ASM International NV ADR

10-Year Study

ASMIY.US · Technology · US · Common Stock

Executive Summary: ASM International NV ADR has compounded at 39.6% annually over the last 10 years, with a maximum drawdown of 50.5% and an annualized volatility of 58.9%.

1Y CAGR
+73.7%
3Y CAGR
+28.8%
5Y CAGR
+24.6%
10Y CAGR
+39.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
50.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
42.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +197.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -42.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202638.61.3-11.019.7————————49.6%
20250.9-7.5-14.37.112.317.8-24.5-0.825.27.9-14.89.36.7%
20247.69.50.12.911.98.9-10.0-1.6-3.1-14.8-3.45.410.1%
202332.51.517.9-10.221.4-2.311.61.4-12.8-1.824.70.8105.6%
2022-23.3-6.513.3-17.24.7-20.523.3-10.6-16.9-1.823.8-8.0-42.5%
202118.68.17.42.24.84.99.58.80.115.7-0.8-1.2109.3%
20208.8-2.2-17.711.08.633.2-2.8-0.1-5.0-3.630.219.894.9%
201925.413.3-2.124.0-10.510.125.12.96.412.212.31.3197.2%
20187.40.70.1-17.9-2.7-6.03.76.3-6.4-16.1-1.4-7.5-35.8%
201712.34.98.76.66.0-7.53.7-3.97.08.53.1-2.355.7%
2016———-8.3-0.7-11.77.6-1.410.94.0-2.42.8-1.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 58.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.5% of variance. Idiosyncratic stock-specific factors contribute 11.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019167.597949892375
2016-05-019101.976889495676
2016-06-018035.607132436733
2016-07-018647.473974533304
2016-08-018525.535510792792
2016-09-019453.506487786886
2016-10-019832.809429173847
2016-11-019595.758853613286
2016-12-019868.95055849468
2017-01-0111081.398741528992
2017-02-0111623.267950828247
2017-03-0112637.036262242016
2017-04-0113470.18150388937
2017-05-0114277.397618484
2017-06-0113200.760807931782
2017-07-0113685.376743059416
2017-08-0113148.186887899192
2017-09-0114071.671190042336
2017-10-0115264.878969881474
2017-11-0115733.474998486092
2017-12-0115367.742184102308
2018-01-0116506.09141806451
2018-02-0116622.68991296401
2018-03-0116634.113042185752
2018-04-0113651.07982978161
2018-05-0113285.347015397829
2018-06-0112489.609081250104
2018-07-0112947.690325848202
2018-08-0113767.650799068533
2018-09-0112890.849935865323
2018-10-0110812.91391639921
2018-11-0110665.927145208616
2018-12-019865.179549570877
2019-01-0112366.294336880468
2019-02-0114013.45451943033
2019-03-0113722.040859019318
2019-04-0117008.73662943369
2019-05-0115230.334326090428
2019-06-0116774.02573094264
2019-07-0120986.875787920664
2019-08-0121585.530335977626
2019-09-0122971.995441758558
2019-10-0125777.983914032007
2019-11-0128937.786610441013
2019-12-0129318.49335806968
2020-01-0131892.05555769644
2020-02-0131182.830623895537
2020-03-0125665.40415856955
2020-04-0128497.129078607646
2020-05-0130941.375950321777
2020-06-0141201.98845025296
2020-07-0140058.98738776431
2020-08-0140032.39764600962
2020-09-0138012.155310516435
2020-10-0136656.49136521534
2020-11-0147719.88835611537
2020-12-0157151.15414893559
2021-01-0167783.94045659486
2021-02-0173299.6878595533
2021-03-0178743.67599050917
2021-04-0180495.40597525999
2021-05-0184354.05644952628
2021-06-0188489.20170218388
2021-07-0196853.32702079284
2021-08-01105407.70937357211
2021-09-01105477.40422463101
2021-10-01122071.63265418471
2021-11-01121098.82245429372
2021-12-01119635.5608894076
2022-01-0191788.22894703523
2022-02-0185825.32796767392
2022-03-0197282.12101360314
2022-04-0180564.6053652924
2022-05-0184381.00402424457
2022-06-0167063.48507286029
2022-07-0182717.934037622
2022-08-0173955.07269514284
2022-09-0161463.12393682321
2022-10-0160386.87248484715
2022-11-0174770.40886544931
2022-12-0168796.85547401858
2023-01-0191130.61453682653
2023-02-0192482.7001524919
2023-03-01109005.19683565557
2023-04-0197866.70997363047
2023-05-01118826.28035386928
2023-06-01116045.14750975782
2023-07-01129547.69913404423
2023-08-01131318.25663780147
2023-09-01114527.90821859741
2023-10-01112514.93264482601
2023-11-01140345.3913866853
2023-12-01141426.7901282143
2024-01-01152131.85869451525
2024-02-01166604.1376500834
2024-03-01166704.90891774796
2024-04-01171528.99272773316
2024-05-01191922.71909011336
2024-06-01209075.71745509197
2024-07-01188141.33301036616
2024-08-01185054.94112271466
2024-09-01179328.15484808615
2024-10-01152861.23237672658
2024-11-01147717.24589730747
2024-12-01155728.7405931219
2025-01-01157074.93572769462
2025-02-01145251.96945758027
2025-03-01124547.42387791841
2025-04-01133415.32295801243
2025-05-01149783.37342897567
2025-06-01176419.90872506867
2025-07-01133245.98538940484
2025-08-01132122.94039603852
2025-09-01165428.93162087325
2025-10-01178517.3604038558
2025-11-01152026.71085445007
2025-12-01166097.80400662817
2026-01-01230193.94546625635
2026-02-01233095.1450324527
2026-03-01207510.08813701148
2026-04-01248481.96246607468
Annual Return Matrix
YearAnnual Return
20170.557180988294095
2018-0.3580592756315073
20191.971916852678571
20200.9493209780919789
20211.0933183707478245
2022-0.424946437643109
20231.0557159066903097
20240.1011261759666735
20250.0665841345278575
20260.4959978787929007
Total Factor Risk
0.5885200535585801
VTI.US Exposure
-0.16483568238196059
VEA.US Exposure
0.2382023345432213
VWO.US Exposure
-0.061799409542082594
QQQ.US Exposure
0.20027533395264924
VTV.US Exposure
-0.06349584024668467
IJR.US Exposure
0.08824473268046441
QUAL.US Exposure
0.20706782071988247
SHV.US Exposure
0.3553012022600514
TLT.US Exposure
0.004185138007034282
LQD.US Exposure
0.025231644331578002
HYG.US Exposure
0.005957407987510696
GLD.US Exposure
0.008618392118720028
USO.US Exposure
-0.004761140353139471
VNQ.US Exposure
-0.0011886798006354863
BTC-USD.CC Exposure
0.004240352735444208
CPER.US Exposure
0.0612678531525278
VIX.INDX Exposure
-0.031655215857191575
UUP.US Exposure
-0.0030927172925574236
TIP.US Exposure
0.01617747527887368
Idiosyncratic Exposure
0.11605899770629417
Value Score
31.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
58.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →45.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.49%
Market Cap$38.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+37.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ASM International NV ADR a high-risk investment?

ASM International NV ADR (ASMIY.US) has an annualized volatility of 58.9% and experienced a maximum drawdown of 50.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ASMIY.US?

Over the past 10 years, ASMIY.US has generated a Compound Annual Growth Rate (CAGR) of 39.6%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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