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ASM.AS vs. ASML
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ASM.AS and ASML is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

ASM.AS vs. ASML - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
13,810.50%
6,457.66%
ASM.AS
ASML

Key characteristics

Sharpe Ratio

ASM.AS:

-0.68

ASML:

-0.45

Sortino Ratio

ASM.AS:

-0.71

ASML:

-0.36

Omega Ratio

ASM.AS:

0.90

ASML:

0.95

Calmar Ratio

ASM.AS:

-0.57

ASML:

-0.48

Martin Ratio

ASM.AS:

-1.16

ASML:

-0.78

Ulcer Index

ASM.AS:

25.67%

ASML:

28.16%

Daily Std Dev

ASM.AS:

45.59%

ASML:

48.60%

Max Drawdown

ASM.AS:

-87.99%

ASML:

-90.00%

Current Drawdown

ASM.AS:

-43.64%

ASML:

-38.19%

Fundamentals

Market Cap

ASM.AS:

€20.03B

ASML:

$258.72B

EPS

ASM.AS:

€13.89

ASML:

$25.46

PE Ratio

ASM.AS:

29.09

ASML:

25.84

PEG Ratio

ASM.AS:

1.26

ASML:

1.22

PS Ratio

ASM.AS:

6.83

ASML:

8.42

PB Ratio

ASM.AS:

5.09

ASML:

12.59

Total Revenue (TTM)

ASM.AS:

€2.29B

ASML:

$30.71B

Gross Profit (TTM)

ASM.AS:

€1.14B

ASML:

$15.98B

Returns By Period

In the year-to-date period, ASM.AS achieves a -25.34% return, which is significantly lower than ASML's -2.40% return. Over the past 10 years, ASM.AS has outperformed ASML with an annualized return of 26.99%, while ASML has yielded a comparatively lower 21.11% annualized return.


ASM.AS

YTD

-25.34%

1M

-8.75%

6M

-19.55%

1Y

-28.97%

5Y*

33.02%

10Y*

26.99%

ASML

YTD

-2.40%

1M

-7.12%

6M

-4.61%

1Y

-23.72%

5Y*

19.33%

10Y*

21.11%

*Annualized

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Risk-Adjusted Performance

ASM.AS vs. ASML — Risk-Adjusted Performance Rank

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

ASM.AS
The Risk-Adjusted Performance Rank of ASM.AS is 1818
Overall Rank
The Sharpe Ratio Rank of ASM.AS is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of ASM.AS is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ASM.AS is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ASM.AS is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ASM.AS is 2323
Martin Ratio Rank

ASML
The Risk-Adjusted Performance Rank of ASML is 2828
Overall Rank
The Sharpe Ratio Rank of ASML is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of ASML is 2828
Sortino Ratio Rank
The Omega Ratio Rank of ASML is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ASML is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ASML is 3535
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.

ASM.AS vs. ASML - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASM International NV (ASM.AS) 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 chart of Sharpe ratio for ASM.AS, currently valued at -0.54, compared to the broader market-2.00-1.000.001.002.003.00
ASM.AS: -0.54
ASML: -0.46
The chart of Sortino ratio for ASM.AS, currently valued at -0.48, compared to the broader market-6.00-4.00-2.000.002.004.00
ASM.AS: -0.48
ASML: -0.37
The chart of Omega ratio for ASM.AS, currently valued at 0.93, compared to the broader market0.501.001.502.00
ASM.AS: 0.93
ASML: 0.95
The chart of Calmar ratio for ASM.AS, currently valued at -0.46, compared to the broader market0.001.002.003.004.005.00
ASM.AS: -0.46
ASML: -0.48
The chart of Martin ratio for ASM.AS, currently valued at -0.89, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ASM.AS: -0.89
ASML: -0.77

The current ASM.AS Sharpe Ratio is -0.68, which is lower than the ASML Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of ASM.AS 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.54
-0.46
ASM.AS
ASML

Dividends

ASM.AS vs. ASML - Dividend Comparison

ASM.AS's dividend yield for the trailing twelve months is around 0.66%, less than ASML's 1.00% yield.


TTM20242023202220212020201920182017201620152014
ASM.AS
ASM International NV
0.66%0.49%0.53%1.06%0.51%0.28%2.00%13.26%1.24%1.64%1.66%1.42%
ASML
ASML Holding N.V.
1.00%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%

Drawdowns

ASM.AS vs. ASML - Drawdown Comparison

The maximum ASM.AS drawdown since its inception was -87.99%, roughly equal to the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ASM.AS and ASML. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-41.16%
-38.19%
ASM.AS
ASML

Volatility

ASM.AS vs. ASML - Volatility Comparison

The current volatility for ASM International NV (ASM.AS) is 15.71%, while ASML Holding N.V. (ASML) has a volatility of 21.06%. This indicates that ASM.AS 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.71%
21.06%
ASM.AS
ASML

Financials

ASM.AS vs. ASML - Financials Comparison

This section allows you to compare key financial metrics between ASM International NV 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


Please note, different currencies. ASM.AS values in EUR, ASML values in USD