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1YD.DE vs. ASML
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1YD.DE and ASML is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

1YD.DE vs. ASML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Broadcom Inc (1YD.DE) and ASML Holding N.V. (ASML). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
10,122.27%
2,021.73%
1YD.DE
ASML

Key characteristics

Sharpe Ratio

1YD.DE:

2.38

ASML:

-0.06

Sortino Ratio

1YD.DE:

3.34

ASML:

0.23

Omega Ratio

1YD.DE:

1.42

ASML:

1.03

Calmar Ratio

1YD.DE:

4.56

ASML:

-0.06

Martin Ratio

1YD.DE:

13.77

ASML:

-0.12

Ulcer Index

1YD.DE:

8.62%

ASML:

20.32%

Daily Std Dev

1YD.DE:

49.46%

ASML:

45.02%

Max Drawdown

1YD.DE:

-46.15%

ASML:

-90.00%

Current Drawdown

1YD.DE:

-4.83%

ASML:

-35.52%

Fundamentals

Market Cap

1YD.DE:

€1.07T

ASML:

$289.08B

EPS

1YD.DE:

€1.22

ASML:

$18.53

PE Ratio

1YD.DE:

187.99

ASML:

39.68

PEG Ratio

1YD.DE:

0.70

ASML:

1.87

Total Revenue (TTM)

1YD.DE:

€37.52B

ASML:

$26.24B

Gross Profit (TTM)

1YD.DE:

€23.51B

ASML:

$13.42B

EBITDA (TTM)

1YD.DE:

€16.59B

ASML:

$8.87B

Returns By Period

In the year-to-date period, 1YD.DE achieves a 117.79% return, which is significantly higher than ASML's -6.02% return. Over the past 10 years, 1YD.DE has outperformed ASML with an annualized return of 47.18%, while ASML has yielded a comparatively lower 21.77% annualized return.


1YD.DE

YTD

117.79%

1M

41.87%

6M

38.44%

1Y

115.71%

5Y*

58.05%

10Y*

47.18%

ASML

YTD

-6.02%

1M

7.18%

6M

-31.64%

1Y

-5.82%

5Y*

20.29%

10Y*

21.77%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

1YD.DE vs. ASML - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc (1YD.DE) 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.


Sharpe ratio
The chart of Sharpe ratio for 1YD.DE, currently valued at 2.22, compared to the broader market-4.00-2.000.002.002.22-0.02
The chart of Sortino ratio for 1YD.DE, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.003.220.28
The chart of Omega ratio for 1YD.DE, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.04
The chart of Calmar ratio for 1YD.DE, currently valued at 4.60, compared to the broader market0.002.004.006.004.60-0.02
The chart of Martin ratio for 1YD.DE, currently valued at 13.46, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.46-0.04
1YD.DE
ASML

The current 1YD.DE Sharpe Ratio is 2.38, which is higher than the ASML Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of 1YD.DE 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.22
-0.02
1YD.DE
ASML

Dividends

1YD.DE vs. ASML - Dividend Comparison

1YD.DE's dividend yield for the trailing twelve months is around 0.66%, less than ASML's 0.95% yield.


TTM20232022202120202019201820172016201520142013
1YD.DE
Broadcom Inc
0.66%1.73%3.12%2.14%3.33%1.04%0.00%0.00%0.00%0.00%0.00%0.00%
ASML
ASML Holding N.V.
0.95%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%0.75%

Drawdowns

1YD.DE vs. ASML - Drawdown Comparison

The maximum 1YD.DE drawdown since its inception was -46.15%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for 1YD.DE and ASML. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.58%
-35.52%
1YD.DE
ASML

Volatility

1YD.DE vs. ASML - Volatility Comparison

Broadcom Inc (1YD.DE) has a higher volatility of 24.43% compared to ASML Holding N.V. (ASML) at 6.36%. This indicates that 1YD.DE'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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
24.43%
6.36%
1YD.DE
ASML

Financials

1YD.DE vs. ASML - Financials Comparison

This section allows you to compare key financial metrics between Broadcom Inc and ASML Holding N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 1YD.DE values in EUR, ASML values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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