ASCCY vs. VYM

Last updated Jun 4, 2026

ASCCY (Asics Corp ADR) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 5 years, ASCCY returned 35.84%/yr vs 11.48%/yr for VYM. At a 0.21 correlation, their price movements are largely independent.

Performance

ASCCY vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asics Corp ADR (ASCCY) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ASCCY achieves a 17.66% return, which is significantly higher than VYM's 12.47% return.

ASCCY

• 1D: -4.68%
• 1M: 2.65%
• YTD: 17.66%
• 6M: 18.70%
• 1Y: 15.68%
• 3Y*: 58.82%
• 5Y*: 35.84%
• 10Y*: —

VYM

• 1D: -0.43%
• 1M: 3.38%
• YTD: 12.47%
• 6M: 12.01%
• 1Y: 26.16%
• 3Y*: 18.88%
• 5Y*: 11.48%
• 10Y*: 11.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ASCCY vs. VYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASCCY Asics Corp ADR	17.66%	21.77%	152.83%	43.48%	1.37%	10.10%	18.67%	27.61%	-13.67%	-0.86%
VYM Vanguard High Dividend Yield ETF	12.47%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-5.92%	5.61%

Correlation

The correlation between ASCCY and VYM is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (All Time) Calculated using the full available price history since Oct 4, 2017	0.21

Return for Risk

ASCCY vs. VYM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASCCY

ASCCY Risk / Return Rank: 53
ASCCY Sharpe Ratio Rank: 54
ASCCY Sortino Ratio Rank: 51
ASCCY Omega Ratio Rank: 49
ASCCY Calmar Ratio Rank: 57
ASCCY Martin Ratio Rank: 55

VYM

VYM Risk / Return Rank: 77
VYM Sharpe Ratio Rank: 77
VYM Sortino Ratio Rank: 80
VYM Omega Ratio Rank: 76
VYM Calmar Ratio Rank: 76
VYM Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASCCY vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Asics Corp ADR (ASCCY) and Vanguard High Dividend Yield ETF (VYM). 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.

	ASCCY	VYM	Difference
Sharpe ratio: Return per unit of total volatility	0.39	2.56	-2.18
Sortino ratio: Return per unit of downside risk	0.89	3.65	-2.76
Omega ratio: Gain probability vs. loss probability	1.10	1.46	-0.36
Calmar ratio: Return relative to maximum drawdown	0.76	3.93	-3.17
Martin ratio: Return relative to average drawdown	1.43	14.76	-13.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASCCY vs. VYM - Sharpe Ratio Comparison

The current ASCCY Sharpe Ratio is 0.39, which is lower than the VYM Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of ASCCY and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ASCCY	VYM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	2.56	-2.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.83	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.51	+0.11

Drawdowns

ASCCY vs. VYM - Drawdown Comparison

The maximum ASCCY drawdown since its inception was -64.92%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for ASCCY and VYM.

Drawdown Indicators

	ASCCY	VYM	Difference
Max Drawdown Largest peak-to-trough decline	-64.92%	-56.98%	-7.94%
Max Drawdown (1Y) Largest decline over 1 year	-20.82%	-6.69%	-14.13%
Max Drawdown (3Y) Largest decline over 3 years	-27.09%	-14.46%	-12.63%
Max Drawdown (5Y) Largest decline over 5 years	-47.44%	-15.84%	-31.60%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.21%	—
Current Drawdown Current decline from peak	-11.99%	-0.43%	-11.56%
Average Drawdown Average peak-to-trough decline	-18.14%	-7.19%	-10.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.97%	1.78%	+9.19%

Volatility

ASCCY vs. VYM - Volatility Comparison

Asics Corp ADR (ASCCY) has a higher volatility of 10.94% compared to Vanguard High Dividend Yield ETF (VYM) at 2.77%. This indicates that ASCCY's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASCCY	VYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.94%	2.77%	+8.17%
Volatility (6M) Calculated over the trailing 6-month period	28.65%	7.67%	+20.98%
Volatility (1Y) Calculated over the trailing 1-year period	40.97%	10.28%	+30.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.84%	13.96%	+30.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.11%	16.34%	+30.77%

Dividends

ASCCY vs. VYM - Dividend Comparison

ASCCY's dividend yield for the trailing twelve months is around 0.29%, less than VYM's 2.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASCCY Asics Corp ADR	0.29%	0.34%	0.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYM Vanguard High Dividend Yield ETF	2.19%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%

Frequently Asked Questions

Can I hold both ASCCY and VYM in my portfolio?

ASCCY and VYM have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ASCCY or VYM?

ASCCY has higher volatility (10.94%) compared to VYM (2.77%). In terms of maximum drawdown, ASCCY dropped -64.92% vs VYM's -56.98%.

Which has better risk-adjusted returns?

VYM currently has the higher Sharpe Ratio (2.56 vs 0.39), 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.