ASM.AS vs. ASML.AS
Compare and contrast key facts about ASM International NV (ASM.AS) and ASML Holding NV (ASML.AS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASM.AS or ASML.AS.
Performance
ASM.AS vs. ASML.AS - Performance Comparison
Returns By Period
In the year-to-date period, ASM.AS achieves a 6.08% return, which is significantly higher than ASML.AS's -6.90% return. Over the past 10 years, ASM.AS has outperformed ASML.AS with an annualized return of 33.13%, while ASML.AS has yielded a comparatively lower 22.96% annualized return.
ASM.AS
6.08%
-4.34%
-24.23%
7.11%
37.59%
33.13%
ASML.AS
-6.90%
-5.03%
-26.88%
0.95%
21.50%
22.96%
Fundamentals
| ASM.AS | ASML.AS | |
|---|---|---|
| Market Cap | €25.72B | €247.83B |
| EPS | €11.15 | €17.63 |
| PE Ratio | 47.00 | 35.75 |
| PEG Ratio | 2.28 | 1.68 |
| Total Revenue (TTM) | €2.76B | €26.24B |
| Gross Profit (TTM) | €1.37B | €13.42B |
| EBITDA (TTM) | €414.50M | €4.21B |
Key characteristics
| ASM.AS | ASML.AS | |
|---|---|---|
| Sharpe Ratio | 0.20 | 0.01 |
| Sortino Ratio | 0.55 | 0.28 |
| Omega Ratio | 1.08 | 1.04 |
| Calmar Ratio | 0.26 | 0.01 |
| Martin Ratio | 0.59 | 0.01 |
| Ulcer Index | 14.67% | 16.73% |
| Daily Std Dev | 42.10% | 40.61% |
| Max Drawdown | -87.99% | -89.99% |
| Current Drawdown | -32.95% | -36.92% |
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Correlation
The correlation between ASM.AS and ASML.AS is 0.64, 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
ASM.AS vs. ASML.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASM International NV (ASM.AS) and ASML Holding NV (ASML.AS). 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
ASM.AS vs. ASML.AS - Dividend Comparison
ASM.AS's dividend yield for the trailing twelve months is around 0.55%, less than ASML.AS's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASM.AS ASM International NV | 0.55% | 0.53% | 1.06% | 0.51% | 0.28% | 2.00% | 13.26% | 1.24% | 1.64% | 1.66% | 1.42% | 19.83% |
ASML.AS ASML Holding NV | 0.99% | 0.87% | 1.28% | 0.47% | 0.64% | 1.19% | 1.02% | 0.83% | 0.98% | 0.85% | 0.68% | 0.78% |
Drawdowns
ASM.AS vs. ASML.AS - Drawdown Comparison
The maximum ASM.AS drawdown since its inception was -87.99%, roughly equal to the maximum ASML.AS drawdown of -89.99%. Use the drawdown chart below to compare losses from any high point for ASM.AS and ASML.AS. For additional features, visit the drawdowns tool.
Volatility
ASM.AS vs. ASML.AS - Volatility Comparison
ASM International NV (ASM.AS) has a higher volatility of 12.36% compared to ASML Holding NV (ASML.AS) at 11.20%. This indicates that ASM.AS's price experiences larger fluctuations and is considered to be riskier than ASML.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ASM.AS vs. ASML.AS - Financials Comparison
This section allows you to compare key financial metrics between ASM International NV and ASML Holding NV. 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