^SPLRCT vs. ASML

Last updated Apr 1, 2026

Compare and contrast key facts about S&P 500 Information Technology Index (^SPLRCT) and ASML Holding N.V. (ASML).

Performance

^SPLRCT vs. ASML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Information Technology Index (^SPLRCT) and ASML Holding N.V. (ASML). The values are adjusted to include any dividend payments, if applicable.

^SPLRCT vs. ASML - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SPLRCT S&P 500 Information Technology Index	-11.62%	23.31%	35.69%	56.39%	-28.91%	33.35%	42.21%	48.04%	-1.62%	36.91%
ASML ASML Holding N.V.	23.62%	56.51%	-7.70%	39.91%	-30.49%	64.13%	66.06%	93.56%	-9.80%	56.23%

Returns By Period

In the year-to-date period, ^SPLRCT achieves a -11.62% return, which is significantly lower than ASML's 23.62% return. Over the past 10 years, ^SPLRCT has underperformed ASML with an annualized return of 21.22%, while ASML has yielded a comparatively higher 30.71% annualized return.

^SPLRCT

• 1D: -2.02%
• 1M: -6.38%
• YTD: -11.62%
• 6M: -10.49%
• 1Y: 24.96%
• 3Y*: 25.87%
• 5Y*: 16.60%
• 10Y*: 21.22%

ASML

• 1D: 5.33%
• 1M: -8.94%
• YTD: 23.62%
• 6M: 36.86%
• 1Y: 101.57%
• 3Y*: 26.02%
• 5Y*: 16.89%
• 10Y*: 30.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^SPLRCT vs. ASML — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SPLRCT

^SPLRCT Risk / Return Rank: 55
^SPLRCT Sharpe Ratio Rank: 56
^SPLRCT Sortino Ratio Rank: 58
^SPLRCT Omega Ratio Rank: 60
^SPLRCT Calmar Ratio Rank: 55
^SPLRCT Martin Ratio Rank: 44

ASML

ASML Risk / Return Rank: 93
ASML Sharpe Ratio Rank: 94
ASML Sortino Ratio Rank: 92
ASML Omega Ratio Rank: 90
ASML Calmar Ratio Rank: 95
ASML Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^SPLRCT vs. ASML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Information Technology Index (^SPLRCT) 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.

	^SPLRCT	ASML	Difference
Sharpe ratio Return per unit of total volatility	0.82	2.45	-1.63
Sortino ratio Return per unit of downside risk	1.33	3.04	-1.70
Omega ratio Gain probability vs. loss probability	1.18	1.39	-0.20
Calmar ratio Return relative to maximum drawdown	1.23	5.49	-4.26
Martin ratio Return relative to average drawdown	3.57	15.40	-11.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SPLRCT vs. ASML - Sharpe Ratio Comparison

The current ^SPLRCT Sharpe Ratio is 0.82, which is lower than the ASML Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of ^SPLRCT and ASML, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SPLRCT	ASML	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	2.45	-1.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.41	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	0.81	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.54	-0.07

Correlation

The correlation between ^SPLRCT and ASML is 0.64, 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.

Drawdowns

^SPLRCT vs. ASML - Drawdown Comparison

The maximum ^SPLRCT drawdown since its inception was -82.51%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ^SPLRCT and ASML.

Drawdown Indicators

	^SPLRCT	ASML	Difference
Max Drawdown Largest peak-to-trough decline	-82.51%	-90.00%	+7.49%
Max Drawdown (1Y) Largest decline over 1 year	-17.17%	-17.85%	+0.68%
Max Drawdown (5Y) Largest decline over 5 years	-34.27%	-56.84%	+22.57%
Max Drawdown (10Y) Largest decline over 10 years	-34.27%	-56.84%	+22.57%
Current Drawdown Current decline from peak	-17.17%	-13.47%	-3.70%
Average Drawdown Average peak-to-trough decline	-29.50%	-28.28%	-1.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.89%	6.37%	-0.48%

Volatility

^SPLRCT vs. ASML - Volatility Comparison

The current volatility for S&P 500 Information Technology Index (^SPLRCT) is 6.44%, while ASML Holding N.V. (ASML) has a volatility of 14.88%. This indicates that ^SPLRCT 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.

Volatility by Period

	^SPLRCT	ASML	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.44%	14.88%	-8.44%
Volatility (6M) Calculated over the trailing 6-month period	15.30%	29.34%	-14.04%
Volatility (1Y) Calculated over the trailing 1-year period	27.06%	41.81%	-14.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.08%	41.55%	-16.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.70%	38.06%	-13.36%