ASMIY vs. FICO
Compare and contrast key facts about ASM International NV ADR (ASMIY) and Fair Isaac Corporation (FICO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASMIY or FICO.
Performance
ASMIY vs. FICO - Performance Comparison
Returns By Period
In the year-to-date period, ASMIY achieves a 1.09% return, which is significantly lower than FICO's 96.26% return. Over the past 10 years, ASMIY has outperformed FICO with an annualized return of 45.88%, while FICO has yielded a comparatively lower 41.45% annualized return.
ASMIY
1.09%
-7.28%
-26.86%
3.21%
43.21%
45.88%
FICO
96.26%
15.76%
66.16%
117.26%
45.26%
41.45%
Fundamentals
ASMIY | FICO | |
---|---|---|
Market Cap | $27.44B | $55.33B |
EPS | $11.76 | $20.35 |
PE Ratio | 45.26 | 111.66 |
PEG Ratio | 2.23 | 2.15 |
Total Revenue (TTM) | $2.76B | $1.72B |
Gross Profit (TTM) | $1.37B | $1.37B |
Key characteristics
ASMIY | FICO | |
---|---|---|
Sharpe Ratio | 0.08 | 3.95 |
Sortino Ratio | 0.39 | 4.18 |
Omega Ratio | 1.06 | 1.60 |
Calmar Ratio | 0.10 | 7.10 |
Martin Ratio | 0.24 | 23.73 |
Ulcer Index | 14.50% | 5.02% |
Daily Std Dev | 43.70% | 30.14% |
Max Drawdown | -98.37% | -79.26% |
Current Drawdown | -35.03% | -2.79% |
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Correlation
The correlation between ASMIY and FICO is 0.19, 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. FICO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASM International NV ADR (ASMIY) and Fair Isaac Corporation (FICO). 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.
Dividends
ASMIY vs. FICO - Dividend Comparison
ASMIY's dividend yield for the trailing twelve months is around 0.58%, while FICO has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ASM International NV ADR | 0.58% | 0.52% | 1.08% | 0.54% | 1.01% | 1.98% | 14.60% | 1.11% | 1.78% | 0.00% | 0.00% | 0.00% |
Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
Drawdowns
ASMIY vs. FICO - Drawdown Comparison
The maximum ASMIY drawdown since its inception was -98.37%, which is greater than FICO's maximum drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for ASMIY and FICO. For additional features, visit the drawdowns tool.
Volatility
ASMIY vs. FICO - Volatility Comparison
ASM International NV ADR (ASMIY) has a higher volatility of 11.59% compared to Fair Isaac Corporation (FICO) at 9.67%. This indicates that ASMIY's price experiences larger fluctuations and is considered to be riskier than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ASMIY vs. FICO - Financials Comparison
This section allows you to compare key financial metrics between ASM International NV ADR and Fair Isaac Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities