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

Correlation

The correlation between AMAT and ASML is 0.60, 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

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

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Key characteristics

Sharpe Ratio

AMAT:

-0.39

ASML:

-0.38

Sortino Ratio

AMAT:

-0.12

ASML:

-0.17

Omega Ratio

AMAT:

0.98

ASML:

0.98

Calmar Ratio

AMAT:

-0.30

ASML:

-0.36

Martin Ratio

AMAT:

-0.51

ASML:

-0.56

Ulcer Index

AMAT:

28.76%

ASML:

29.46%

Daily Std Dev

AMAT:

48.59%

ASML:

48.75%

Max Drawdown

AMAT:

-85.22%

ASML:

-90.00%

Current Drawdown

AMAT:

-31.01%

ASML:

-30.36%

Fundamentals

Market Cap

AMAT:

$141.48B

ASML:

$302.34B

EPS

AMAT:

$7.70

ASML:

$24.53

PE Ratio

AMAT:

22.62

ASML:

31.35

PEG Ratio

AMAT:

1.96

ASML:

1.52

PS Ratio

AMAT:

5.12

ASML:

9.84

PB Ratio

AMAT:

7.55

ASML:

15.57

Total Revenue (TTM)

AMAT:

$20.99B

ASML:

$30.71B

Gross Profit (TTM)

AMAT:

$10.04B

ASML:

$15.98B

EBITDA (TTM)

AMAT:

$6.48B

ASML:

$11.31B

Returns By Period

In the year-to-date period, AMAT achieves a 7.70% return, which is significantly lower than ASML's 9.96% return. Over the past 10 years, AMAT has outperformed ASML with an annualized return of 25.72%, while ASML has yielded a comparatively lower 22.42% annualized return.


AMAT

YTD

7.70%

1M

20.14%

6M

-5.61%

1Y

-18.97%

5Y*

28.69%

10Y*

25.72%

ASML

YTD

9.96%

1M

11.32%

6M

9.98%

1Y

-18.36%

5Y*

22.16%

10Y*

22.42%

*Annualized

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Risk-Adjusted Performance

AMAT vs. ASML — Risk-Adjusted Performance Rank

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

AMAT
The Risk-Adjusted Performance Rank of AMAT is 3333
Overall Rank
The Sharpe Ratio Rank of AMAT is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of AMAT is 3232
Sortino Ratio Rank
The Omega Ratio Rank of AMAT is 3232
Omega Ratio Rank
The Calmar Ratio Rank of AMAT is 3131
Calmar Ratio Rank
The Martin Ratio Rank of AMAT is 4040
Martin Ratio Rank

ASML
The Risk-Adjusted Performance Rank of ASML is 3131
Overall Rank
The Sharpe Ratio Rank of ASML is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ASML is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ASML is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ASML is 2727
Calmar Ratio Rank
The Martin Ratio Rank of ASML is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current AMAT Sharpe Ratio is -0.39, which is comparable to the ASML Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of AMAT 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.


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Dividends

AMAT vs. ASML - Dividend Comparison

AMAT's dividend yield for the trailing twelve months is around 0.92%, which matches ASML's 0.92% yield.


TTM20242023202220212020201920182017201620152014
AMAT
Applied Materials, Inc.
0.92%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%
ASML
ASML Holding N.V.
0.92%0.97%0.85%1.21%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%

Drawdowns

AMAT vs. ASML - Drawdown Comparison

The maximum AMAT drawdown since its inception was -85.22%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for AMAT and ASML. For additional features, visit the drawdowns tool.


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Volatility

AMAT vs. ASML - Volatility Comparison

Applied Materials, Inc. (AMAT) and ASML Holding N.V. (ASML) have volatilities of 12.25% and 12.21%, 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.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


3.00B4.00B5.00B6.00B7.00B8.00B9.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
7.17B
7.74B
(AMAT) Total Revenue
(ASML) Total Revenue
Values in USD except per share items

AMAT vs. ASML - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

44.0%46.0%48.0%50.0%52.0%54.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
48.8%
54.0%
(AMAT) Gross Margin
(ASML) Gross Margin
AMAT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Applied Materials, Inc. reported a gross profit of 3.50B and revenue of 7.17B. Therefore, the gross margin over that period was 48.8%.

ASML - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ASML Holding N.V. reported a gross profit of 4.18B and revenue of 7.74B. Therefore, the gross margin over that period was 54.0%.

AMAT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Applied Materials, Inc. reported an operating income of 2.18B and revenue of 7.17B, resulting in an operating margin of 30.4%.

ASML - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ASML Holding N.V. reported an operating income of 2.74B and revenue of 7.74B, resulting in an operating margin of 35.4%.

AMAT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Applied Materials, Inc. reported a net income of 1.19B and revenue of 7.17B, resulting in a net margin of 16.5%.

ASML - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ASML Holding N.V. reported a net income of 2.36B and revenue of 7.74B, resulting in a net margin of 30.4%.