^AEX vs. ASML
Compare and contrast key facts about AEX Index (^AEX) and ASML Holding N.V. (ASML).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ASML.
Key characteristics
| ^AEX | ASML | |
|---|---|---|
| YTD Return | 14.20% | 14.40% |
| 1Y Return | 15.88% | 27.15% |
| 3Y Return (Ann) | 6.34% | 5.62% |
| 5Y Return (Ann) | 9.01% | 31.43% |
| 10Y Return (Ann) | 8.18% | 27.42% |
| Sharpe Ratio | 1.26 | 0.73 |
| Daily Std Dev | 10.84% | 36.61% |
| Max Drawdown | -71.60% | -90.00% |
| Current Drawdown | -4.90% | -21.50% |
Correlation
The correlation between ^AEX and ASML is 0.45, 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.
Performance
^AEX vs. ASML - Performance Comparison
The year-to-date returns for both investments are quite close, with ^AEX having a 14.20% return and ASML slightly higher at 14.40%. Over the past 10 years, ^AEX has underperformed ASML with an annualized return of 8.18%, while ASML has yielded a comparatively higher 27.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^AEX vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and ASML Holding N.V. (ASML). 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.
Drawdowns
^AEX vs. ASML - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ^AEX and ASML. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. ASML - Volatility Comparison
The current volatility for AEX Index (^AEX) is 3.74%, while ASML Holding N.V. (ASML) has a volatility of 17.77%. This indicates that ^AEX experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.