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

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.

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Returns By Period

In the year-to-date period, ASXFY achieves a 0.20% return, which is significantly lower than ASX's 143.85% return. Over the past 10 years, ASXFY has underperformed ASX with an annualized return of 4.27%, while ASX has yielded a comparatively higher 26.93% annualized return.


ASXFY

1D
-0.50%
1M
-24.12%
YTD
0.20%
6M
-9.29%
1Y
-25.78%
3Y*
-6.07%
5Y*
-7.83%
10Y*
4.27%

ASX

1D
2.86%
1M
24.28%
YTD
143.85%
6M
157.11%
1Y
331.43%
3Y*
77.25%
5Y*
44.30%
10Y*
26.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASXFY vs. ASX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASXFY
ASX Limited ADR
0.20%-12.34%-2.90%-3.74%-29.53%28.26%-0.16%38.13%2.04%22.62%
ASX
ASE Technology Holding Co., Ltd.
143.85%65.68%10.14%60.87%-12.75%38.25%8.13%53.97%-37.08%31.93%

Correlation

The correlation between ASXFY and ASX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.34

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

0.30

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2010

0.19

The correlation between ASXFY and ASX shifts across timeframes, from 0.19 (all time) to 0.34 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ASXFY:

$6.52B

ASX:

$88.04B

EPS

ASXFY:

$5.18

ASX:

$21.22

PE Ratio

ASXFY:

6.48

ASX:

1.85

PS Ratio

ASXFY:

3.22

ASX:

0.13

PB Ratio

ASXFY:

1.67

ASX:

0.25

Total Revenue (TTM)

ASXFY:

$2.03B

ASX:

$666.14B

Gross Profit (TTM)

ASXFY:

$1.36B

ASX:

$122.03B

EBITDA (TTM)

ASXFY:

$2.27B

ASX:

$130.31B

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ASX Limited ADR

ASE Technology Holding Co., Ltd.

Return for Risk

ASXFY vs. ASX — Risk / Return Rank

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

ASXFY
ASXFY Risk / Return Rank: 99
Overall Rank
ASXFY Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ASXFY Sortino Ratio Rank: 1111
Sortino Ratio Rank
ASXFY Omega Ratio Rank: 99
Omega Ratio Rank
ASXFY Calmar Ratio Rank: 99
Calmar Ratio Rank
ASXFY Martin Ratio Rank: 88
Martin Ratio Rank

ASX
ASX Risk / Return Rank: 9999
Overall Rank
ASX Sharpe Ratio Rank: 9999
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
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.

ASXFY vs. ASX - Risk-Adjusted Trends 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.


ASXFYASXDifference

Sharpe ratio

Return per unit of total volatility

-0.82

7.65

-8.47

Sortino ratio

Return per unit of downside risk

-0.99

6.37

-7.37

Omega ratio

Gain probability vs. loss probability

0.85

1.86

-1.01

Calmar ratio

Return relative to maximum drawdown

-0.83

19.86

-20.68

Martin ratio

Return relative to average drawdown

-1.36

55.08

-56.44

ASXFY vs. ASX - Sharpe Ratio Comparison

The current ASXFY Sharpe Ratio is -0.82, which is lower than the ASX Sharpe Ratio of 7.65. The chart below compares the historical Sharpe Ratios of ASXFY and ASX, 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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Sharpe Ratios by Period


ASXFYASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

7.65

-8.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

1.12

-1.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.71

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.39

-0.13

Drawdowns

ASXFY vs. ASX - Drawdown Comparison

The maximum ASXFY drawdown since its inception was -46.78%, smaller than the maximum ASX drawdown of -78.05%. Use the drawdown chart below to compare losses from any high point for ASXFY and ASX.


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Drawdown Indicators


ASXFYASXDifference

Max Drawdown

Largest peak-to-trough decline

-46.78%

-78.05%

+31.27%

Max Drawdown (1Y)

Largest decline over 1 year

-28.99%

-16.81%

-12.18%

Max Drawdown (3Y)

Largest decline over 3 years

-28.99%

-40.64%

+11.65%

Max Drawdown (5Y)

Largest decline over 5 years

-46.78%

-45.99%

-0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-46.78%

-54.17%

+7.39%

Current Drawdown

Current decline from peak

-43.72%

-3.30%

-40.42%

Average Drawdown

Average peak-to-trough decline

-14.84%

-22.59%

+7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.55%

6.06%

+11.49%

Volatility

ASXFY vs. ASX - Volatility Comparison

ASX Limited ADR (ASXFY) and ASE Technology Holding Co., Ltd. (ASX) have volatilities of 18.76% and 19.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASXFYASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.76%

19.10%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

27.26%

33.29%

-6.03%

Volatility (1Y)

Calculated over the trailing 1-year period

31.51%

43.67%

-12.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.86%

39.69%

-10.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.69%

38.30%

-12.61%

Dividends

ASXFY vs. ASX - Dividend Comparison

ASXFY's dividend yield for the trailing twelve months is around 4.34%, more than ASX's 0.91% yield.


PositionTTM20252024202320222021202020192018201720162015
ASX
ASE Technology Holding Co., Ltd.
0.91%2.23%3.19%6.07%7.64%3.86%2.34%2.88%14.19%2.51%3.63%4.00%
ASXFY
ASX Limited ADR
4.34%4.19%3.40%3.55%3.59%2.48%2.98%4.32%3.66%5.29%7.92%4.15%

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


0.0050.00B100.00B150.00B200.00B202120222023202420252026
638.66M
175.46B
(ASXFY) Total Revenue
(ASX) Total Revenue
Values in USD except per share items

ASXFY vs. ASX - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%202120222023202420252026
81.1%
20.1%
Portfolio components
ASXFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASX Limited ADR reported a gross profit of 518.12M and revenue of 638.66M. Therefore, the gross margin over that period was 81.1%.

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%.

ASXFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASX Limited ADR reported an operating income of 376.07M and revenue of 638.66M, resulting in an operating margin of 58.9%.

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%.

ASXFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASX Limited ADR reported a net income of 258.76M and revenue of 638.66M, resulting in a net margin of 40.5%.

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%.


Frequently Asked Questions


ASXFY and ASX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASX has higher volatility (19.10%) compared to ASXFY (18.76%). In terms of maximum drawdown, ASXFY dropped -46.78% vs ASX's -78.05%.

ASX currently has the higher Sharpe Ratio (7.65 vs -0.82), 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.

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