ACMR vs. ASML

Last updated Jun 4, 2026

ACMR (ACM Research, Inc.) and ASML (ASML Holding N.V.) are both stocks. Both operate in the Semiconductor Equipment & Materials industry within the Technology sector. Over the past 5 years, ACMR returned 26.00%/yr vs 21.59%/yr for ASML. At a 0.49 correlation, their price movements are largely independent.

Performance

ACMR vs. ASML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ACM Research, Inc. (ACMR) 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, ACMR achieves a 125.25% return, which is significantly higher than ASML's 61.93% return.

ACMR

• 1D: -3.33%
• 1M: 73.45%
• YTD: 125.25%
• 6M: 161.81%
• 1Y: 280.56%
• 3Y*: 107.40%
• 5Y*: 26.00%
• 10Y*: —

ASML

• 1D: 1.23%
• 1M: 24.54%
• YTD: 61.93%
• 6M: 51.85%
• 1Y: 132.84%
• 3Y*: 34.91%
• 5Y*: 21.59%
• 10Y*: 34.11%

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

ACMR vs. ASML - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ACMR ACM Research, Inc.	125.25%	161.26%	-22.72%	153.44%	-72.87%	4.95%	340.38%	69.58%	107.24%	-13.22%
ASML ASML Holding N.V.	61.93%	56.51%	-7.70%	39.91%	-30.49%	64.13%	66.06%	93.56%	-9.80%	-5.83%

Correlation

The correlation between ACMR and ASML is 0.51, 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	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017	0.49

The correlation between ACMR and ASML has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.

Fundamentals

Market Cap ACMR : $6.20B ASML : $665.86B
EPS ACMR : $1.33 ASML : $25.86
PE Ratio ACMR : 66.99 ASML : 66.77
PEG Ratio ACMR : 2.34 ASML : 4.39
PS Ratio ACMR : 6.35 ASML : 19.84
PB Ratio ACMR : 3.92 ASML : 31.97
Total Revenue (TTM) ACMR : $960.23M ASML : $33.69B
Gross Profit (TTM) ACMR : $424.76M ASML : $17.72B
EBITDA (TTM) ACMR : $162.91M ASML : $12.99B

Return for Risk

ACMR vs. ASML — Risk / Return Rank

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

ACMR

ACMR Risk / Return Rank: 93
ACMR Sharpe Ratio Rank: 97
ACMR Sortino Ratio Rank: 91
ACMR Omega Ratio Rank: 91
ACMR Calmar Ratio Rank: 93
ACMR Martin Ratio Rank: 93

ASML

ASML Risk / Return Rank: 94
ASML Sharpe Ratio Rank: 95
ASML Sortino Ratio Rank: 93
ASML Omega Ratio Rank: 91
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.

ACMR vs. ASML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ACM Research, Inc. (ACMR) 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.

	ACMR	ASML	Difference
Sharpe ratio Return per unit of total volatility	3.79	3.29	+0.50
Sortino ratio Return per unit of downside risk	3.38	3.71	-0.33
Omega ratio Gain probability vs. loss probability	1.48	1.45	+0.02
Calmar ratio Return relative to maximum drawdown	6.10	7.48	-1.39
Martin ratio Return relative to average drawdown	15.65	20.18	-4.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACMR vs. ASML - Sharpe Ratio Comparison

The current ACMR Sharpe Ratio is 3.79, which is comparable to the ASML Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of ACMR 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.

Sharpe Ratios by Period

	ACMR	ASML	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.79	3.29	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.52	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.56	+0.11

Drawdowns

ACMR vs. ASML - Drawdown Comparison

The maximum ACMR drawdown since its inception was -87.23%, roughly equal to the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ACMR and ASML.

Drawdown Indicators

	ACMR	ASML	Difference
Max Drawdown Largest peak-to-trough decline	-87.23%	-90.00%	+2.77%
Max Drawdown (1Y) Largest decline over 1 year	-46.34%	-17.85%	-28.49%
Max Drawdown (3Y) Largest decline over 3 years	-58.42%	-45.38%	-13.04%
Max Drawdown (5Y) Largest decline over 5 years	-84.81%	-56.84%	-27.97%
Max Drawdown (10Y) Largest decline over 10 years	—	-56.84%	—
Current Drawdown Current decline from peak	-4.31%	0.00%	-4.31%
Average Drawdown Average peak-to-trough decline	-39.31%	-28.15%	-11.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.02%	6.61%	+11.41%

Volatility

ACMR vs. ASML - Volatility Comparison

ACM Research, Inc. (ACMR) has a higher volatility of 25.46% compared to ASML Holding N.V. (ASML) at 14.67%. This indicates that ACMR'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

	ACMR	ASML	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.46%	14.67%	+10.79%
Volatility (6M) Calculated over the trailing 6-month period	55.39%	32.21%	+23.18%
Volatility (1Y) Calculated over the trailing 1-year period	74.63%	40.58%	+34.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.33%	42.03%	+38.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	83.32%	38.50%	+44.82%

Dividends

ACMR vs. ASML - Dividend Comparison

ACMR has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.51%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACMR ACM Research, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ASML ASML Holding N.V.	0.51%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%

Financials

ACMR vs. ASML - Profitability Comparison

The chart below illustrates the profitability comparison between ACM Research, Inc. and ASML Holding N.V. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ACMR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ACM Research, Inc. reported a gross profit of 107.24M and revenue of 231.26M. Therefore, the gross margin over that period was 46.4%.

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%.

ACMR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ACM Research, Inc. reported an operating income of 36.18M and revenue of 231.26M, resulting in an operating margin of 15.6%.

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%.

ACMR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ACM Research, Inc. reported a net income of 17.31M and revenue of 231.26M, resulting in a net margin of 7.5%.

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

Can I hold both ACMR and ASML in my portfolio?

ACMR and ASML have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACMR or ASML?

ACMR has higher volatility (25.46%) compared to ASML (14.67%). In terms of maximum drawdown, ACMR dropped -87.23% vs ASML's -90.00%.

Which has better risk-adjusted returns?

ACMR currently has the higher Sharpe Ratio (3.79 vs 3.29), 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.