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

Performance

ASMIY vs. FICO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
-26.86%
66.16%
ASMIY
FICO

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

YTD

1.09%

1M

-7.28%

6M

-26.86%

1Y

3.21%

5Y (annualized)

43.21%

10Y (annualized)

45.88%

FICO

YTD

96.26%

1M

15.76%

6M

66.16%

1Y

117.26%

5Y (annualized)

45.26%

10Y (annualized)

41.45%

Fundamentals


ASMIYFICO
Market Cap$27.44B$55.33B
EPS$11.76$20.35
PE Ratio45.26111.66
PEG Ratio2.232.15
Total Revenue (TTM)$2.76B$1.72B
Gross Profit (TTM)$1.37B$1.37B

Key characteristics


ASMIYFICO
Sharpe Ratio0.083.95
Sortino Ratio0.394.18
Omega Ratio1.061.60
Calmar Ratio0.107.10
Martin Ratio0.2423.73
Ulcer Index14.50%5.02%
Daily Std Dev43.70%30.14%
Max Drawdown-98.37%-79.26%
Current Drawdown-35.03%-2.79%

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Correlation

-0.50.00.51.00.2

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.


Sharpe ratio
The chart of Sharpe ratio for ASMIY, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.083.95
The chart of Sortino ratio for ASMIY, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.000.394.18
The chart of Omega ratio for ASMIY, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.60
The chart of Calmar ratio for ASMIY, currently valued at 0.10, compared to the broader market0.002.004.006.000.107.10
The chart of Martin ratio for ASMIY, currently valued at 0.24, compared to the broader market-10.000.0010.0020.0030.000.2423.73
ASMIY
FICO

The current ASMIY Sharpe Ratio is 0.08, which is lower than the FICO Sharpe Ratio of 3.95. The chart below compares the historical Sharpe Ratios of ASMIY and FICO, 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
0.08
3.95
ASMIY
FICO

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.


TTM20232022202120202019201820172016201520142013
ASMIY
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%
FICO
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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-35.03%
-2.79%
ASMIY
FICO

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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.59%
9.67%
ASMIY
FICO

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items