JEL.F vs. ASMIY
JEL.F (JEOL Ltd) and ASMIY (ASM International NV ADR) are both stocks. Both are in the Technology sector — JEL.F in Scientific & Technical Instruments, ASMIY in Semiconductor Equipment & Materials. Over the past 10 years, JEL.F returned 16.09%/yr vs 40.80%/yr for ASMIY. At a 0.10 correlation, their price movements are largely independent.
Performance
JEL.F vs. ASMIY - Performance Comparison
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Different Trading Currencies
JEL.F is traded in EUR, while ASMIY is traded in USD. To make them comparable, the ASMIY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEL.F achieves a 43.39% return, which is significantly lower than ASMIY's 75.39% return. Over the past 10 years, JEL.F has underperformed ASMIY with an annualized return of 16.09%, while ASMIY has yielded a comparatively higher 40.80% annualized return.
JEL.F
- 1D
- 2.09%
- 1M
- 16.77%
- YTD
- 43.39%
- 6M
- 45.53%
- 1Y
- 59.86%
- 3Y*
- 6.83%
- 5Y*
- -3.15%
- 10Y*
- 16.09%
ASMIY
- 1D
- 0.63%
- 1M
- 8.65%
- YTD
- 75.39%
- 6M
- 80.14%
- 1Y
- 84.66%
- 3Y*
- 31.56%
- 5Y*
- 28.09%
- 10Y*
- 40.80%
JEL.F vs. ASMIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEL.F JEOL Ltd | 43.39% | -19.99% | -13.70% | 53.92% | -63.43% | 82.30% | 42.23% | 109.31% | 38.21% | 14.20% |
ASMIY ASM International NV ADR | 75.39% | -6.04% | 17.38% | 99.41% | -38.93% | 124.99% | 78.34% | 203.09% | -33.05% | 36.37% |
Correlation
The correlation between JEL.F and ASMIY is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.10 |
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Return for Risk
JEL.F vs. ASMIY — Risk / Return Rank
JEL.F
ASMIY
JEL.F vs. ASMIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JEOL Ltd (JEL.F) and ASM International NV ADR (ASMIY). 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.
| JEL.F | ASMIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.33 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 3.27 | -0.29 |
| Martin ratioReturn relative to average drawdown | 7.97 | 7.95 | +0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEL.F | ASMIY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.98 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.63 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.98 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.96 | -0.78 |
Drawdowns
JEL.F vs. ASMIY - Drawdown Comparison
The maximum JEL.F drawdown since its inception was -71.08%, which is greater than ASMIY's maximum drawdown of -53.57%. Use the drawdown chart below to compare losses from any high point for JEL.F and ASMIY.
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Drawdown Indicators
| JEL.F | ASMIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.08% | -53.57% | -17.51% |
Max Drawdown (1Y)Largest decline over 1 year | -19.99% | -26.05% | +6.06% |
Max Drawdown (3Y)Largest decline over 3 years | -46.92% | -53.41% | +6.49% |
Max Drawdown (5Y)Largest decline over 5 years | -67.51% | -53.57% | -13.94% |
Max Drawdown (10Y)Largest decline over 10 years | -67.51% | -53.57% | -13.94% |
Current DrawdownCurrent decline from peak | -47.63% | -0.18% | -47.45% |
Average DrawdownAverage peak-to-trough decline | -38.18% | -14.90% | -23.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.49% | 10.68% | -3.19% |
Volatility
JEL.F vs. ASMIY - Volatility Comparison
JEOL Ltd (JEL.F) has a higher volatility of 19.93% compared to ASM International NV ADR (ASMIY) at 12.18%. This indicates that JEL.F's price experiences larger fluctuations and is considered to be riskier than ASMIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEL.F | ASMIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.93% | 12.18% | +7.75% |
Volatility (6M)Calculated over the trailing 6-month period | 34.41% | 33.12% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.72% | 43.12% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.29% | 45.16% | -2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.49% | 42.30% | +0.19% |
Dividends
JEL.F vs. ASMIY - Dividend Comparison
JEL.F's dividend yield for the trailing twelve months is around 0.01%, less than ASMIY's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASMIY ASM International NV ADR | 0.36% | 0.52% | 0.53% | 0.52% | 1.08% | 0.54% | 0.85% | 1.83% | 14.04% | 0.99% | 1.52% | 0.00% |
JEL.F JEOL Ltd | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% |
Financials
JEL.F vs. ASMIY - Financials Comparison
This section allows you to compare key financial metrics between JEOL Ltd and ASM International NV 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
JEL.F and ASMIY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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