JEL.F vs. ASMIY
Compare and contrast key facts about JEOL Ltd (JEL.F) and ASM International NV ADR (ASMIY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEL.F or ASMIY.
Key characteristics
| JEL.F | ASMIY | |
|---|---|---|
| YTD Return | -16.24% | 14.91% |
| 1Y Return | 25.00% | 46.59% |
| 3Y Return (Ann) | -19.94% | 10.07% |
| 5Y Return (Ann) | 58.09% | 51.22% |
| 10Y Return (Ann) | 84.10% | 53.40% |
| Sharpe Ratio | 0.21 | 1.03 |
| Sortino Ratio | 0.61 | 1.44 |
| Omega Ratio | 1.08 | 1.22 |
| Calmar Ratio | 0.15 | 1.42 |
| Martin Ratio | 0.60 | 3.65 |
| Ulcer Index | 15.46% | 12.28% |
| Daily Std Dev | 46.42% | 43.37% |
| Max Drawdown | -92.25% | -98.37% |
| Current Drawdown | -55.70% | -26.14% |
Fundamentals
| JEL.F | ASMIY | |
|---|---|---|
| Market Cap | €1.70B | $27.62B |
| EPS | €2.84 | $12.09 |
| PE Ratio | 11.41 | 46.28 |
Correlation
The correlation between JEL.F and ASMIY 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.
Performance
JEL.F vs. ASMIY - Performance Comparison
In the year-to-date period, JEL.F achieves a -16.24% return, which is significantly lower than ASMIY's 14.91% return. Over the past 10 years, JEL.F has outperformed ASMIY with an annualized return of 84.10%, while ASMIY has yielded a comparatively lower 53.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JEL.F vs. ASMIY - Risk-Adjusted Performance 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.
Dividends
JEL.F vs. ASMIY - Dividend Comparison
JEL.F's dividend yield for the trailing twelve months is around 1.75%, more than ASMIY's 0.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEL.F JEOL Ltd | 1.75% | 1.16% | 1.87% | 0.29% | 0.52% | 0.74% | 0.80% | 1.20% | 1.44% | 0.64% | 0.85% | 1.04% |
ASMIY ASM International NV ADR | 0.51% | 0.52% | 1.08% | 0.54% | 1.01% | 1.98% | 14.60% | 1.11% | 1.78% | 0.00% | 0.00% | 0.00% |
Drawdowns
JEL.F vs. ASMIY - Drawdown Comparison
The maximum JEL.F drawdown since its inception was -92.25%, smaller than the maximum ASMIY drawdown of -98.37%. Use the drawdown chart below to compare losses from any high point for JEL.F and ASMIY. For additional features, visit the drawdowns tool.
Volatility
JEL.F vs. ASMIY - Volatility Comparison
The current volatility for JEOL Ltd (JEL.F) is 12.41%, while ASM International NV ADR (ASMIY) has a volatility of 18.35%. This indicates that JEL.F experiences smaller price fluctuations and is considered to be less risky than ASMIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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