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AOSL vs. ASX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AOSL and ASX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

AOSL vs. ASX - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
116.44%
635.73%
AOSL
ASX

Key characteristics

Sharpe Ratio

AOSL:

0.71

ASX:

0.44

Sortino Ratio

AOSL:

1.55

ASX:

0.84

Omega Ratio

AOSL:

1.19

ASX:

1.10

Calmar Ratio

AOSL:

0.75

ASX:

0.51

Martin Ratio

AOSL:

2.70

ASX:

1.07

Ulcer Index

AOSL:

19.56%

ASX:

14.90%

Daily Std Dev

AOSL:

74.52%

ASX:

35.76%

Max Drawdown

AOSL:

-74.90%

ASX:

-72.64%

Current Drawdown

AOSL:

-41.71%

ASX:

-20.00%

Fundamentals

Market Cap

AOSL:

$1.23B

ASX:

$22.33B

EPS

AOSL:

-$0.69

ASX:

$0.50

PEG Ratio

AOSL:

-8.49

ASX:

1.38

Total Revenue (TTM)

AOSL:

$658.53M

ASX:

$593.73B

Gross Profit (TTM)

AOSL:

$165.52M

ASX:

$94.82B

EBITDA (TTM)

AOSL:

$41.78M

ASX:

$106.45B

Returns By Period

In the year-to-date period, AOSL achieves a 47.01% return, which is significantly higher than ASX's 9.37% return. Over the past 10 years, AOSL has outperformed ASX with an annualized return of 15.45%, while ASX has yielded a comparatively lower 13.31% annualized return.


AOSL

YTD

47.01%

1M

26.06%

6M

17.91%

1Y

49.36%

5Y*

22.41%

10Y*

15.45%

ASX

YTD

9.37%

1M

2.46%

6M

-11.12%

1Y

13.35%

5Y*

17.90%

10Y*

13.31%

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Risk-Adjusted Performance

AOSL vs. ASX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha and Omega Semiconductor Limited (AOSL) 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 AOSL, currently valued at 0.71, compared to the broader market-4.00-2.000.002.000.710.44
The chart of Sortino ratio for AOSL, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.550.84
The chart of Omega ratio for AOSL, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.10
The chart of Calmar ratio for AOSL, currently valued at 0.75, compared to the broader market0.002.004.006.000.750.51
The chart of Martin ratio for AOSL, currently valued at 2.70, compared to the broader market-5.000.005.0010.0015.0020.0025.002.701.07
AOSL
ASX

The current AOSL Sharpe Ratio is 0.71, which is higher than the ASX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of AOSL 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.71
0.44
AOSL
ASX

Dividends

AOSL vs. ASX - Dividend Comparison

AOSL has not paid dividends to shareholders, while ASX's dividend yield for the trailing twelve months is around 3.22%.


TTM20232022202120202019201820172016201520142013
AOSL
Alpha and Omega Semiconductor Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASX
ASE Technology Holding Co., Ltd.
3.22%6.07%7.64%3.87%2.33%2.87%14.19%4.46%6.23%7.12%4.42%4.58%

Drawdowns

AOSL vs. ASX - Drawdown Comparison

The maximum AOSL drawdown since its inception was -74.90%, roughly equal to the maximum ASX drawdown of -72.64%. Use the drawdown chart below to compare losses from any high point for AOSL and ASX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.71%
-20.00%
AOSL
ASX

Volatility

AOSL vs. ASX - Volatility Comparison

Alpha and Omega Semiconductor Limited (AOSL) has a higher volatility of 40.42% compared to ASE Technology Holding Co., Ltd. (ASX) at 8.78%. This indicates that AOSL'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%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
40.42%
8.78%
AOSL
ASX

Financials

AOSL vs. ASX - Financials Comparison

This section allows you to compare key financial metrics between Alpha and Omega Semiconductor Limited 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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