TTDKY vs. ENVX
TTDKY (TDK Corp ADR) and ENVX (Enovix Corp) are both stocks. TTDKY operates in Electronic Components (Technology), while ENVX operates in Electrical Equipment & Parts (Industrials). Over the past 5 years, TTDKY returned 21.20%/yr vs -22.30%/yr for ENVX. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
TTDKY vs. ENVX - Performance Comparison
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Returns By Period
In the year-to-date period, TTDKY achieves a 38.72% return, which is significantly higher than ENVX's -44.05% return.
TTDKY
- 1D
- 5.67%
- 1M
- -11.94%
- 6M
- 52.81%
- YTD
- 38.72%
- 1Y
- 50.46%
- 3Y*
- 37.68%
- 5Y*
- 21.20%
- 10Y*
- 16.99%
- ALL TIME*
- 11.73%
ENVX
- 1D
- -2.15%
- 1M
- -23.69%
- 6M
- -38.22%
- YTD
- -44.05%
- 1Y
- -61.79%
- 3Y*
- -39.64%
- 5Y*
- -22.30%
- 10Y*
- —
- ALL TIME*
- -26.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ENVX Enovix Corp | $26.94M | $29.51M | $42.89M |
TTDKY TDK Corp ADR | $2.81M | $7.66M | $5.95M |
TTDKY vs. ENVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TTDKY TDK Corp ADR | 38.72% | 9.92% | 37.95% | 45.42% | -16.86% | -6.33% |
ENVX Enovix Corp | -44.05% | -23.14% | -13.18% | 0.64% | -54.40% | 26.88% |
Correlation
The correlation between TTDKY and ENVX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2021 | 0.32 |
The correlation between TTDKY and ENVX shifts across timeframes, from 0.32 (3 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
TTDKY:
$37.13B
ENVX:
$892.25M
TTDKY:
¥104.42
ENVX:
-$182.30
TTDKY:
2.30
ENVX:
0.11
TTDKY:
2.66
ENVX:
0.00
TTDKY:
¥2.54T
ENVX:
$7.63B
TTDKY:
¥794.41B
ENVX:
$1.56B
TTDKY:
¥492.99B
ENVX:
-$43.98B
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Return for Risk
TTDKY vs. ENVX — Risk / Return Rank
TTDKY
ENVX
TTDKY vs. ENVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TDK Corp ADR (TTDKY) and Enovix Corp (ENVX). 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.
| TTDKY | ENVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.92 | ||
| Sortino ratioReturn per unit of downside risk | +3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.85 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | -0.97 | +2.63 |
| Martin ratioReturn relative to average drawdown | 3.56 | -1.58 | +5.14 |
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Drawdowns
TTDKY vs. ENVX - Drawdown Comparison
The maximum TTDKY drawdown since its inception was -54.04%, smaller than the maximum ENVX drawdown of -88.26%. Use the drawdown chart below to compare losses from any high point for TTDKY and ENVX.
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Drawdown Indicators
| TTDKY | ENVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.04% | -88.26% | +34.22% |
Max Drawdown (1Y)Largest decline over 1 year | -35.70% | -72.10% | +36.40% |
Max Drawdown (3Y)Largest decline over 3 years | -39.71% | -77.03% | +37.32% |
Max Drawdown (5Y)Largest decline over 5 years | -39.71% | -88.26% | +48.55% |
Max Drawdown (10Y)Largest decline over 10 years | -51.75% | — | — |
Current DrawdownCurrent decline from peak | -24.51% | -86.95% | +62.44% |
Average DrawdownAverage peak-to-trough decline | -23.45% | -63.49% | +40.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.71% | 45.53% | -28.82% |
Volatility
TTDKY vs. ENVX - Volatility Comparison
The current volatility for TDK Corp ADR (TTDKY) is 19.10%, while Enovix Corp (ENVX) has a volatility of 29.66%. This indicates that TTDKY experiences smaller price fluctuations and is considered to be less risky than ENVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTDKY | ENVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.10% | 29.66% | -10.56% |
Volatility (6M)Calculated over the trailing 6-month period | 43.72% | 62.21% | -18.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.54% | 86.07% | -32.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.82% | 93.84% | -54.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.60% | 93.89% | -57.29% |
Dividends
TTDKY vs. ENVX - Dividend Comparison
Neither TTDKY nor ENVX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ENVX Enovix Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TTDKY TDK Corp ADR | 0.00% | 0.77% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.85% |
Financials
TTDKY vs. ENVX - Financials Comparison
This section allows you to compare key financial metrics between TDK Corp ADR and Enovix Corp. 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
Frequently Asked Questions
TTDKY and ENVX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENVX has higher volatility (29.66%) compared to TTDKY (19.10%). In terms of maximum drawdown, TTDKY dropped -54.04% vs ENVX's -88.26%.
TTDKY currently has the higher Sharpe Ratio (1.11 vs -0.81), 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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