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IMOS vs. TOELY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IMOS and TOELY is 0.15, 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.


-0.50.00.51.00.2

Performance

IMOS vs. TOELY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ChipMOS TECHNOLOGIES INC. (IMOS) and Tokyo Electron ADR (TOELY). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
64.84%
511.57%
IMOS
TOELY

Key characteristics

Sharpe Ratio

IMOS:

-0.87

TOELY:

-0.22

Sortino Ratio

IMOS:

-1.15

TOELY:

0.03

Omega Ratio

IMOS:

0.86

TOELY:

1.00

Calmar Ratio

IMOS:

-0.50

TOELY:

-0.24

Martin Ratio

IMOS:

-1.21

TOELY:

-0.43

Ulcer Index

IMOS:

20.62%

TOELY:

26.63%

Daily Std Dev

IMOS:

28.52%

TOELY:

51.70%

Max Drawdown

IMOS:

-55.57%

TOELY:

-57.97%

Current Drawdown

IMOS:

-47.39%

TOELY:

-43.49%

Fundamentals

Market Cap

IMOS:

$676.88M

TOELY:

$71.17B

EPS

IMOS:

$1.50

TOELY:

$3.29

PE Ratio

IMOS:

12.23

TOELY:

23.43

PEG Ratio

IMOS:

2.13

TOELY:

1.51

Total Revenue (TTM)

IMOS:

$23.02B

TOELY:

$1.57T

Gross Profit (TTM)

IMOS:

$3.58B

TOELY:

$742.25B

EBITDA (TTM)

IMOS:

$6.58B

TOELY:

$483.49B

Returns By Period

In the year-to-date period, IMOS achieves a -26.78% return, which is significantly lower than TOELY's -14.81% return.


IMOS

YTD

-26.78%

1M

-1.04%

6M

-27.71%

1Y

-26.46%

5Y*

1.83%

10Y*

N/A

TOELY

YTD

-14.81%

1M

6.44%

6M

-29.91%

1Y

-13.60%

5Y*

17.82%

10Y*

23.88%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IMOS vs. TOELY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ChipMOS TECHNOLOGIES INC. (IMOS) and Tokyo Electron ADR (TOELY). 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 IMOS, currently valued at -0.87, compared to the broader market-4.00-2.000.002.00-0.87-0.22
The chart of Sortino ratio for IMOS, currently valued at -1.15, compared to the broader market-4.00-2.000.002.004.00-1.150.03
The chart of Omega ratio for IMOS, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.00
The chart of Calmar ratio for IMOS, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.50-0.24
The chart of Martin ratio for IMOS, currently valued at -1.21, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.21-0.43
IMOS
TOELY

The current IMOS Sharpe Ratio is -0.87, which is lower than the TOELY Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of IMOS and TOELY, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.87
-0.22
IMOS
TOELY

Dividends

IMOS vs. TOELY - Dividend Comparison

IMOS's dividend yield for the trailing twelve months is around 5.82%, while TOELY has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
IMOS
ChipMOS TECHNOLOGIES INC.
5.82%5.52%13.62%4.46%4.97%3.42%6.91%0.96%7.88%0.00%0.00%0.00%
TOELY
Tokyo Electron ADR
0.00%1.72%4.12%1.98%2.67%3.69%8.98%3.74%3.42%3.85%1.86%1.37%

Drawdowns

IMOS vs. TOELY - Drawdown Comparison

The maximum IMOS drawdown since its inception was -55.57%, roughly equal to the maximum TOELY drawdown of -57.97%. Use the drawdown chart below to compare losses from any high point for IMOS and TOELY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-47.39%
-43.49%
IMOS
TOELY

Volatility

IMOS vs. TOELY - Volatility Comparison

The current volatility for ChipMOS TECHNOLOGIES INC. (IMOS) is 6.74%, while Tokyo Electron ADR (TOELY) has a volatility of 13.13%. This indicates that IMOS experiences smaller price fluctuations and is considered to be less risky than TOELY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
6.74%
13.13%
IMOS
TOELY

Financials

IMOS vs. TOELY - Financials Comparison

This section allows you to compare key financial metrics between ChipMOS TECHNOLOGIES INC. and Tokyo Electron ADR. 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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