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ASML Holding N.V. (1ASML.MI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

SectorTechnology
IndustrySemiconductor Equipment & Materials

Highlights

Market Cap€316.39B
EPS (TTM)€17.10
PE Ratio46.99
PEG Ratio1.67
Year Range€531.37 - €1,019.31

Share Price Chart


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ASML Holding N.V.

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in ASML Holding N.V., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%AprilMayJuneJulyAugustSeptember
-21.86%
6.36%
1ASML.MI (ASML Holding N.V.)
Benchmark (^GSPC)

S&P 500

Returns By Period

ASML Holding N.V. had a return of 8.52% year-to-date (YTD) and 18.97% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.52%15.73%
1 month-1.33%6.43%
6 months-21.86%8.14%
1 year18.97%22.75%
5 years (annualized)28.66%13.18%
10 years (annualized)N/A10.67%

Monthly Returns

The table below presents the monthly returns of 1ASML.MI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202417.30%9.31%2.38%-4.79%6.17%7.20%-11.69%-4.53%8.52%
202319.20%-2.64%6.93%-8.19%17.50%-1.74%-1.41%-6.12%-8.38%0.79%10.61%9.35%35.99%
2022-16.84%0.10%4.20%-9.95%-1.92%-15.72%21.91%-12.04%-10.55%10.60%17.32%-10.15%-27.80%
202111.56%4.62%10.96%5.20%1.04%6.02%10.47%9.68%-7.66%7.96%1.34%-0.14%78.40%
2020-3.48%-3.88%-1.04%14.66%5.67%11.38%-7.47%4.97%0.24%-2.06%17.64%9.72%52.48%
20198.67%7.54%0.08%12.03%-8.25%8.85%11.91%-1.70%8.94%7.52%4.37%7.57%89.30%
201812.23%-1.10%-2.44%0.54%7.46%0.77%7.54%-4.19%-8.41%-8.17%0.83%-4.74%-1.87%
20170.00%0.00%0.00%18.61%-4.66%-3.20%13.68%-0.61%5.63%13.36%-3.61%-2.54%39.11%
20160.00%7.67%-0.96%1.99%3.32%7.95%21.31%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 1ASML.MI is 68, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 1ASML.MI is 6868
1ASML.MI (ASML Holding N.V.)
The Sharpe Ratio Rank of 1ASML.MI is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of 1ASML.MI is 6161Sortino Ratio Rank
The Omega Ratio Rank of 1ASML.MI is 6464Omega Ratio Rank
The Calmar Ratio Rank of 1ASML.MI is 7979Calmar Ratio Rank
The Martin Ratio Rank of 1ASML.MI is 7171Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ASML Holding N.V. (1ASML.MI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


1ASML.MI
Sharpe ratio
The chart of Sharpe ratio for 1ASML.MI, currently valued at 0.60, compared to the broader market-4.00-2.000.002.000.60
Sortino ratio
The chart of Sortino ratio for 1ASML.MI, currently valued at 1.01, compared to the broader market-6.00-4.00-2.000.002.004.001.01
Omega ratio
The chart of Omega ratio for 1ASML.MI, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for 1ASML.MI, currently valued at 0.87, compared to the broader market0.001.002.003.004.005.000.87
Martin ratio
The chart of Martin ratio for 1ASML.MI, currently valued at 2.64, compared to the broader market-10.000.0010.0020.002.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.77, compared to the broader market-4.00-2.000.002.001.77
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.42, compared to the broader market-6.00-4.00-2.000.002.004.002.42
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.57, compared to the broader market0.001.002.003.004.005.001.57
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.44, compared to the broader market-10.000.0010.0020.008.44

Sharpe Ratio

The current ASML Holding N.V. Sharpe ratio is 0.60. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ASML Holding N.V. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.60
1.52
1ASML.MI (ASML Holding N.V.)
Benchmark (^GSPC)

Dividends

Dividend History

ASML Holding N.V. granted a 0.84% dividend yield in the last twelve months. The annual payout for that period amounted to €6.17 per share.


PeriodTTM2023202220212020201920182017
Dividend€6.17€5.96€6.44€3.35€2.55€3.15€1.40€1.20

Dividend yield

0.84%0.88%1.27%0.47%0.64%1.19%0.99%0.82%

Monthly Dividends

The table displays the monthly dividend distributions for ASML Holding N.V.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€1.45€0.00€1.75€0.00€0.00€1.52€0.00€0.00€4.72
2023€0.00€1.37€0.00€1.69€0.00€0.00€0.00€1.45€0.00€0.00€1.45€0.00€5.96
2022€0.00€0.00€0.00€0.00€3.70€0.00€0.00€1.37€0.00€0.00€1.37€0.00€6.44
2021€0.00€0.00€0.00€0.00€1.55€0.00€0.00€0.00€0.00€0.00€1.80€0.00€3.35
2020€0.00€0.00€0.00€1.35€0.00€0.00€0.00€0.00€0.00€0.00€1.20€0.00€2.55
2019€0.00€0.00€0.00€2.10€0.00€0.00€0.00€0.00€0.00€0.00€1.05€0.00€3.15
2018€0.00€0.00€0.00€1.40€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.40
2017€1.20€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.20

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.8%
ASML Holding N.V. has a dividend yield of 0.84%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
200.0%400.0%600.0%800.0%1,000.0%36.0%
ASML Holding N.V. has a payout ratio of 36.02%, which is quite average when compared to the overall market. This suggests that ASML Holding N.V. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-26.77%
-4.25%
1ASML.MI (ASML Holding N.V.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ASML Holding N.V.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ASML Holding N.V. was 47.90%, occurring on Oct 14, 2022. Recovery took 325 trading sessions.

The current ASML Holding N.V. drawdown is 26.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.9%Nov 19, 2021231Oct 14, 2022325Jan 24, 2024556
-35.33%Feb 21, 202019Mar 18, 202044May 22, 202063
-30.5%Jul 24, 2018112Jan 3, 2019124Jul 1, 2019236
-26.77%Jul 15, 202437Sep 4, 2024
-18.62%Sep 24, 20217Oct 4, 202130Nov 15, 202137

Volatility

Volatility Chart

The current ASML Holding N.V. volatility is 12.97%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
12.97%
4.48%
1ASML.MI (ASML Holding N.V.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of ASML Holding N.V. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of ASML Holding N.V. compared to its peers in the Semiconductor Equipment & Materials industry.


PE Ratio
500.01,000.01,500.047.0
The chart displays the price to earnings (P/E) ratio for 1ASML.MI in comparison to other companies of the Semiconductor Equipment & Materials industry. Currently, 1ASML.MI has a PE value of 47.0. This PE ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.
PEG Ratio
2.04.06.08.01.7
The chart displays the price to earnings to growth (PEG) ratio for 1ASML.MI in comparison to other companies of the Semiconductor Equipment & Materials industry. Currently, 1ASML.MI has a PEG value of 1.7. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for ASML Holding N.V..


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items