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1YD.DE vs. ASML
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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1YD.DE vs. ASML - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
1YD.DE
Broadcom Inc
-8.89%31.97%126.57%100.23%-10.76%74.76%28.43%30.63%0.10%25.52%
ASML
ASML Holding N.V.
25.52%37.93%-1.61%35.71%-26.18%76.41%52.37%97.94%-5.56%37.03%
Different Trading Currencies

1YD.DE is traded in EUR, while ASML is traded in USD. To make them comparable, the ASML values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 1YD.DE achieves a -8.89% return, which is significantly lower than ASML's 25.52% return. Over the past 10 years, 1YD.DE has outperformed ASML with an annualized return of 36.91%, while ASML has yielded a comparatively lower 30.37% annualized return.


1YD.DE

1D
0.31%
1M
0.73%
YTD
-8.89%
6M
-6.65%
1Y
73.86%
3Y*
68.43%
5Y*
49.07%
10Y*
36.91%

ASML

1D
-2.69%
1M
-2.58%
YTD
25.52%
6M
30.29%
1Y
86.87%
3Y*
23.95%
5Y*
17.31%
10Y*
30.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

1YD.DE vs. ASML — Risk / Return Rank

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

1YD.DE
1YD.DE Risk / Return Rank: 8383
Overall Rank
1YD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
1YD.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
1YD.DE Omega Ratio Rank: 7878
Omega Ratio Rank
1YD.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
1YD.DE Martin Ratio Rank: 8484
Martin Ratio Rank

ASML
ASML Risk / Return Rank: 9292
Overall Rank
ASML Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ASML Sortino Ratio Rank: 9090
Sortino Ratio Rank
ASML Omega Ratio Rank: 8888
Omega Ratio Rank
ASML Calmar Ratio Rank: 9494
Calmar Ratio Rank
ASML Martin Ratio Rank: 9494
Martin Ratio Rank
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.

1YD.DE vs. ASML - Risk-Adjusted Trends 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.


1YD.DEASMLDifference

Sharpe ratio

Return per unit of total volatility

1.61

2.03

-0.42

Sortino ratio

Return per unit of downside risk

2.22

2.62

-0.41

Omega ratio

Gain probability vs. loss probability

1.29

1.34

-0.05

Calmar ratio

Return relative to maximum drawdown

3.59

5.34

-1.75

Martin ratio

Return relative to average drawdown

8.35

13.27

-4.92

1YD.DE vs. ASML - Sharpe Ratio Comparison

The current 1YD.DE Sharpe Ratio is 1.61, which is comparable to the ASML Sharpe Ratio of 2.03. 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.


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Sharpe Ratios by Period


1YD.DEASMLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.03

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.43

+0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

0.82

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.78

+0.50

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.


Dividends

1YD.DE vs. ASML - Dividend Comparison

1YD.DE's dividend yield for the trailing twelve months is around 0.68%, less than ASML's 0.71% yield.


TTM20252024202320222021202020192018201720162015
1YD.DE
Broadcom Inc
0.68%0.61%0.77%1.50%2.70%1.85%2.89%0.90%0.00%0.00%0.00%0.00%
ASML
ASML Holding N.V.
0.71%0.97%0.97%0.86%1.27%0.50%0.50%1.40%0.94%0.64%0.92%0.73%

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 -58.22%. Use the drawdown chart below to compare losses from any high point for 1YD.DE and ASML.


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Drawdown Indicators


1YD.DEASMLDifference

Max Drawdown

Largest peak-to-trough decline

-46.15%

-90.00%

+43.85%

Max Drawdown (1Y)

Largest decline over 1 year

-25.00%

-17.85%

-7.15%

Max Drawdown (5Y)

Largest decline over 5 years

-44.23%

-56.84%

+12.61%

Max Drawdown (10Y)

Largest decline over 10 years

-46.15%

-56.84%

+10.69%

Current Drawdown

Current decline from peak

-21.56%

-13.71%

-7.85%

Average Drawdown

Average peak-to-trough decline

-7.94%

-28.28%

+20.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.75%

6.46%

+4.29%

Volatility

1YD.DE vs. ASML - Volatility Comparison

The current volatility for Broadcom Inc (1YD.DE) is 9.13%, while ASML Holding N.V. (ASML) has a volatility of 13.45%. This indicates that 1YD.DE 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.


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Volatility by Period


1YD.DEASMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.13%

13.45%

-4.32%

Volatility (6M)

Calculated over the trailing 6-month period

31.60%

28.87%

+2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

45.71%

43.02%

+2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.76%

40.13%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.31%

37.29%

+2.02%

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