ABBNY vs. ASML
ABBNY (ABB Ltd) and ASML (ASML Holding N.V.) are both stocks. ABBNY operates in Electrical Equipment & Parts (Industrials), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, ABBNY returned 21.54%/yr vs 36.00%/yr for ASML. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
ABBNY vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, ABBNY achieves a 40.16% return, which is significantly lower than ASML's 74.80% return. Over the past 10 years, ABBNY has underperformed ASML with an annualized return of 21.54%, while ASML has yielded a comparatively higher 36.00% annualized return.
ABBNY
- 1D
- -2.18%
- 1M
- -4.00%
- YTD
- 40.16%
- 6M
- 41.79%
- 1Y
- 76.45%
- 3Y*
- 40.51%
- 5Y*
- 26.95%
- 10Y*
- 21.54%
ASML
- 1D
- -1.89%
- 1M
- 17.83%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 138.89%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
ABBNY vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 40.16% | 40.49% | 23.75% | 49.62% | -18.13% | 40.40% | 21.21% | 31.87% | -26.52% | 31.68% |
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 ABBNY and ASML is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2001 | 0.50 |
The correlation between ABBNY and ASML shifts across timeframes, from 0.50 (all time) to 0.62 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ABBNY:
$186.05B
ASML:
$718.77B
ABBNY:
$2.71
ASML:
€25.86
ABBNY:
37.66
ASML:
62.30
ABBNY:
3.79
ASML:
4.10
ABBNY:
5.22
ASML:
18.51
ABBNY:
12.60
ASML:
29.83
ABBNY:
$35.74B
ASML:
€33.69B
ABBNY:
$14.33B
ASML:
€17.72B
ABBNY:
$7.34B
ASML:
€12.99B
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Return for Risk
ABBNY vs. ASML — Risk / Return Rank
ABBNY
ASML
ABBNY vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABB Ltd (ABBNY) 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.
| ABBNY | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.45 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.89 | 7.83 | -2.94 |
| Martin ratioReturn relative to average drawdown | 18.77 | 21.08 | -2.31 |
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Drawdowns
ABBNY vs. ASML - Drawdown Comparison
The maximum ABBNY drawdown since its inception was -93.98%, roughly equal to the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ABBNY and ASML.
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Drawdown Indicators
| ABBNY | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.98% | -90.00% | -3.98% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -17.85% | +2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -20.26% | -45.38% | +25.12% |
Max Drawdown (5Y)Largest decline over 5 years | -36.07% | -56.84% | +20.77% |
Max Drawdown (10Y)Largest decline over 10 years | -43.98% | -56.84% | +12.86% |
Current DrawdownCurrent decline from peak | -6.22% | -1.89% | -4.33% |
Average DrawdownAverage peak-to-trough decline | -25.52% | -28.12% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 6.63% | -2.54% |
Volatility
ABBNY vs. ASML - Volatility Comparison
The current volatility for ABB Ltd (ABBNY) is 11.61%, while ASML Holding N.V. (ASML) has a volatility of 17.27%. This indicates that ABBNY 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
| ABBNY | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.61% | 17.27% | -5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 25.55% | 34.58% | -9.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.59% | 42.75% | -12.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.25% | 42.44% | -16.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.50% | 38.72% | -13.22% |
Dividends
ABBNY vs. ASML - Dividend Comparison
ABBNY's dividend yield for the trailing twelve months is around 1.19%, more than ASML's 0.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 1.19% | 1.39% | 1.79% | 2.07% | 2.88% | 2.29% | 2.77% | 3.31% | 4.35% | 2.84% | 3.47% | 4.21% |
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
ABBNY vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between ABB Ltd 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.
Total Revenue: Total amount of money received from sales and other business activities
ABBNY vs. ASML - Profitability Comparison
ABBNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a gross profit of 3.44B and revenue of 8.73B. Therefore, the gross margin over that period was 39.4%.
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a gross profit of 4.65B and revenue of 8.77B. Therefore, the gross margin over that period was 53.0%.
ABBNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported an operating income of 1.43B and revenue of 8.73B, resulting in an operating margin of 16.4%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported an operating income of 3.16B and revenue of 8.77B, resulting in an operating margin of 36.0%.
ABBNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a net income of 1.32B and revenue of 8.73B, resulting in a net margin of 15.2%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a net income of 2.76B and revenue of 8.77B, resulting in a net margin of 31.4%.
Frequently Asked Questions
ABBNY and ASML have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (17.27%) compared to ABBNY (11.61%). In terms of maximum drawdown, ABBNY dropped -93.98% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (3.27 vs 2.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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