YASKF vs. TOELY
YASKF (YASKAWA Electric Corporation) and TOELY (Tokyo Electron ADR) are both stocks. YASKF operates in Electrical Equipment & Parts (Industrials), while TOELY operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, YASKF returned 26.65%/yr vs 32.56%/yr for TOELY. At a 0.06 correlation, their price movements are largely independent.
Performance
YASKF vs. TOELY - Performance Comparison
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Returns By Period
In the year-to-date period, YASKF achieves a 45.42% return, which is significantly lower than TOELY's 105.45% return. Over the past 10 years, YASKF has underperformed TOELY with an annualized return of 26.65%, while TOELY has yielded a comparatively higher 32.56% annualized return.
YASKF
- 1D
- -2.52%
- 1M
- -13.14%
- 6M
- 31.08%
- YTD
- 45.42%
- 1Y
- 112.11%
- 3Y*
- -3.10%
- 5Y*
- -1.43%
- 10Y*
- 26.65%
TOELY
- 1D
- 2.04%
- 1M
- 4.87%
- 6M
- 78.31%
- YTD
- 105.45%
- 1Y
- 149.98%
- 3Y*
- 48.77%
- 5Y*
- 26.96%
- 10Y*
- 32.56%
YASKF vs. TOELY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YASKF YASKAWA Electric Corporation | 45.42% | 5.33% | -22.76% | 13.41% | -37.18% | 19.20% | 9.92% | 62.45% | -43.44% | 633.67% |
TOELY Tokyo Electron ADR | 105.45% | 49.57% | -14.19% | 82.22% | -49.18% | 53.76% | 71.31% | 94.00% | -38.01% | 94.67% |
Correlation
The correlation between YASKF and TOELY is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2015 | 0.06 |
Fundamentals
YASKF:
$10.45B
TOELY:
$207.64B
YASKF:
¥129.99
TOELY:
¥632.09
YASKF:
50.10
TOELY:
58.38
YASKF:
25.22
TOELY:
4.79
YASKF:
4.01
TOELY:
13.74
YASKF:
3.48
TOELY:
16.27
YASKF:
¥422.14B
TOELY:
¥2.47T
YASKF:
¥146.68B
TOELY:
¥1.12T
YASKF:
¥45.11B
TOELY:
¥753.39B
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Return for Risk
YASKF vs. TOELY — Risk / Return Rank
YASKF
TOELY
YASKF vs. TOELY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YASKAWA Electric Corporation (YASKF) 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.
| YASKF | TOELY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 2.39 | 1.38 | +1.01 |
| Calmar ratioReturn relative to maximum drawdown | 6.12 | 4.94 | +1.18 |
| Martin ratioReturn relative to average drawdown | 15.20 | 12.19 | +3.01 |
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Drawdowns
YASKF vs. TOELY - Drawdown Comparison
The maximum YASKF drawdown since its inception was -64.36%, smaller than the maximum TOELY drawdown of -92.92%. Use the drawdown chart below to compare losses from any high point for YASKF and TOELY.
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Drawdown Indicators
| YASKF | TOELY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.36% | -92.92% | +28.56% |
Max Drawdown (1Y)Largest decline over 1 year | -18.43% | -30.30% | +11.87% |
Max Drawdown (3Y)Largest decline over 3 years | -57.10% | -53.52% | -3.58% |
Max Drawdown (5Y)Largest decline over 5 years | -62.88% | -59.40% | -3.48% |
Max Drawdown (10Y)Largest decline over 10 years | -64.36% | -59.40% | -4.96% |
Current DrawdownCurrent decline from peak | -24.40% | -7.89% | -16.51% |
Average DrawdownAverage peak-to-trough decline | -27.11% | -49.42% | +22.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | 12.25% | -4.85% |
Volatility
YASKF vs. TOELY - Volatility Comparison
The current volatility for YASKAWA Electric Corporation (YASKF) is 11.47%, while Tokyo Electron ADR (TOELY) has a volatility of 23.77%. This indicates that YASKF 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
| YASKF | TOELY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.47% | 23.77% | -12.30% |
Volatility (6M)Calculated over the trailing 6-month period | 36.70% | 43.65% | -6.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.78% | 56.50% | -9.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.15% | 45.86% | -7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.85% | 40.15% | +34.70% |
Dividends
YASKF vs. TOELY - Dividend Comparison
YASKF's dividend yield for the trailing twelve months is around 0.57%, while TOELY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
YASKF YASKAWA Electric Corporation | 0.57% | 1.66% | 1.67% | 1.29% | 1.46% | 0.69% | 0.82% | 1.22% | 1.72% | 22.83% | 0.00% |
Financials
YASKF vs. TOELY - Financials Comparison
This section allows you to compare key financial metrics between YASKAWA Electric 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
YASKF vs. TOELY - Profitability Comparison
YASKF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, YASKAWA Electric Corporation reported a gross profit of 47.92B and revenue of 139.12B. Therefore, the gross margin over that period was 34.5%.
TOELY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
YASKF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, YASKAWA Electric Corporation reported an operating income of 9.59B and revenue of 139.12B, resulting in an operating margin of 6.9%.
TOELY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Tokyo Electron ADR reported an operating income of 209.42B and revenue of 724.89B, resulting in an operating margin of 28.9%.
YASKF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, YASKAWA Electric Corporation reported a net income of 5.45B and revenue of 139.12B, resulting in a net margin of 3.9%.
TOELY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
YASKF and TOELY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOELY has higher volatility (23.77%) compared to YASKF (11.47%). In terms of maximum drawdown, YASKF dropped -64.36% vs TOELY's -92.92%.
TOELY currently has the higher Sharpe Ratio (2.65 vs 2.41), 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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