AMAT vs ASX: returns, Sharpe ratio and drawdown

Over the past year, ASX returned +204.31% against +79.41% for AMAT. Over five years, ASX averaged +41.21% a year, compared with +24.71% for AMAT. ASX had the higher Sharpe ratio over the past year (2.20 vs 1.21), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -31.03% for ASX and -43.39% for AMAT.