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

Correlation

The correlation between IMOS and TOELY is 0.13, 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

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.

1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%December2025FebruaryMarchAprilMay
4,044.74%
2,340.37%
IMOS
TOELY

Key characteristics

Sharpe Ratio

IMOS:

-0.94

TOELY:

-0.62

Sortino Ratio

IMOS:

-1.33

TOELY:

-0.80

Omega Ratio

IMOS:

0.84

TOELY:

0.90

Calmar Ratio

IMOS:

-0.55

TOELY:

-0.63

Martin Ratio

IMOS:

-1.44

TOELY:

-1.13

Ulcer Index

IMOS:

23.87%

TOELY:

30.52%

Daily Std Dev

IMOS:

36.75%

TOELY:

52.13%

Max Drawdown

IMOS:

-98.76%

TOELY:

-57.97%

Current Drawdown

IMOS:

-51.44%

TOELY:

-42.17%

Fundamentals

Market Cap

IMOS:

$639.78M

TOELY:

$68.31B

EPS

IMOS:

$1.22

TOELY:

$4.07

PE Ratio

IMOS:

14.62

TOELY:

18.32

PEG Ratio

IMOS:

2.13

TOELY:

1.15

PS Ratio

IMOS:

0.03

TOELY:

0.03

PB Ratio

IMOS:

0.82

TOELY:

5.23

Total Revenue (TTM)

IMOS:

$22.68B

TOELY:

$555.07B

Gross Profit (TTM)

IMOS:

$2.69B

TOELY:

$264.02B

EBITDA (TTM)

IMOS:

$5.81B

TOELY:

$178.94B

Returns By Period

In the year-to-date period, IMOS achieves a -6.32% return, which is significantly lower than TOELY's 2.60% return. Over the past 10 years, IMOS has underperformed TOELY with an annualized return of 6.36%, while TOELY has yielded a comparatively higher 27.16% annualized return.


IMOS

YTD

-6.32%

1M

22.08%

6M

-14.86%

1Y

-34.39%

5Y*

1.91%

10Y*

6.36%

TOELY

YTD

2.60%

1M

14.81%

6M

3.14%

1Y

-31.91%

5Y*

18.78%

10Y*

27.16%

*Annualized

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Risk-Adjusted Performance

IMOS vs. TOELY — Risk-Adjusted Performance Rank

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

IMOS
The Risk-Adjusted Performance Rank of IMOS is 1010
Overall Rank
The Sharpe Ratio Rank of IMOS is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of IMOS is 88
Sortino Ratio Rank
The Omega Ratio Rank of IMOS is 99
Omega Ratio Rank
The Calmar Ratio Rank of IMOS is 1616
Calmar Ratio Rank
The Martin Ratio Rank of IMOS is 99
Martin Ratio Rank

TOELY
The Risk-Adjusted Performance Rank of TOELY is 1818
Overall Rank
The Sharpe Ratio Rank of TOELY is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of TOELY is 1717
Sortino Ratio Rank
The Omega Ratio Rank of TOELY is 1919
Omega Ratio Rank
The Calmar Ratio Rank of TOELY is 1313
Calmar Ratio Rank
The Martin Ratio Rank of TOELY is 2222
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.

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.


The current IMOS Sharpe Ratio is -0.94, which is lower than the TOELY Sharpe Ratio of -0.62. 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-1.50-1.00-0.500.00December2025FebruaryMarchAprilMay
-0.94
-0.62
IMOS
TOELY

Dividends

IMOS vs. TOELY - Dividend Comparison

IMOS's dividend yield for the trailing twelve months is around 6.30%, while TOELY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IMOS
ChipMOS TECHNOLOGIES INC.
6.30%5.91%5.52%13.62%4.46%4.97%3.42%7.11%1.13%40.24%0.83%0.71%
TOELY
Tokyo Electron ADR
0.00%0.00%1.72%4.12%1.98%2.67%3.69%8.98%3.74%3.42%3.85%1.86%

Drawdowns

IMOS vs. TOELY - Drawdown Comparison

The maximum IMOS drawdown since its inception was -98.76%, which is greater than TOELY's maximum 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.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%December2025FebruaryMarchAprilMay
-51.44%
-42.17%
IMOS
TOELY

Volatility

IMOS vs. TOELY - Volatility Comparison

ChipMOS TECHNOLOGIES INC. (IMOS) has a higher volatility of 16.13% compared to Tokyo Electron ADR (TOELY) at 12.19%. This indicates that IMOS's price experiences larger fluctuations and is considered to be riskier 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%December2025FebruaryMarchAprilMay
16.13%
12.19%
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


0.00200.00B400.00B600.00B800.00B20212022202320242025
5.40B
555.07B
(IMOS) Total Revenue
(TOELY) Total Revenue
Values in USD except per share items