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ASX vs. SYNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ASX vs. SYNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASE Technology Holding Co., Ltd. (ASX) and Synaptics Incorporated (SYNA). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-9.45%
-17.60%
ASX
SYNA

Returns By Period

In the year-to-date period, ASX achieves a 7.30% return, which is significantly higher than SYNA's -34.57% return. Over the past 10 years, ASX has outperformed SYNA with an annualized return of 13.29%, while SYNA has yielded a comparatively lower 1.81% annualized return.


ASX

YTD

7.30%

1M

-5.13%

6M

-8.13%

1Y

17.68%

5Y (annualized)

20.26%

10Y (annualized)

13.29%

SYNA

YTD

-34.57%

1M

2.81%

6M

-15.79%

1Y

-28.35%

5Y (annualized)

5.61%

10Y (annualized)

1.81%

Fundamentals


ASXSYNA
Market Cap$21.31B$2.91B
EPS$0.50$4.01
PE Ratio19.6218.09
PEG Ratio1.380.48
Total Revenue (TTM)$593.73B$979.40M
Gross Profit (TTM)$94.82B$445.70M
EBITDA (TTM)$106.45B$32.90M

Key characteristics


ASXSYNA
Sharpe Ratio0.50-0.66
Sortino Ratio0.91-0.79
Omega Ratio1.110.91
Calmar Ratio0.57-0.36
Martin Ratio1.29-1.05
Ulcer Index13.73%26.55%
Daily Std Dev35.14%42.29%
Max Drawdown-72.64%-81.70%
Current Drawdown-21.52%-74.51%

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Correlation

-0.50.00.51.00.3

The correlation between ASX and SYNA 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

ASX vs. SYNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASE Technology Holding Co., Ltd. (ASX) and Synaptics Incorporated (SYNA). 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 ASX, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.50-0.66
The chart of Sortino ratio for ASX, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.000.91-0.79
The chart of Omega ratio for ASX, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.91
The chart of Calmar ratio for ASX, currently valued at 0.57, compared to the broader market0.002.004.006.000.57-0.36
The chart of Martin ratio for ASX, currently valued at 1.29, compared to the broader market0.0010.0020.0030.001.29-1.05
ASX
SYNA

The current ASX Sharpe Ratio is 0.50, which is higher than the SYNA Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of ASX and SYNA, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.50
-0.66
ASX
SYNA

Dividends

ASX vs. SYNA - Dividend Comparison

ASX's dividend yield for the trailing twelve months is around 3.28%, while SYNA has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ASX
ASE Technology Holding Co., Ltd.
3.28%6.07%7.64%3.87%2.33%2.87%14.19%4.46%6.23%7.12%4.42%4.58%
SYNA
Synaptics Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASX vs. SYNA - Drawdown Comparison

The maximum ASX drawdown since its inception was -72.64%, smaller than the maximum SYNA drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for ASX and SYNA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.52%
-74.51%
ASX
SYNA

Volatility

ASX vs. SYNA - Volatility Comparison

The current volatility for ASE Technology Holding Co., Ltd. (ASX) is 9.65%, while Synaptics Incorporated (SYNA) has a volatility of 14.18%. This indicates that ASX experiences smaller price fluctuations and is considered to be less risky than SYNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
9.65%
14.18%
ASX
SYNA

Financials

ASX vs. SYNA - Financials Comparison

This section allows you to compare key financial metrics between ASE Technology Holding Co., Ltd. and Synaptics Incorporated. 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