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

Correlation

The correlation between ASMIY and PLAB is 0.28, 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.


-0.50.00.51.00.3

Performance

ASMIY vs. PLAB - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-21.02%
-1.76%
ASMIY
PLAB

Key characteristics

Sharpe Ratio

ASMIY:

0.35

PLAB:

-0.42

Sortino Ratio

ASMIY:

0.72

PLAB:

-0.32

Omega Ratio

ASMIY:

1.11

PLAB:

0.96

Calmar Ratio

ASMIY:

0.43

PLAB:

-0.35

Martin Ratio

ASMIY:

0.87

PLAB:

-0.81

Ulcer Index

ASMIY:

17.28%

PLAB:

22.92%

Daily Std Dev

ASMIY:

43.35%

PLAB:

44.82%

Max Drawdown

ASMIY:

-98.37%

PLAB:

-99.22%

Current Drawdown

ASMIY:

-27.46%

PLAB:

-46.73%

Fundamentals

Market Cap

ASMIY:

$28.07B

PLAB:

$1.66B

EPS

ASMIY:

$11.72

PLAB:

$2.09

PE Ratio

ASMIY:

48.79

PLAB:

12.55

PEG Ratio

ASMIY:

2.40

PLAB:

4.27

Total Revenue (TTM)

ASMIY:

$2.76B

PLAB:

$866.95M

Gross Profit (TTM)

ASMIY:

$1.37B

PLAB:

$315.95M

Returns By Period

In the year-to-date period, ASMIY achieves a 12.86% return, which is significantly higher than PLAB's -23.37% return. Over the past 10 years, ASMIY has outperformed PLAB with an annualized return of 47.95%, while PLAB has yielded a comparatively lower 11.12% annualized return.


ASMIY

YTD

12.86%

1M

12.00%

6M

-23.12%

1Y

13.15%

5Y*

44.44%

10Y*

47.95%

PLAB

YTD

-23.37%

1M

-0.25%

6M

-3.61%

1Y

-21.64%

5Y*

8.77%

10Y*

11.12%

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Risk-Adjusted Performance

ASMIY vs. PLAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASM International NV ADR (ASMIY) and Photronics, Inc. (PLAB). 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-4.00-2.000.002.000.35-0.42
The chart of Sortino ratio for ASMIY, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.72-0.32
The chart of Omega ratio for ASMIY, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.96
The chart of Calmar ratio for ASMIY, currently valued at 0.43, compared to the broader market0.002.004.006.000.43-0.35
The chart of Martin ratio for ASMIY, currently valued at 0.87, compared to the broader market-5.000.005.0010.0015.0020.0025.000.87-0.81
ASMIY
PLAB

The current ASMIY Sharpe Ratio is 0.35, which is higher than the PLAB Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of ASMIY and PLAB, 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.35
-0.42
ASMIY
PLAB

Dividends

ASMIY vs. PLAB - Dividend Comparison

ASMIY's dividend yield for the trailing twelve months is around 0.52%, while PLAB has not paid dividends to shareholders.


TTM20232022202120202019201820172016
ASMIY
ASM International NV ADR
0.52%0.52%1.08%0.54%1.01%1.98%14.60%1.11%1.78%
PLAB
Photronics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASMIY vs. PLAB - Drawdown Comparison

The maximum ASMIY drawdown since its inception was -98.37%, roughly equal to the maximum PLAB drawdown of -99.22%. Use the drawdown chart below to compare losses from any high point for ASMIY and PLAB. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.46%
-46.73%
ASMIY
PLAB

Volatility

ASMIY vs. PLAB - Volatility Comparison

The current volatility for ASM International NV ADR (ASMIY) is 6.01%, while Photronics, Inc. (PLAB) has a volatility of 16.66%. This indicates that ASMIY experiences smaller price fluctuations and is considered to be less risky than PLAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.01%
16.66%
ASMIY
PLAB

Financials

ASMIY vs. PLAB - Financials Comparison

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