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

Correlation

The correlation between ASMIY and BESIY is 0.44, 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.


-0.50.00.51.00.4

Performance

ASMIY vs. BESIY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASM International NV ADR (ASMIY) and BE Semiconductor Industries NV ADR (BESIY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-21.02%
-15.59%
ASMIY
BESIY

Key characteristics

Sharpe Ratio

ASMIY:

0.35

BESIY:

-0.13

Sortino Ratio

ASMIY:

0.72

BESIY:

0.15

Omega Ratio

ASMIY:

1.11

BESIY:

1.02

Calmar Ratio

ASMIY:

0.43

BESIY:

-0.16

Martin Ratio

ASMIY:

0.87

BESIY:

-0.26

Ulcer Index

ASMIY:

17.28%

BESIY:

26.31%

Daily Std Dev

ASMIY:

43.35%

BESIY:

50.31%

Max Drawdown

ASMIY:

-98.37%

BESIY:

-64.23%

Current Drawdown

ASMIY:

-27.46%

BESIY:

-28.44%

Fundamentals

Market Cap

ASMIY:

$28.07B

BESIY:

$10.90B

EPS

ASMIY:

$11.72

BESIY:

$2.35

PE Ratio

ASMIY:

48.79

BESIY:

58.47

PEG Ratio

ASMIY:

2.40

BESIY:

1.42

Total Revenue (TTM)

ASMIY:

$2.76B

BESIY:

$613.70M

Gross Profit (TTM)

ASMIY:

$1.37B

BESIY:

$394.82M

Returns By Period

In the year-to-date period, ASMIY achieves a 12.86% return, which is significantly higher than BESIY's -7.63% return. Both investments have delivered pretty close results over the past 10 years, with ASMIY having a 47.95% annualized return and BESIY not far ahead at 49.32%.


ASMIY

YTD

12.86%

1M

12.00%

6M

-23.12%

1Y

13.15%

5Y*

44.44%

10Y*

47.95%

BESIY

YTD

-7.63%

1M

21.40%

6M

-18.94%

1Y

-7.50%

5Y*

37.18%

10Y*

49.32%

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Risk-Adjusted Performance

ASMIY vs. BESIY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASM International NV ADR (ASMIY) and BE Semiconductor Industries NV ADR (BESIY). 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 ASMIY, currently valued at 0.35, compared to the broader market-4.00-2.000.002.000.35-0.13
The chart of Sortino ratio for ASMIY, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.720.15
The chart of Omega ratio for ASMIY, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.02
The chart of Calmar ratio for ASMIY, currently valued at 0.43, compared to the broader market0.002.004.006.000.43-0.16
The chart of Martin ratio for ASMIY, currently valued at 0.87, compared to the broader market-5.000.005.0010.0015.0020.0025.000.87-0.26
ASMIY
BESIY

The current ASMIY Sharpe Ratio is 0.35, which is higher than the BESIY Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of ASMIY and BESIY, 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
0.35
-0.13
ASMIY
BESIY

Dividends

ASMIY vs. BESIY - Dividend Comparison

ASMIY's dividend yield for the trailing twelve months is around 0.52%, less than BESIY's 1.67% yield.


TTM20232022202120202019201820172016201520142013
ASMIY
ASM International NV ADR
0.52%0.52%1.08%0.54%1.01%1.98%14.60%1.11%1.78%0.00%0.00%0.00%
BESIY
BE Semiconductor Industries NV ADR
1.67%2.07%5.81%2.41%1.84%4.86%13.38%2.26%0.69%8.25%2.06%3.47%

Drawdowns

ASMIY vs. BESIY - Drawdown Comparison

The maximum ASMIY drawdown since its inception was -98.37%, which is greater than BESIY's maximum drawdown of -64.23%. Use the drawdown chart below to compare losses from any high point for ASMIY and BESIY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.46%
-28.44%
ASMIY
BESIY

Volatility

ASMIY vs. BESIY - Volatility Comparison

The current volatility for ASM International NV ADR (ASMIY) is 6.01%, while BE Semiconductor Industries NV ADR (BESIY) has a volatility of 9.43%. This indicates that ASMIY experiences smaller price fluctuations and is considered to be less risky than BESIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.01%
9.43%
ASMIY
BESIY

Financials

ASMIY vs. BESIY - Financials Comparison

This section allows you to compare key financial metrics between ASM International NV ADR and BE Semiconductor Industries NV ADR. 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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