ADA-USD vs. ASML
ADA-USD (Cardano) is a cryptocurrency, while ASML (ASML Holding N.V.) is a stock. Over the past 5 years, ADA-USD returned -35.83%/yr vs 22.97%/yr for ASML. At a 0.21 correlation, their price movements are largely independent.
Performance
ADA-USD vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, ADA-USD achieves a -48.46% return, which is significantly lower than ASML's 74.80% return.
ADA-USD
- 1D
- 0.57%
- 1M
- -36.57%
- YTD
- -48.46%
- 6M
- -58.23%
- 1Y
- -73.29%
- 3Y*
- -13.30%
- 5Y*
- -35.83%
- 10Y*
- —
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%
ADA-USD vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADA-USD Cardano | -48.46% | -60.53% | 42.06% | 141.64% | -81.22% | 621.17% | 452.29% | -20.01% | -94.29% | 2,760.49% |
ASML ASML Holding N.V. | 74.80% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | -4.24% |
Correlation
The correlation between ADA-USD and ASML is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.21 |
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Return for Risk
ADA-USD vs. ASML — Risk / Return Rank
ADA-USD
ASML
ADA-USD vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) 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.
| ADA-USD | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.22 | ||
| Sortino ratioReturn per unit of downside risk | -5.52 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.45 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 7.83 | -8.70 |
| Martin ratioReturn relative to average drawdown | -1.36 | 21.08 | -22.44 |
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Drawdowns
ADA-USD vs. ASML - Drawdown Comparison
The maximum ADA-USD drawdown since its inception was -97.85%, which is greater than ASML's maximum drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ADA-USD and ASML.
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Drawdown Indicators
| ADA-USD | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.85% | -90.00% | -7.85% |
Max Drawdown (1Y)Largest decline over 1 year | -83.69% | -17.85% | -65.84% |
Max Drawdown (3Y)Largest decline over 3 years | -87.24% | -45.38% | -41.86% |
Max Drawdown (5Y)Largest decline over 5 years | -94.72% | -56.84% | -37.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.84% | — |
Current DrawdownCurrent decline from peak | -94.22% | -1.89% | -92.33% |
Average DrawdownAverage peak-to-trough decline | -77.55% | -28.12% | -49.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.12% | 6.63% | +54.49% |
Volatility
ADA-USD vs. ASML - Volatility Comparison
Cardano (ADA-USD) has a higher volatility of 22.15% compared to ASML Holding N.V. (ASML) at 17.27%. This indicates that ADA-USD'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.
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Volatility by Period
| ADA-USD | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.15% | 17.27% | +4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 52.67% | 34.58% | +18.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.06% | 42.75% | +21.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.90% | 42.44% | +32.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.19% | 38.72% | +64.47% |
Frequently Asked Questions
ADA-USD and ASML have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADA-USD has higher volatility (22.15%) compared to ASML (17.27%). In terms of maximum drawdown, ADA-USD dropped -97.85% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (3.27 vs -0.95), 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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