TOELY vs. AMAT
TOELY (Tokyo Electron ADR) and AMAT (Applied Materials, Inc.) are both stocks. Both operate in the Semiconductor Equipment & Materials industry within the Technology sector. Over the past 10 years, TOELY returned 28.88%/yr vs 36.10%/yr for AMAT. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
TOELY vs. AMAT - Performance Comparison
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Returns By Period
In the year-to-date period, TOELY achieves a 50.65% return, which is significantly lower than AMAT's 98.04% return. Over the past 10 years, TOELY has underperformed AMAT with an annualized return of 28.88%, while AMAT has yielded a comparatively higher 36.10% annualized return.
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%
AMAT
- 1D
- 1.18%
- 1M
- -15.81%
- 6M
- 57.90%
- YTD
- 98.04%
- 1Y
- 184.12%
- 3Y*
- 50.50%
- 5Y*
- 30.49%
- 10Y*
- 36.10%
- ALL TIME*
- 20.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.02B | $4.81B | $5.25B | |
TOELY Tokyo Electron ADR | $60.46M | $67.45M | $76.45M |
TOELY vs. AMAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOELY Tokyo Electron ADR | 50.65% | 49.57% | -14.19% | 82.22% | -49.18% | 53.76% | 71.31% | 94.00% | -38.01% | 94.67% |
AMAT Applied Materials, Inc. | 98.04% | 59.60% | 1.13% | 67.97% | -37.54% | 83.64% | 43.29% | 89.86% | -34.92% | 59.86% |
Correlation
The correlation between TOELY and AMAT is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2009 | 0.48 |
The correlation between TOELY and AMAT shifts across timeframes, from 0.48 (all time) to 0.65 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TOELY:
$152.17B
AMAT:
$403.07B
TOELY:
¥632.09
AMAT:
$10.65
TOELY:
41.70
AMAT:
47.66
TOELY:
3.42
AMAT:
6.07
TOELY:
9.81
AMAT:
13.97
TOELY:
11.62
AMAT:
16.97
TOELY:
¥2.47T
AMAT:
$29.02B
TOELY:
¥1.12T
AMAT:
$14.21B
TOELY:
¥753.39B
AMAT:
$9.92B
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Return for Risk
TOELY vs. AMAT — Risk / Return Rank
TOELY
AMAT
TOELY vs. AMAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tokyo Electron ADR (TOELY) and Applied Materials, Inc. (AMAT). 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.
| TOELY | AMAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.43 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 4.67 | -1.77 |
| Martin ratioReturn relative to average drawdown | 11.43 | 19.21 | -7.78 |
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Drawdowns
TOELY vs. AMAT - Drawdown Comparison
The maximum TOELY drawdown since its inception was -92.92%, which is greater than AMAT's maximum drawdown of -85.22%. Use the drawdown chart below to compare losses from any high point for TOELY and AMAT.
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Drawdown Indicators
| TOELY | AMAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.92% | -85.22% | -7.70% |
Max Drawdown (1Y)Largest decline over 1 year | -39.47% | -39.63% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -53.52% | -49.88% | -3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -59.40% | -55.14% | -4.26% |
Max Drawdown (10Y)Largest decline over 10 years | -59.40% | -55.14% | -4.26% |
Current DrawdownCurrent decline from peak | -32.46% | -29.78% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -49.32% | -38.71% | -10.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.14% | 9.62% | +0.52% |
Volatility
TOELY vs. AMAT - Volatility Comparison
Tokyo Electron ADR (TOELY) and Applied Materials, Inc. (AMAT) have volatilities of 25.18% and 25.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TOELY | AMAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.18% | 25.47% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 47.92% | 50.11% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.02% | 59.77% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.04% | 46.71% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.79% | 44.28% | -3.49% |
Dividends
TOELY vs. AMAT - Dividend Comparison
TOELY has not paid dividends to shareholders, while AMAT's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | 0.38% | 0.69% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% |
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% | 0.00% |
Financials
TOELY vs. AMAT - Financials Comparison
This section allows you to compare key financial metrics between Tokyo Electron ADR and Applied Materials, 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.
Total Revenue: Total amount of money received from sales and other business activities
TOELY vs. AMAT - Profitability Comparison
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%.
AMAT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Applied Materials, Inc. reported a gross profit of 3.95B and revenue of 7.91B. Therefore, the gross margin over that period was 49.9%.
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%.
AMAT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Applied Materials, Inc. reported an operating income of 2.52B and revenue of 7.91B, resulting in an operating margin of 31.9%.
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%.
AMAT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Applied Materials, Inc. reported a net income of 2.81B and revenue of 7.91B, resulting in a net margin of 35.5%.
Frequently Asked Questions
TOELY and AMAT have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMAT has higher volatility (25.47%) compared to TOELY (25.18%). In terms of maximum drawdown, TOELY dropped -92.92% vs AMAT's -85.22%.
AMAT currently has the higher Sharpe Ratio (3.11 vs 1.94), 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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