0P4F.L vs. ASML

Last updated Jun 13, 2026

0P4F.L (Ford Motor Company) and ASML (ASML Holding N.V.) are both stocks. 0P4F.L operates in Auto Manufacturers (Consumer Cyclical), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, 0P4F.L returned 6.75%/yr vs 36.00%/yr for ASML. At a 0.18 correlation, their price movements are largely independent.

Performance

0P4F.L vs. ASML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ford Motor Company (0P4F.L) and ASML Holding N.V. (ASML). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 0P4F.L achieves a 12.22% return, which is significantly lower than ASML's 74.80% return. Over the past 10 years, 0P4F.L has underperformed ASML with an annualized return of 6.75%, while ASML has yielded a comparatively higher 36.00% annualized return.

0P4F.L

• 1D: 0.00%
• 1M: 0.07%
• YTD: 12.22%
• 6M: 7.84%
• 1Y: 45.02%
• 3Y*: 6.40%
• 5Y*: 8.96%
• 10Y*: 6.75%

ASML

• 1D: -1.89%
• 1M: 17.61%
• YTD: 74.80%
• 6M: 73.02%
• 1Y: 146.81%
• 3Y*: 37.59%
• 5Y*: 22.97%
• 10Y*: 36.00%

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

0P4F.L vs. ASML - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
0P4F.L Ford Motor Company	12.22%	42.85%	-16.71%	11.98%	-42.26%	132.07%	-2.95%	28.68%	-34.54%	5.46%
ASML ASML Holding N.V.	74.80%	56.51%	-7.70%	39.91%	-30.49%	64.13%	66.06%	93.56%	-9.80%	56.23%

Correlation

The correlation between 0P4F.L and ASML is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Apr 8, 2013	0.18

Return for Risk

0P4F.L vs. ASML — Risk / Return Rank

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

0P4F.L

0P4F.L Risk / Return Rank: 77
0P4F.L Sharpe Ratio Rank: 78
0P4F.L Sortino Ratio Rank: 78
0P4F.L Omega Ratio Rank: 74
0P4F.L Calmar Ratio Rank: 76
0P4F.L Martin Ratio Rank: 78

ASML

ASML Risk / Return Rank: 95
ASML Sharpe Ratio Rank: 96
ASML Sortino Ratio Rank: 94
ASML Omega Ratio Rank: 92
ASML Calmar Ratio Rank: 96
ASML Martin Ratio Rank: 96

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.

0P4F.L vs. ASML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (0P4F.L) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	0P4F.L	ASML	Difference
Sharpe ratio: Return per unit of total volatility	1.19	3.27	-2.08
Sortino ratio: Return per unit of downside risk	2.05	3.70	-1.64
Omega ratio: Gain probability vs. loss probability	1.24	1.45	-0.21
Calmar ratio: Return relative to maximum drawdown	2.02	7.83	-5.80
Martin ratio: Return relative to average drawdown	5.30	21.08	-15.77

0P4F.L vs. ASML - Sharpe Ratio Comparison

The current 0P4F.L Sharpe Ratio is 1.19, which is lower than the ASML Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of 0P4F.L and ASML, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

0P4F.L vs. ASML - Drawdown Comparison

The maximum 0P4F.L drawdown since its inception was -66.41%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for 0P4F.L and ASML.

Drawdown Indicators

	0P4F.L	ASML	Difference
Max Drawdown Largest peak-to-trough decline	-66.41%	-90.00%	+23.59%
Max Drawdown (1Y) Largest decline over 1 year	-22.11%	-17.85%	-4.26%
Max Drawdown (3Y) Largest decline over 3 years	-38.17%	-45.38%	+7.21%
Max Drawdown (5Y) Largest decline over 5 years	-61.38%	-56.84%	-4.54%
Max Drawdown (10Y) Largest decline over 10 years	-62.91%	-56.84%	-6.07%
Current Drawdown Current decline from peak	-31.24%	-1.89%	-29.35%
Average Drawdown Average peak-to-trough decline	-28.79%	-28.12%	-0.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.44%	6.63%	+1.81%

Volatility

0P4F.L vs. ASML - Volatility Comparison

Ford Motor Company (0P4F.L) has a higher volatility of 20.08% compared to ASML Holding N.V. (ASML) at 17.27%. This indicates that 0P4F.L's price experiences larger fluctuations and is considered to be riskier than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	0P4F.L	ASML	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.08%	17.27%	+2.81%
Volatility (6M) Calculated over the trailing 6-month period	29.46%	34.58%	-5.12%
Volatility (1Y) Calculated over the trailing 1-year period	37.63%	42.75%	-5.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.55%	42.44%	-4.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.11%	38.72%	+5.39%

Dividends

0P4F.L vs. ASML - Dividend Comparison

0P4F.L's dividend yield for the trailing twelve months is around 4.15%, more than ASML's 0.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
0P4F.L Ford Motor Company	4.15%	5.68%	4.53%	3.64%	4.37%	0.49%	1.69%	6.47%	9.49%	5.17%	4.77%	4.58%
ASML ASML Holding N.V.	0.47%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%

Financials

Frequently Asked Questions

Can I hold both 0P4F.L and ASML in my portfolio?

0P4F.L and ASML have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.