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

Correlation

The correlation between ASXFY and ASX is 0.17, 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

ASXFY vs. ASX - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
130.42%
383.41%
ASXFY
ASX

Key characteristics

Sharpe Ratio

ASXFY:

0.50

ASX:

-0.23

Sortino Ratio

ASXFY:

0.80

ASX:

-0.06

Omega Ratio

ASXFY:

1.11

ASX:

0.99

Calmar Ratio

ASXFY:

0.31

ASX:

-0.24

Martin Ratio

ASXFY:

1.95

ASX:

-0.49

Ulcer Index

ASXFY:

6.58%

ASX:

20.22%

Daily Std Dev

ASXFY:

25.00%

ASX:

41.77%

Max Drawdown

ASXFY:

-46.75%

ASX:

-72.64%

Current Drawdown

ASXFY:

-24.30%

ASX:

-26.56%

Fundamentals

Market Cap

ASXFY:

$8.89B

ASX:

$19.70B

EPS

ASXFY:

$1.61

ASX:

$0.47

PE Ratio

ASXFY:

28.42

ASX:

19.30

PEG Ratio

ASXFY:

0.00

ASX:

1.38

PS Ratio

ASXFY:

5.34

ASX:

0.03

PB Ratio

ASXFY:

3.69

ASX:

2.03

Total Revenue (TTM)

ASXFY:

$809.10M

ASX:

$610.76B

Gross Profit (TTM)

ASXFY:

$775.40M

ASX:

$99.71B

EBITDA (TTM)

ASXFY:

$593.30M

ASX:

$108.18B

Returns By Period

In the year-to-date period, ASXFY achieves a 17.33% return, which is significantly higher than ASX's -8.84% return. Over the past 10 years, ASXFY has underperformed ASX with an annualized return of 8.51%, while ASX has yielded a comparatively higher 10.89% annualized return.


ASXFY

YTD

17.33%

1M

19.25%

6M

8.45%

1Y

12.37%

5Y*

0.28%

10Y*

8.51%

ASX

YTD

-8.84%

1M

23.72%

6M

-9.56%

1Y

-9.50%

5Y*

20.57%

10Y*

10.89%

*Annualized

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Risk-Adjusted Performance

ASXFY vs. ASX — Risk-Adjusted Performance Rank

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

ASXFY
The Risk-Adjusted Performance Rank of ASXFY is 6666
Overall Rank
The Sharpe Ratio Rank of ASXFY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ASXFY is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ASXFY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ASXFY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of ASXFY is 7373
Martin Ratio Rank

ASX
The Risk-Adjusted Performance Rank of ASX is 3838
Overall Rank
The Sharpe Ratio Rank of ASX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ASX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ASX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ASX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of ASX is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASXFY vs. ASX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASX Limited ADR (ASXFY) and ASE Technology Holding Co., Ltd. (ASX). 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.


The current ASXFY Sharpe Ratio is 0.50, which is higher than the ASX Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of ASXFY and ASX, 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-0.500.000.501.00December2025FebruaryMarchAprilMay
0.50
-0.23
ASXFY
ASX

Dividends

ASXFY vs. ASX - Dividend Comparison

ASXFY's dividend yield for the trailing twelve months is around 3.04%, less than ASX's 3.51% yield.


TTM20242023202220212020201920182017201620152014
ASXFY
ASX Limited ADR
3.04%3.40%3.54%3.61%2.47%2.99%4.34%3.90%3.65%4.04%4.56%5.47%
ASX
ASE Technology Holding Co., Ltd.
3.51%3.20%6.07%7.64%3.87%2.33%2.87%14.19%4.46%6.23%7.12%4.42%

Drawdowns

ASXFY vs. ASX - Drawdown Comparison

The maximum ASXFY drawdown since its inception was -46.75%, smaller than the maximum ASX drawdown of -72.64%. Use the drawdown chart below to compare losses from any high point for ASXFY and ASX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%December2025FebruaryMarchAprilMay
-24.30%
-26.56%
ASXFY
ASX

Volatility

ASXFY vs. ASX - Volatility Comparison

The current volatility for ASX Limited ADR (ASXFY) is 7.55%, while ASE Technology Holding Co., Ltd. (ASX) has a volatility of 16.24%. This indicates that ASXFY experiences smaller price fluctuations and is considered to be less risky than ASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
7.55%
16.24%
ASXFY
ASX

Financials

ASXFY vs. ASX - Financials Comparison

This section allows you to compare key financial metrics between ASX Limited ADR and ASE Technology Holding Co., 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.


Quarterly
Annual

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


0.0050.00B100.00B150.00B200.00B20212022202320242025
809.10M
148.15B
(ASXFY) Total Revenue
(ASX) Total Revenue
Values in USD except per share items