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ASMIY vs. ANET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ASMIYANET
YTD Return8.25%66.61%
1Y Return36.37%122.70%
3Y Return (Ann)7.89%56.85%
5Y Return (Ann)46.94%45.01%
10Y Return (Ann)52.17%34.57%
Sharpe Ratio0.873.21
Sortino Ratio1.273.76
Omega Ratio1.191.52
Calmar Ratio1.196.59
Martin Ratio3.0820.56
Ulcer Index12.17%6.38%
Daily Std Dev43.04%40.75%
Max Drawdown-98.37%-52.20%
Current Drawdown-30.43%-5.89%

Fundamentals


ASMIYANET
Market Cap$27.62B$123.27B
EPS$12.09$7.69
PE Ratio46.2851.02
PEG Ratio2.272.22
Total Revenue (TTM)$1.98B$4.80B
Gross Profit (TTM)$988.49M$3.10B

Correlation

-0.50.00.51.00.3

The correlation between ASMIY and ANET is 0.29, 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.

Performance

ASMIY vs. ANET - Performance Comparison

In the year-to-date period, ASMIY achieves a 8.25% return, which is significantly lower than ANET's 66.61% return. Over the past 10 years, ASMIY has outperformed ANET with an annualized return of 52.17%, while ANET has yielded a comparatively lower 34.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%MayJuneJulyAugustSeptemberOctober
-10.75%
52.94%
ASMIY
ANET

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Risk-Adjusted Performance

ASMIY vs. ANET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASM International NV ADR (ASMIY) and Arista Networks, Inc. (ANET). 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.


ASMIY
Sharpe ratio
The chart of Sharpe ratio for ASMIY, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.87
Sortino ratio
The chart of Sortino ratio for ASMIY, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.006.001.27
Omega ratio
The chart of Omega ratio for ASMIY, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for ASMIY, currently valued at 1.19, compared to the broader market0.002.004.006.001.19
Martin ratio
The chart of Martin ratio for ASMIY, currently valued at 3.08, compared to the broader market-10.000.0010.0020.0030.003.08
ANET
Sharpe ratio
The chart of Sharpe ratio for ANET, currently valued at 3.21, compared to the broader market-4.00-2.000.002.004.003.21
Sortino ratio
The chart of Sortino ratio for ANET, currently valued at 3.76, compared to the broader market-4.00-2.000.002.004.006.003.76
Omega ratio
The chart of Omega ratio for ANET, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for ANET, currently valued at 6.59, compared to the broader market0.002.004.006.006.59
Martin ratio
The chart of Martin ratio for ANET, currently valued at 20.56, compared to the broader market-10.000.0010.0020.0030.0020.56

ASMIY vs. ANET - Sharpe Ratio Comparison

The current ASMIY Sharpe Ratio is 0.87, which is lower than the ANET Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of ASMIY and ANET, 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 Ratio0.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
0.87
3.21
ASMIY
ANET

Dividends

ASMIY vs. ANET - Dividend Comparison

ASMIY's dividend yield for the trailing twelve months is around 0.54%, while ANET has not paid dividends to shareholders.


TTM20232022202120202019201820172016
ASMIY
ASM International NV ADR
0.54%0.52%1.08%0.54%1.01%1.98%14.60%1.11%1.78%
ANET
Arista Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASMIY vs. ANET - Drawdown Comparison

The maximum ASMIY drawdown since its inception was -98.37%, which is greater than ANET's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for ASMIY and ANET. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-30.43%
-5.89%
ASMIY
ANET

Volatility

ASMIY vs. ANET - Volatility Comparison

ASM International NV ADR (ASMIY) has a higher volatility of 17.06% compared to Arista Networks, Inc. (ANET) at 8.40%. This indicates that ASMIY's price experiences larger fluctuations and is considered to be riskier than ANET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
17.06%
8.40%
ASMIY
ANET

Financials

ASMIY vs. ANET - Financials Comparison

This section allows you to compare key financial metrics between ASM International NV ADR and Arista Networks, Inc.. 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