ASE Industrial Holding Co Ltd ADR

10-Year Study

ASX.US · Technology · US · Common Stock

Executive Summary: ASE Industrial Holding Co Ltd ADR has compounded at 23.1% annually over the last 10 years, with a maximum drawdown of 44.9% and an annualized volatility of 43.0%.

1Y CAGR
+237.2%
3Y CAGR
+62.6%
5Y CAGR
+35.2%
10Y CAGR
+23.1%

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 →
44.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +71.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -37.1%
% 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.
202617.928.0-10.727.3————————71.4%
20250.8-0.2-13.5-0.37.410.1-4.74.311.944.4-6.67.765.7%
2024-1.34.812.8-8.67.45.9-9.7-0.3-2.3-2.01.73.610.1%
202314.8-0.411.2-13.911.19.53.12.4-8.5-0.915.49.460.7%
2022-9.32.1-1.9-9.211.0-21.413.9-2.2-13.42.033.6-7.8-12.8%
202114.013.71.77.9-3.50.410.24.5-12.5-9.32.76.838.2%
2020-14.7-3.0-18.716.3-6.211.310.4-15.5-0.712.016.49.88.1%
20196.41.06.95.6-19.17.310.96.7-0.914.3-4.113.753.9%
201810.3-4.66.5-8.8-21.9-6.57.82.1-1.4-20.72.1-4.1-37.1%
201713.58.04.9-3.41.6-0.84.4-4.01.3-0.35.7-0.533.4%
2016———-12.39.9-1.13.09.8-2.5-1.0-8.2-6.1-10.2%

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 43.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 38.9% of variance. Idiosyncratic stock-specific factors contribute 19.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018769.307012472123
2016-05-019640.979047933703
2016-06-019538.283637565044
2016-07-019829.024531262905
2016-08-0110796.7842295091
2016-09-0110529.445775171389
2016-10-0110422.620522562704
2016-11-019567.467856061232
2016-12-018979.378321081469
2017-01-0110191.074034305224
2017-02-0111010.434734726467
2017-03-0111545.111643401888
2017-04-0111153.051953415381
2017-05-0111331.185815368519
2017-06-0111242.256545799952
2017-07-0111740.866165579142
2017-08-0111276.396574984168
2017-09-0111424.244927177117
2017-10-0111387.076347016879
2017-11-0112034.084964621017
2017-12-0111978.745078604663
2018-01-0113217.147104980591
2018-02-0112607.307067536689
2018-03-0113420.610666005892
2018-04-0112245.257564494372
2018-05-019563.062691005203
2018-06-018940.83312684122
2018-07-019640.7037251177
2018-08-019843.891963327002
2018-09-019703.202004350102
2018-10-017694.171415985243
2018-11-017854.959940530272
2018-12-017533.658214256216
2019-01-018015.7484650753
2019-02-018096.142727347815
2019-03-018658.627240439415
2019-04-019140.717491258501
2019-05-017392.968255279316
2019-06-017935.354202802787
2019-07-018799.317199416317
2019-08-019386.856088764078
2019-09-019303.433275515543
2019-10-0110638.473610308085
2019-11-0110200.435010049283
2019-12-0111597.97362407423
2020-01-019887.66829107128
2020-02-019595.55078329341
2020-03-017801.547314225931
2020-04-019074.089369786074
2020-05-018510.77888824647
2020-06-019470.278902012611
2020-07-0110450.703449794884
2020-08-018825.748189752485
2020-09-018761.322650808072
2020-10-019813.331130750805
2020-11-0111423.969604361115
2020-12-0112540.678946064261
2021-01-0114301.36835439553
2021-02-0116255.334379560034
2021-03-0116534.51171498582
2021-04-0117844.497673522204
2021-05-0117221.717463726218
2021-06-0117286.143002670633
2021-07-0119047.107733817902
2021-08-0119905.8395969274
2021-09-0117423.529087855513
2021-10-0115803.25431568514
2021-11-0116225.048869799839
2021-12-0117334.875141102944
2022-01-0115714.600368932573
2022-02-0116047.465653478703
2022-03-0115736.626194212715
2022-04-0114293.934638363482
2022-05-0115869.882437157568
2022-06-0112470.746950799812
2022-07-0114207.483274138931
2022-08-0113893.890586712923
2022-09-0112036.562869965035
2022-10-0112277.745656782577
2022-11-0116402.63208612098
2022-12-0115124.032928608794
2023-01-0117367.363233391152
2023-02-0117294.953332782687
2023-03-0119224.69095013904
2023-04-0116547.176564521902
2023-05-0118380.551196277636
2023-06-0120119.490102144762
2023-07-0120739.51708378073
2023-08-0121230.142341895873
2023-09-0119422.372732028303
2023-10-0119241.485641915147
2023-11-0122211.668180942157
2023-12-0124303.57093692354
2024-01-0123993.832768921562
2024-02-0125155.970375265002
2024-03-0128384.40571570166
2024-04-0125930.72877949396
2024-05-0127842.01976817819
2024-06-0129495.057955452765
2024-07-0126622.06437047438
2024-08-0126542.22075383387
2024-09-0125931.27942512596
2024-10-0125399.906390242562
2024-11-0125825.00481814928
2024-12-0126754.76996778723
2025-01-0126967.319181740593
2025-02-0126914.18187825225
2025-03-0123274.414250708956
2025-04-0123194.570634068445
2025-05-0124921.6706588475
2025-06-0127445.554913135653
2025-07-0126155.667520167397
2025-08-0127284.491065774622
2025-09-0130533.300294595414
2025-10-0144079.18284188211
2025-11-0141160.76099226343
2025-12-0144326.9733762837
2026-01-0152256.27047713444
2026-02-0166875.912006828
2026-03-0159689.98650918202
2026-04-0175989.09721648633
Annual Return Matrix
YearAnnual Return
20170.33402833139142674
2018-0.37108118047255667
20190.5394876292804154
20200.08128189910979211
20210.38229159805923296
2022-0.12753724468727168
20230.6069504114177529
20240.10085756686642577
20250.6567876842018607
20260.7142857142857142
Total Factor Risk
0.42986086329597356
VTI.US Exposure
-0.03912327856962465
VEA.US Exposure
0.33923544839715
VWO.US Exposure
-0.0295790707045756
QQQ.US Exposure
0.17777817868355988
VTV.US Exposure
-0.029453491951939536
IJR.US Exposure
0.052823308164119814
QUAL.US Exposure
-0.06068991382810368
SHV.US Exposure
0.38912500938958755
TLT.US Exposure
0.052800958823650226
LQD.US Exposure
-0.020848245076238576
HYG.US Exposure
-0.020760811033654816
GLD.US Exposure
0.021693244971057964
USO.US Exposure
-0.004745373515315359
VNQ.US Exposure
0.0068107556063438735
BTC-USD.CC Exposure
-0.0040408418617806
CPER.US Exposure
0.005659358256713243
VIX.INDX Exposure
-0.023637491412736224
UUP.US Exposure
0.001221011098863391
TIP.US Exposure
-0.004312631056194655
Idiosyncratic Exposure
0.19004387561911779
Value Score
33.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.0%

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 →40.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$48.7B
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 →
+20.9%
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 →
+76.2%
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 →
1.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ASE Industrial Holding Co Ltd ADR a high-risk investment?

ASE Industrial Holding Co Ltd ADR (ASX.US) has an annualized volatility of 43.0% and experienced a maximum drawdown of 44.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASX.US has generated a Compound Annual Growth Rate (CAGR) of 23.1%. 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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