AIQUY vs. ASML
Compare and contrast key facts about Air Liquide SA ADR (AIQUY) and ASML Holding N.V. (ASML).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AIQUY or ASML.
Performance
AIQUY vs. ASML - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with AIQUY having a -11.85% return and ASML slightly higher at -11.41%. Over the past 10 years, AIQUY has underperformed ASML with an annualized return of 7.80%, while ASML has yielded a comparatively higher 21.46% annualized return.
AIQUY
-11.85%
-10.38%
-16.15%
-7.45%
8.98%
7.80%
ASML
-11.41%
-7.81%
-28.89%
-2.26%
21.02%
21.46%
Fundamentals
| AIQUY | ASML | |
|---|---|---|
| Market Cap | $98.98B | $278.96B |
| EPS | $1.11 | $18.51 |
| PE Ratio | 30.41 | 35.58 |
| PEG Ratio | 2.04 | 1.67 |
| Total Revenue (TTM) | $27.01B | $26.24B |
| Gross Profit (TTM) | $12.81B | $13.42B |
| EBITDA (TTM) | $7.37B | $8.87B |
Key characteristics
| AIQUY | ASML | |
|---|---|---|
| Sharpe Ratio | -0.29 | -0.03 |
| Sortino Ratio | -0.26 | 0.26 |
| Omega Ratio | 0.96 | 1.04 |
| Calmar Ratio | -0.33 | -0.04 |
| Martin Ratio | -0.68 | -0.09 |
| Ulcer Index | 9.57% | 17.16% |
| Daily Std Dev | 22.19% | 45.03% |
| Max Drawdown | -50.14% | -90.00% |
| Current Drawdown | -19.57% | -39.21% |
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Correlation
The correlation between AIQUY and ASML is 0.43, 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
AIQUY vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Air Liquide SA ADR (AIQUY) 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.
Dividends
AIQUY vs. ASML - Dividend Comparison
AIQUY's dividend yield for the trailing twelve months is around 2.02%, more than ASML's 1.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIQUY Air Liquide SA ADR | 2.02% | 1.62% | 2.09% | 1.91% | 1.80% | 2.15% | 2.62% | 1.99% | 5.32% | 2.59% | 2.59% | 2.35% |
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
AIQUY vs. ASML - Drawdown Comparison
The maximum AIQUY drawdown since its inception was -50.14%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for AIQUY and ASML. For additional features, visit the drawdowns tool.
Volatility
AIQUY vs. ASML - Volatility Comparison
The current volatility for Air Liquide SA ADR (AIQUY) is 5.92%, while ASML Holding N.V. (ASML) has a volatility of 8.89%. This indicates that AIQUY 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.
Financials
AIQUY vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Air Liquide SA ADR 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