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

Performance

ASMIY vs. CRM - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-27.23%
20.91%
ASMIY
CRM

Returns By Period

In the year-to-date period, ASMIY achieves a 1.03% return, which is significantly lower than CRM's 28.17% return. Over the past 10 years, ASMIY has outperformed CRM with an annualized return of 45.74%, while CRM has yielded a comparatively lower 19.27% annualized return.


ASMIY

YTD

1.03%

1M

-7.00%

6M

-27.23%

1Y

4.83%

5Y (annualized)

43.09%

10Y (annualized)

45.74%

CRM

YTD

28.17%

1M

16.46%

6M

20.91%

1Y

50.67%

5Y (annualized)

15.72%

10Y (annualized)

19.27%

Fundamentals


ASMIYCRM
Market Cap$25.64B$311.37B
EPS$11.75$5.76
PE Ratio44.4456.55
PEG Ratio2.192.25
Total Revenue (TTM)$2.76B$27.75B
Gross Profit (TTM)$1.37B$21.28B

Key characteristics


ASMIYCRM
Sharpe Ratio0.131.43
Sortino Ratio0.451.82
Omega Ratio1.071.32
Calmar Ratio0.161.62
Martin Ratio0.373.80
Ulcer Index14.84%13.26%
Daily Std Dev43.64%35.18%
Max Drawdown-98.37%-70.50%
Current Drawdown-35.07%-1.74%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between ASMIY and CRM is 0.33, 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.

Risk-Adjusted Performance

ASMIY vs. CRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASM International NV ADR (ASMIY) and salesforce.com, inc. (CRM). 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 0.13, compared to the broader market-4.00-2.000.002.004.000.131.43
The chart of Sortino ratio for ASMIY, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.000.451.82
The chart of Omega ratio for ASMIY, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.32
The chart of Calmar ratio for ASMIY, currently valued at 0.16, compared to the broader market0.002.004.006.000.161.62
The chart of Martin ratio for ASMIY, currently valued at 0.37, compared to the broader market0.0010.0020.0030.000.373.80
ASMIY
CRM

The current ASMIY Sharpe Ratio is 0.13, which is lower than the CRM Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of ASMIY and CRM, 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
0.13
1.43
ASMIY
CRM

Dividends

ASMIY vs. CRM - Dividend Comparison

ASMIY's dividend yield for the trailing twelve months is around 0.58%, more than CRM's 0.36% yield.


TTM20232022202120202019201820172016
ASMIY
ASM International NV ADR
0.58%0.52%1.08%0.54%1.01%1.98%14.60%1.11%1.78%
CRM
salesforce.com, inc.
0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASMIY vs. CRM - Drawdown Comparison

The maximum ASMIY drawdown since its inception was -98.37%, which is greater than CRM's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for ASMIY and CRM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-35.07%
-1.74%
ASMIY
CRM

Volatility

ASMIY vs. CRM - Volatility Comparison

ASM International NV ADR (ASMIY) has a higher volatility of 11.49% compared to salesforce.com, inc. (CRM) at 9.31%. This indicates that ASMIY's price experiences larger fluctuations and is considered to be riskier than CRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
11.49%
9.31%
ASMIY
CRM

Financials

ASMIY vs. CRM - Financials Comparison

This section allows you to compare key financial metrics between ASM International NV ADR and salesforce.com, 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