UMC vs. ASX
Compare and contrast key facts about United Microelectronics Corporation (UMC) and ASE Technology Holding Co., Ltd. (ASX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UMC or ASX.
Performance
UMC vs. ASX - Performance Comparison
Returns By Period
In the year-to-date period, UMC achieves a -12.89% return, which is significantly lower than ASX's 7.84% return. Over the past 10 years, UMC has outperformed ASX with an annualized return of 17.75%, while ASX has yielded a comparatively lower 12.99% annualized return.
UMC
-12.89%
-9.70%
-13.30%
-7.42%
31.01%
17.75%
ASX
7.84%
-5.10%
-6.56%
17.18%
20.36%
12.99%
Fundamentals
| UMC | ASX | |
|---|---|---|
| Market Cap | $17.82B | $20.72B |
| EPS | $0.65 | $0.50 |
| PE Ratio | 10.75 | 19.08 |
| PEG Ratio | 1.45 | 1.38 |
| Total Revenue (TTM) | $166.39B | $593.73B |
| Gross Profit (TTM) | $52.17B | $94.82B |
| EBITDA (TTM) | $68.60B | $100.94B |
Key characteristics
| UMC | ASX | |
|---|---|---|
| Sharpe Ratio | -0.19 | 0.54 |
| Sortino Ratio | -0.06 | 0.96 |
| Omega Ratio | 0.99 | 1.12 |
| Calmar Ratio | -0.18 | 0.61 |
| Martin Ratio | -0.70 | 1.41 |
| Ulcer Index | 8.73% | 13.60% |
| Daily Std Dev | 31.78% | 35.17% |
| Max Drawdown | -85.96% | -72.64% |
| Current Drawdown | -32.48% | -21.12% |
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Correlation
The correlation between UMC and ASX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
UMC vs. ASX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for United Microelectronics Corporation (UMC) and ASE Technology Holding Co., Ltd. (ASX). 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
UMC vs. ASX - Dividend Comparison
UMC's dividend yield for the trailing twelve months is around 6.63%, more than ASX's 3.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMC United Microelectronics Corporation | 6.63% | 6.93% | 7.92% | 2.44% | 1.61% | 3.51% | 6.59% | 3.47% | 5.03% | 4.73% | 3.66% | 3.33% |
ASX ASE Technology Holding Co., Ltd. | 3.27% | 6.07% | 7.64% | 3.87% | 2.33% | 2.87% | 14.19% | 4.46% | 6.23% | 7.12% | 4.42% | 4.58% |
Drawdowns
UMC vs. ASX - Drawdown Comparison
The maximum UMC drawdown since its inception was -85.96%, which is greater than ASX's maximum drawdown of -72.64%. Use the drawdown chart below to compare losses from any high point for UMC and ASX. For additional features, visit the drawdowns tool.
Volatility
UMC vs. ASX - Volatility Comparison
United Microelectronics Corporation (UMC) and ASE Technology Holding Co., Ltd. (ASX) have volatilities of 9.91% and 9.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
UMC vs. ASX - Financials Comparison
This section allows you to compare key financial metrics between United Microelectronics Corporation and ASE Technology Holding Co., Ltd.. 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