AMAT vs. ASML
Compare and contrast key facts about Applied Materials, Inc. (AMAT) and ASML Holding N.V. (ASML).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMAT or ASML.
Key characteristics
| AMAT | ASML | |
|---|---|---|
| YTD Return | 17.10% | 15.38% |
| 1Y Return | 68.42% | 38.55% |
| 3Y Return (Ann) | 13.00% | 10.09% |
| 5Y Return (Ann) | 35.17% | 34.86% |
| 10Y Return (Ann) | 27.90% | 27.79% |
| Sharpe Ratio | 1.98 | 1.19 |
| Daily Std Dev | 33.89% | 32.74% |
| Max Drawdown | -85.22% | -90.01% |
| Current Drawdown | -11.04% | -16.74% |
Fundamentals
| AMAT | ASML | |
|---|---|---|
| Market Cap | $157.68B | $353.75B |
| EPS | $8.50 | $19.25 |
| PE Ratio | 22.33 | 44.65 |
| PEG Ratio | 2.48 | 2.81 |
| Revenue (TTM) | $26.49B | $26.10B |
| Gross Profit (TTM) | $11.99B | $10.70B |
| EBITDA (TTM) | $8.14B | $8.93B |
Correlation
The correlation between AMAT and ASML is 0.63, 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.
Performance
AMAT vs. ASML - Performance Comparison
In the year-to-date period, AMAT achieves a 17.10% return, which is significantly higher than ASML's 15.38% return. Both investments have delivered pretty close results over the past 10 years, with AMAT having a 27.90% annualized return and ASML not far behind at 27.79%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AMAT vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Applied Materials, Inc. (AMAT) 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
AMAT vs. ASML - Dividend Comparison
AMAT's dividend yield for the trailing twelve months is around 0.68%, less than ASML's 0.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | 0.68% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
ASML ASML Holding N.V. | 0.75% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
Drawdowns
AMAT vs. ASML - Drawdown Comparison
The maximum AMAT drawdown since its inception was -85.22%, smaller than the maximum ASML drawdown of -90.01%. Use the drawdown chart below to compare losses from any high point for AMAT and ASML. For additional features, visit the drawdowns tool.
Volatility
AMAT vs. ASML - Volatility Comparison
The current volatility for Applied Materials, Inc. (AMAT) is 7.89%, while ASML Holding N.V. (ASML) has a volatility of 11.09%. This indicates that AMAT 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
AMAT vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Applied Materials, 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.
Total Revenue: Total amount of money received from sales and other business activities