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UMC vs. AATC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UMC and AATC 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.


-0.50.00.51.00.1

Performance

UMC vs. AATC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Microelectronics Corporation (UMC) and Autoscope Technologies Corporation (AATC). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-13.52%
89.61%
UMC
AATC

Key characteristics

Sharpe Ratio

UMC:

-0.37

AATC:

1.29

Sortino Ratio

UMC:

-0.35

AATC:

1.86

Omega Ratio

UMC:

0.96

AATC:

1.26

Calmar Ratio

UMC:

-0.31

AATC:

1.66

Martin Ratio

UMC:

-1.03

AATC:

3.34

Ulcer Index

UMC:

11.48%

AATC:

13.03%

Daily Std Dev

UMC:

32.13%

AATC:

33.75%

Max Drawdown

UMC:

-85.96%

AATC:

-53.27%

Current Drawdown

UMC:

-36.83%

AATC:

-2.83%

Fundamentals

Market Cap

UMC:

$16.47B

AATC:

$43.41M

EPS

UMC:

$0.63

AATC:

$0.89

PE Ratio

UMC:

10.32

AATC:

8.91

Total Revenue (TTM)

UMC:

$226.87B

AATC:

$12.89M

Gross Profit (TTM)

UMC:

$72.60B

AATC:

$12.24M

EBITDA (TTM)

UMC:

$98.34B

AATC:

$5.87M

Returns By Period

In the year-to-date period, UMC achieves a -18.51% return, which is significantly lower than AATC's 41.46% return.


UMC

YTD

-18.51%

1M

-3.55%

6M

-22.10%

1Y

-13.50%

5Y*

25.84%

10Y*

16.40%

AATC

YTD

41.46%

1M

-1.37%

6M

39.75%

1Y

42.27%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

UMC vs. AATC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Microelectronics Corporation (UMC) and Autoscope Technologies Corporation (AATC). 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 UMC, currently valued at -0.37, compared to the broader market-4.00-2.000.002.00-0.371.29
The chart of Sortino ratio for UMC, currently valued at -0.35, compared to the broader market-4.00-2.000.002.004.00-0.351.86
The chart of Omega ratio for UMC, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.26
The chart of Calmar ratio for UMC, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.311.66
The chart of Martin ratio for UMC, currently valued at -1.03, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.033.34
UMC
AATC

The current UMC Sharpe Ratio is -0.37, which is lower than the AATC Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of UMC and AATC, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.37
1.29
UMC
AATC

Dividends

UMC vs. AATC - Dividend Comparison

UMC's dividend yield for the trailing twelve months is around 7.09%, less than AATC's 23.54% yield.


TTM20232022202120202019201820172016201520142013
UMC
United Microelectronics Corporation
7.09%6.93%7.92%2.44%1.61%3.51%6.59%3.47%5.03%4.73%3.66%3.33%
AATC
Autoscope Technologies Corporation
23.54%7.38%13.33%3.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UMC vs. AATC - Drawdown Comparison

The maximum UMC drawdown since its inception was -85.96%, which is greater than AATC's maximum drawdown of -53.27%. Use the drawdown chart below to compare losses from any high point for UMC and AATC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-36.83%
-2.83%
UMC
AATC

Volatility

UMC vs. AATC - Volatility Comparison

United Microelectronics Corporation (UMC) has a higher volatility of 6.54% compared to Autoscope Technologies Corporation (AATC) at 4.04%. This indicates that UMC's price experiences larger fluctuations and is considered to be riskier than AATC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
6.54%
4.04%
UMC
AATC

Financials

UMC vs. AATC - Financials Comparison

This section allows you to compare key financial metrics between United Microelectronics Corporation and Autoscope Technologies Corporation. 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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