
Calmar Ratio0.260.20
Martin Ratio0.780.50
Ulcer Index15.10%21.74%
Daily Std Dev44.17%48.88%
Max Drawdown-97.30%-99.22%
Current Drawdown-37.82%-46.59%

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Correlation

-0.50.00.51.00.5

The correlation between TER and PLAB is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

TER vs. PLAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teradyne, Inc. (TER) and Photronics, Inc. (PLAB). 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.


Sharpe ratio
The chart of Sharpe ratio for TER, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.000.270.22
The chart of Sortino ratio for TER, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.650.69
The chart of Omega ratio for TER, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.08
The chart of Calmar ratio for TER, currently valued at 0.26, compared to the broader market0.002.004.006.000.260.20
The chart of Martin ratio for TER, currently valued at 0.78, compared to the broader market-10.000.0010.0020.0030.000.780.50
TER
PLAB

The current TER Sharpe Ratio is 0.27, which is comparable to the PLAB Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of TER and PLAB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.27
0.22
TER
PLAB

Dividends

TER vs. PLAB - Dividend Comparison

TER's dividend yield for the trailing twelve months is around 0.45%, while PLAB has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
TER
Teradyne, Inc.
0.45%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%0.91%
PLAB
Photronics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TER vs. PLAB - Drawdown Comparison

The maximum TER drawdown since its inception was -97.30%, roughly equal to the maximum PLAB drawdown of -99.22%. Use the drawdown chart below to compare losses from any high point for TER and PLAB. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-37.82%
-46.59%
TER
PLAB

Volatility

TER vs. PLAB - Volatility Comparison

Teradyne, Inc. (TER) has a higher volatility of 14.23% compared to Photronics, Inc. (PLAB) at 11.08%. This indicates that TER's price experiences larger fluctuations and is considered to be riskier than PLAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
14.23%
11.08%
TER
PLAB

Financials

TER vs. PLAB - Financials Comparison

This section allows you to compare key financial metrics between Teradyne, Inc. and Photronics, Inc.. 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


Values in USD except per share items