ASMIY vs. JEL.F
Compare and contrast key facts about ASM International NV ADR (ASMIY) and JEOL Ltd (JEL.F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASMIY or JEL.F.
Key characteristics
| ASMIY | JEL.F | |
|---|---|---|
| YTD Return | 8.25% | -17.26% |
| 1Y Return | 36.37% | 21.64% |
| 3Y Return (Ann) | 7.89% | -20.29% |
| 5Y Return (Ann) | 46.94% | 57.45% |
| 10Y Return (Ann) | 52.17% | 83.92% |
| Sharpe Ratio | 0.87 | 0.19 |
| Sortino Ratio | 1.27 | 0.59 |
| Omega Ratio | 1.19 | 1.08 |
| Calmar Ratio | 1.19 | 0.14 |
| Martin Ratio | 3.08 | 0.56 |
| Ulcer Index | 12.17% | 15.36% |
| Daily Std Dev | 43.04% | 46.50% |
| Max Drawdown | -98.37% | -92.25% |
| Current Drawdown | -30.43% | -56.24% |
Fundamentals
| ASMIY | JEL.F | |
|---|---|---|
| Market Cap | $27.62B | €1.70B |
| EPS | $12.09 | €2.84 |
| PE Ratio | 46.28 | 11.41 |
Correlation
The correlation between ASMIY and JEL.F is 0.15, 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. JEL.F - Performance Comparison
In the year-to-date period, ASMIY achieves a 8.25% return, which is significantly higher than JEL.F's -17.26% return. Over the past 10 years, ASMIY has underperformed JEL.F with an annualized return of 52.17%, while JEL.F has yielded a comparatively higher 83.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ASMIY vs. JEL.F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASM International NV ADR (ASMIY) and JEOL Ltd (JEL.F). 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. JEL.F - Dividend Comparison
ASMIY's dividend yield for the trailing twelve months is around 0.54%, less than JEL.F's 1.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASMIY ASM International NV ADR | 0.54% | 0.52% | 1.08% | 0.54% | 1.01% | 1.98% | 14.60% | 1.11% | 1.78% | 0.00% | 0.00% | 0.00% |
JEL.F JEOL Ltd | 1.77% | 1.16% | 1.87% | 0.29% | 0.52% | 0.74% | 0.80% | 1.20% | 1.44% | 0.64% | 0.85% | 1.04% |
Drawdowns
ASMIY vs. JEL.F - Drawdown Comparison
The maximum ASMIY drawdown since its inception was -98.37%, which is greater than JEL.F's maximum drawdown of -92.25%. Use the drawdown chart below to compare losses from any high point for ASMIY and JEL.F. For additional features, visit the drawdowns tool.
Volatility
ASMIY vs. JEL.F - Volatility Comparison
ASM International NV ADR (ASMIY) has a higher volatility of 17.06% compared to JEOL Ltd (JEL.F) at 12.30%. This indicates that ASMIY's price experiences larger fluctuations and is considered to be riskier than JEL.F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ASMIY vs. JEL.F - Financials Comparison
This section allows you to compare key financial metrics between ASM International NV ADR and JEOL Ltd. 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