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ADBE vs. ASML
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ADBE vs. ASML - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
3.69%
-28.14%
ADBE
ASML

Returns By Period

In the year-to-date period, ADBE achieves a -16.26% return, which is significantly lower than ASML's -11.82% return. Both investments have delivered pretty close results over the past 10 years, with ADBE having a 21.55% annualized return and ASML not far behind at 21.39%.


ADBE

YTD

-16.26%

1M

0.95%

6M

3.69%

1Y

-18.46%

5Y (annualized)

10.86%

10Y (annualized)

21.55%

ASML

YTD

-11.82%

1M

-8.24%

6M

-28.14%

1Y

-3.86%

5Y (annualized)

21.08%

10Y (annualized)

21.39%

Fundamentals


ADBEASML
Market Cap$221.58B$278.96B
EPS$11.74$18.51
PE Ratio42.5535.58
PEG Ratio1.631.67
Total Revenue (TTM)$20.95B$26.24B
Gross Profit (TTM)$18.49B$13.42B
EBITDA (TTM)$8.64B$8.87B

Key characteristics


ADBEASML
Sharpe Ratio-0.50-0.06
Sortino Ratio-0.500.22
Omega Ratio0.931.03
Calmar Ratio-0.47-0.07
Martin Ratio-1.00-0.16
Ulcer Index17.16%17.34%
Daily Std Dev34.24%44.94%
Max Drawdown-79.89%-90.00%
Current Drawdown-27.42%-39.49%

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Correlation

-0.50.00.51.00.4

The correlation between ADBE and ASML is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

ADBE vs. ASML - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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 ADBE, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.50-0.06
The chart of Sortino ratio for ADBE, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.500.22
The chart of Omega ratio for ADBE, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.03
The chart of Calmar ratio for ADBE, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47-0.07
The chart of Martin ratio for ADBE, currently valued at -1.00, compared to the broader market-10.000.0010.0020.0030.00-1.00-0.16
ADBE
ASML

The current ADBE Sharpe Ratio is -0.50, which is lower than the ASML Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of ADBE 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.50
-0.06
ADBE
ASML

Dividends

ADBE vs. ASML - Dividend Comparison

ADBE has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 1.01%.


TTM20232022202120202019201820172016201520142013
ADBE
Adobe 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.
1.01%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%0.75%

Drawdowns

ADBE vs. ASML - Drawdown Comparison

The maximum ADBE drawdown since its inception was -79.89%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ADBE and ASML. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.42%
-39.49%
ADBE
ASML

Volatility

ADBE vs. ASML - Volatility Comparison

Adobe Inc (ADBE) and ASML Holding N.V. (ASML) have volatilities of 8.98% and 8.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.98%
8.84%
ADBE
ASML

Financials

ADBE vs. ASML - Financials Comparison

This section allows you to compare key financial metrics between Adobe 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


Values in USD except per share items