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ASX vs. UMC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ASX vs. UMC - Performance Comparison

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

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Returns By Period

In the year-to-date period, ASX achieves a 170.93% return, which is significantly lower than UMC's 249.87% return. Over the past 10 years, ASX has underperformed UMC with an annualized return of 29.30%, while UMC has yielded a comparatively higher 36.83% annualized return.


ASX

1D
7.54%
1M
25.31%
YTD
170.93%
6M
184.17%
1Y
346.22%
3Y*
79.24%
5Y*
46.47%
10Y*
29.30%

UMC

1D
14.20%
1M
50.93%
YTD
249.87%
6M
238.25%
1Y
257.12%
3Y*
57.63%
5Y*
31.54%
10Y*
36.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASX vs. UMC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASX
ASE Technology Holding Co., Ltd.
170.93%65.68%10.14%60.87%-12.75%38.25%8.13%53.97%-37.08%31.93%
UMC
United Microelectronics Corporation
249.87%28.65%-19.01%39.20%-40.32%43.16%230.69%56.10%-21.85%39.99%

Correlation

The correlation between ASX and UMC is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2000

0.52

The correlation between ASX and UMC shifts across timeframes, from 0.46 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ASX:

$97.82B

UMC:

$13.84B

EPS

ASX:

NT$21.22

UMC:

NT$24.95

PE Ratio

ASX:

64.96

UMC:

34.83

PS Ratio

ASX:

4.60

UMC:

7.25

PB Ratio

ASX:

8.82

UMC:

1.08

Total Revenue (TTM)

ASX:

NT$666.14B

UMC:

NT$240.73B

Gross Profit (TTM)

ASX:

NT$122.03B

UMC:

NT$71.28B

EBITDA (TTM)

ASX:

NT$130.31B

UMC:

NT$119.50B

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Return for Risk

ASX vs. UMC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASX
ASX Risk / Return Rank: 9999
Overall Rank
ASX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ASX Sortino Ratio Rank: 9999
Sortino Ratio Rank
ASX Omega Ratio Rank: 9898
Omega Ratio Rank
ASX Calmar Ratio Rank: 9999
Calmar Ratio Rank
ASX Martin Ratio Rank: 9999
Martin Ratio Rank

UMC
UMC Risk / Return Rank: 9797
Overall Rank
UMC Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
UMC Sortino Ratio Rank: 9898
Sortino Ratio Rank
UMC Omega Ratio Rank: 9797
Omega Ratio Rank
UMC Calmar Ratio Rank: 9797
Calmar Ratio Rank
UMC Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASX vs. UMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASE Technology Holding Co., Ltd. (ASX) and United Microelectronics Corporation (UMC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ASXUMCDifference
Sharpe ratioReturn per unit of total volatility

+2.53

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.81

1.68

+0.13

Calmar ratioReturn relative to maximum drawdown

20.76

8.35

+12.41

Martin ratioReturn relative to average drawdown

54.16

20.92

+33.24

ASX vs. UMC - Sharpe Ratio Comparison

The current ASX Sharpe Ratio is 7.35, which is higher than the UMC Sharpe Ratio of 4.82. The chart below compares the historical Sharpe Ratios of ASX and UMC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASX vs. UMC - Drawdown Comparison

The maximum ASX drawdown since its inception was -78.05%, which is greater than UMC's maximum drawdown of -72.52%. Use the drawdown chart below to compare losses from any high point for ASX and UMC.


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Drawdown Indicators


ASXUMCDifference

Max Drawdown

Largest peak-to-trough decline

-78.05%

-72.52%

-5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.81%

-31.01%

+14.20%

Max Drawdown (3Y)

Largest decline over 3 years

-40.64%

-36.00%

-4.64%

Max Drawdown (5Y)

Largest decline over 5 years

-45.99%

-54.30%

+8.31%

Max Drawdown (10Y)

Largest decline over 10 years

-54.17%

-54.30%

+0.13%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-22.55%

-42.50%

+19.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

12.35%

-5.92%

Volatility

ASX vs. UMC - Volatility Comparison

The current volatility for ASE Technology Holding Co., Ltd. (ASX) is 24.54%, while United Microelectronics Corporation (UMC) has a volatility of 27.90%. This indicates that ASX experiences smaller price fluctuations and is considered to be less risky than UMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASXUMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.54%

27.90%

-3.36%

Volatility (6M)

Calculated over the trailing 6-month period

37.59%

48.10%

-10.51%

Volatility (1Y)

Calculated over the trailing 1-year period

47.57%

53.81%

-6.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.50%

40.82%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.78%

40.22%

-1.44%

Dividends

ASX vs. UMC - Dividend Comparison

ASX's dividend yield for the trailing twelve months is around 0.82%, less than UMC's 1.73% yield.


PositionTTM20252024202320222021202020192018201720162015
ASX
ASE Technology Holding Co., Ltd.
0.82%2.23%3.19%6.07%7.64%3.86%2.34%2.88%14.19%2.51%3.63%4.00%
UMC
United Microelectronics Corporation
1.73%6.06%7.14%6.93%7.92%2.44%1.62%3.51%6.59%2.41%3.61%3.15%

Financials

ASX vs. UMC - Financials Comparison

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


50.00B100.00B150.00B200.00B20222023202420252026
175.46B
61.04B
(ASX) Total Revenue
(UMC) Total Revenue
Values in TWD except per share items

ASX vs. UMC - Profitability Comparison

The chart below illustrates the profitability comparison between ASE Technology Holding Co., Ltd. and United Microelectronics Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20222023202420252026
20.1%
29.2%
Portfolio components
ASX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASE Technology Holding Co., Ltd. reported a gross profit of 35.21B and revenue of 175.46B. Therefore, the gross margin over that period was 20.1%.

UMC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, United Microelectronics Corporation reported a gross profit of 17.82B and revenue of 61.04B. Therefore, the gross margin over that period was 29.2%.

ASX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASE Technology Holding Co., Ltd. reported an operating income of 17.71B and revenue of 175.46B, resulting in an operating margin of 10.1%.

UMC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, United Microelectronics Corporation reported an operating income of 11.22B and revenue of 61.04B, resulting in an operating margin of 18.4%.

ASX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASE Technology Holding Co., Ltd. reported a net income of 14.29B and revenue of 175.46B, resulting in a net margin of 8.2%.

UMC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, United Microelectronics Corporation reported a net income of 16.17B and revenue of 61.04B, resulting in a net margin of 26.5%.


Frequently Asked Questions


ASX and UMC have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UMC has higher volatility (27.90%) compared to ASX (24.54%). In terms of maximum drawdown, ASX dropped -78.05% vs UMC's -72.52%.

ASX currently has the higher Sharpe Ratio (7.35 vs 4.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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