PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AMKR vs. ASX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AMKR vs. ASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amkor Technology, Inc. (AMKR) and ASE Technology Holding Co., Ltd. (ASX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-23.57%
-9.50%
AMKR
ASX

Returns By Period

In the year-to-date period, AMKR achieves a -23.73% return, which is significantly lower than ASX's 4.34% return. Over the past 10 years, AMKR has outperformed ASX with an annualized return of 14.52%, while ASX has yielded a comparatively lower 12.80% annualized return.


AMKR

YTD

-23.73%

1M

-17.49%

6M

-22.52%

1Y

-3.94%

5Y (annualized)

15.07%

10Y (annualized)

14.52%

ASX

YTD

4.34%

1M

-8.18%

6M

-6.67%

1Y

15.24%

5Y (annualized)

18.85%

10Y (annualized)

12.80%

Fundamentals


AMKRASX
Market Cap$6.69B$20.66B
EPS$1.45$0.50
PE Ratio18.2619.02
PEG Ratio1.871.38
Total Revenue (TTM)$6.44B$593.73B
Gross Profit (TTM)$965.61M$94.82B
EBITDA (TTM)$1.08B$72.35B

Key characteristics


AMKRASX
Sharpe Ratio-0.020.43
Sortino Ratio0.300.82
Omega Ratio1.041.10
Calmar Ratio-0.020.48
Martin Ratio-0.051.12
Ulcer Index19.85%13.46%
Daily Std Dev47.61%35.08%
Max Drawdown-98.14%-72.64%
Current Drawdown-59.46%-23.68%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between AMKR and ASX is 0.42, 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

AMKR vs. ASX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amkor Technology, Inc. (AMKR) and ASE Technology Holding Co., Ltd. (ASX). 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 AMKR, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.020.43
The chart of Sortino ratio for AMKR, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.000.300.82
The chart of Omega ratio for AMKR, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.10
The chart of Calmar ratio for AMKR, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.020.48
The chart of Martin ratio for AMKR, currently valued at -0.05, compared to the broader market0.0010.0020.0030.00-0.051.12
AMKR
ASX

The current AMKR Sharpe Ratio is -0.02, which is lower than the ASX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of AMKR and ASX, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.02
0.43
AMKR
ASX

Dividends

AMKR vs. ASX - Dividend Comparison

AMKR's dividend yield for the trailing twelve months is around 1.25%, less than ASX's 3.38% yield.


TTM20232022202120202019201820172016201520142013
AMKR
Amkor Technology, Inc.
1.25%0.91%0.94%0.69%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASX
ASE Technology Holding Co., Ltd.
3.38%6.07%7.64%3.87%2.33%2.87%14.19%4.46%6.23%7.12%4.42%4.58%

Drawdowns

AMKR vs. ASX - Drawdown Comparison

The maximum AMKR drawdown since its inception was -98.14%, which is greater than ASX's maximum drawdown of -72.64%. Use the drawdown chart below to compare losses from any high point for AMKR and ASX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-43.47%
-23.68%
AMKR
ASX

Volatility

AMKR vs. ASX - Volatility Comparison

Amkor Technology, Inc. (AMKR) has a higher volatility of 10.75% compared to ASE Technology Holding Co., Ltd. (ASX) at 9.71%. This indicates that AMKR's price experiences larger fluctuations and is considered to be riskier than ASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
10.75%
9.71%
AMKR
ASX

Financials

AMKR vs. ASX - Financials Comparison

This section allows you to compare key financial metrics between Amkor Technology, Inc. and ASE Technology Holding Co., Ltd.. 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