Advantest Corp DRC

10-Year Study

ATEYY.US · Technology · US · Common Stock

Executive Summary: Advantest Corp DRC has compounded at 55.8% annually over the last 10 years, with a maximum drawdown of 50.5% and an annualized volatility of 71.3%.

1Y CAGR
+296.9%
3Y CAGR
+82.0%
5Y CAGR
+54.0%
10Y CAGR
+55.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
50.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
53.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +184.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202631.04.6-21.531.1————————40.9%
2025-2.70.8-20.7-5.320.547.0-9.814.931.249.3-11.5-4.9123.0%
202417.718.0-4.7-29.05.022.47.75.03.122.1-4.32.969.4%
202311.211.517.6-16.462.46.92.8-9.3-10.2-15.331.38.3113.4%
2022-11.0-7.00.5-13.00.3-22.711.3-3.8-17.513.228.3-5.8-32.3%
20216.63.97.76.8-6.81.1-0.7-1.44.3-9.88.27.929.0%
2020-7.8-15.2-11.021.52.515.1-5.2-11.32.619.320.87.533.2%
201910.72.3-2.925.6-16.810.252.00.114.13.09.015.2184.0%
201815.9-1.22.911.10.4-11.212.71.3-7.8-13.714.3-2.018.8%
201711.5-6.311.00.7-5.4-3.47.3-10.613.421.9-11.4-7.715.5%
2016———-0.218.9-0.520.213.2-5.26.9-5.922.086.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 71.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.3% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019978.381884018807
2016-05-0111864.0220504783
2016-06-0111809.97676052532
2016-07-0114191.752688753177
2016-08-0116066.58379722207
2016-09-0115229.422255850403
2016-10-0116276.279522239636
2016-11-0115308.328379181754
2016-12-0118674.269037453385
2017-01-0120812.84116089283
2017-02-0119495.75744473869
2017-03-0121630.546397881422
2017-04-0121792.68226774037
2017-05-0120609.09041777009
2017-06-0119901.097119386046
2017-07-0121363.5626655137
2017-08-0119100.686375182402
2017-09-0121657.028589958383
2017-10-0126390.315084040427
2017-11-0123375.12835756364
2017-12-0121575.420202129382
2018-01-0125011.079284440362
2018-02-0124707.34475490461
2018-03-0125427.22801707831
2018-04-0128244.06852942766
2018-05-0128362.968167324216
2018-06-0125189.4287412852
2018-07-0128386.748094903527
2018-08-0128755.33697238286
2018-09-0126515.70015673134
2018-10-0122888.180295087284
2018-11-0126157.379884343078
2018-12-0125627.195589904335
2019-01-0128378.641301410582
2019-02-0129020.158893152464
2019-03-0128179.214181484083
2019-04-0135396.422201805115
2019-05-0129434.145814192296
2019-06-0132421.769442793055
2019-07-0149266.064962438526
2019-08-0149303.896665405606
2019-09-0156261.1468410528
2019-10-0157944.65762308815
2019-11-0163159.487650651245
2019-12-0172779.00880938226
2020-01-0167083.17570123763
2020-02-0156868.61590012429
2020-03-0150602.0645300762
2020-04-0161476.51732151543
2020-05-0162996.81132789277
2020-06-0172503.91828352159
2020-07-0168708.85802302329
2020-08-0160978.21974814894
2020-09-0162571.47489596281
2020-10-0174635.46451926715
2020-11-0190162.13586985895
2020-12-0196947.52202345563
2021-01-01103307.57174512239
2021-02-01107324.21769442792
2021-03-01115562.34124196075
2021-04-01123378.91152786036
2021-05-01115029.99513592389
2021-06-01116276.81997513918
2021-07-01115497.48689401719
2021-08-01113874.50683672917
2021-09-01118790.4664108523
2021-10-01107131.81646219532
2021-11-01115869.3184888937
2021-12-01125076.47408528348
2022-01-01111331.1354915419
2022-02-01103532.40015132682
2022-03-01104070.69123925849
2022-04-0190505.32346106037
2022-05-0190755.01270064313
2022-06-0170124.30416689184
2022-07-0178043.02005080257
2022-08-0175048.91098740745
2022-09-0161930.49775712046
2022-10-0170086.47246392477
2022-11-0189898.93530778792
2022-12-0184673.83667513376
2023-01-0194156.08279738421
2023-02-01105029.9951359239
2023-03-01123546.4519267146
2023-04-01103224.34199859481
2023-05-01167684.15932551477
2023-06-01179219.04556017942
2023-07-01184152.840079987
2023-08-01166964.2760633411
2023-09-01149944.3333513484
2023-10-01127077.77117224234
2023-11-01166812.94925147275
2023-12-01180736.09684915957
2024-01-01212760.09295789868
2024-02-01251156.56920499375
2024-03-01239350.9160676647
2024-04-01169983.24596011458
2024-05-01178519.69950818788
2024-06-01218519.15905528833
2024-07-01235431.55164027453
2024-08-01247189.644922445
2024-09-01254816.51624060964
2024-10-01311012.2682808193
2024-11-01297716.5864994865
2024-12-01306221.1533264876
2025-01-01297878.18191644596
2025-02-01300246.4465221856
2025-03-01238237.5830946333
2025-04-01225496.94644111767
2025-05-01271708.3716154137
2025-06-01399275.79311463004
2025-07-01360244.28471058747
2025-08-01413905.8531049019
2025-09-01543155.164027455
2025-10-01810679.3492947089
2025-11-01717667.4052856293
2025-12-01682754.1479760039
2026-01-01894071.231692158
2026-02-01935145.6520564232
2026-03-01733989.0828514295
2026-04-01962006.1611630545
Annual Return Matrix
YearAnnual Return
20170.15535554076346503
20180.18779589689637022
20191.8399131131637776
20200.332080823982831
20210.2901461685118909
2022-0.32302347588245217
20231.134497549019608
20240.6942999138797186
20251.229611313781656
20260.4090081532494261
Total Factor Risk
0.7130508662319152
VTI.US Exposure
-0.11172037029581675
VEA.US Exposure
-0.009283694757424488
VWO.US Exposure
0.010665814862781278
QQQ.US Exposure
0.2455909112342601
VTV.US Exposure
0.06061994881783879
IJR.US Exposure
0.07258693623432873
QUAL.US Exposure
0.026714223870267804
SHV.US Exposure
0.5232134094274724
TLT.US Exposure
0.02995839112282992
LQD.US Exposure
-0.007347243221417566
HYG.US Exposure
0.01067906760433135
GLD.US Exposure
0.0064977251747257506
USO.US Exposure
-0.0005638010927994201
VNQ.US Exposure
-0.01916389583494668
BTC-USD.CC Exposure
-0.006807787050712036
CPER.US Exposure
0.012658839691607636
VIX.INDX Exposure
-0.02367588741511529
UUP.US Exposure
-0.001424251575660032
TIP.US Exposure
0.033081083785730776
Idiosyncratic Exposure
0.14772057941771757
Value Score
25.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
71.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →60.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →36.08%
Market Cap$98.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+46.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Advantest Corp DRC a high-risk investment?

Advantest Corp DRC (ATEYY.US) has an annualized volatility of 71.3% and experienced a maximum drawdown of 50.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ATEYY.US?

Over the past 10 years, ATEYY.US has generated a Compound Annual Growth Rate (CAGR) of 55.8%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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