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ASM.AS vs. WFSPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ASM.AS vs. WFSPX

Last updated Jul 21, 2026
Documentation

ASM.AS (ASM International NV) is a stock, while WFSPX (iShares S&P 500 Index Fund Class K) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ASM.AS returned 38.02%/yr vs 14.52%/yr for WFSPX. At a 0.35 correlation, their price movements are largely independent.

Performance

ASM.AS vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ASM International NV (ASM.AS) and iShares S&P 500 Index Fund Class K (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ASM.AS is traded in EUR, while WFSPX is traded in USD. To make them comparable, the WFSPX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ASM.AS achieves a 66.18% return, which is significantly higher than WFSPX's 12.56% return. Over the past 10 years, ASM.AS has outperformed WFSPX with an annualized return of 38.02%, while WFSPX has yielded a comparatively lower 14.52% annualized return.

ASM.AS

1D
-1.45%
1M
-19.66%
6M
24.23%
YTD
66.18%
1Y
65.41%
3Y*
30.91%
5Y*
25.28%
10Y*
38.02%
ALL TIME*
23.56%

WFSPX

1D
-0.98%
1M
-0.30%
6M
9.58%
YTD
12.56%
1Y
21.70%
3Y*
18.66%
5Y*
13.79%
10Y*
14.52%
ALL TIME*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASM.AS vs. WFSPX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ASM.AS
ASM International NV		66.18%-6.81%19.44%100.88%-38.85%117.83%82.29%179.46%-35.78%33.94%
WFSPX
iShares S&P 500 Index Fund Class K		12.56%3.85%33.19%22.47%-13.07%38.26%8.67%34.41%-0.36%6.36%

Correlation

The correlation between ASM.AS and WFSPX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2007

0.35

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ASM International NV

iShares S&P 500 Index Fund Class K

Often compared with ASM.AS:
ASM.AS vs. ASMLASM.AS vs. ASML.ASASM.AS vs. BESI.ASASM.AS vs. TSMASM.AS vs. AI.PAASM.AS vs. NVOASM.AS vs. SMH
Often compared with WFSPX:
WFSPX vs. JLGMXWFSPX vs. VOOWFSPX vs. FSPGXWFSPX vs. FXAIXWFSPX vs. BRMKXWFSPX vs. IVVWFSPX vs. APGYX

Return for Risk

ASM.AS vs. WFSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ASM.AS
ASM.AS Risk / Return Rank: 8282
Overall Rank
ASM.AS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ASM.AS Sortino Ratio Rank: 8080
Sortino Ratio Rank
ASM.AS Omega Ratio Rank: 7878
Omega Ratio Rank
ASM.AS Calmar Ratio Rank: 8585
Calmar Ratio Rank
ASM.AS Martin Ratio Rank: 8484
Martin Ratio Rank
WFSPX
WFSPX Risk / Return Rank: 5151
Overall Rank
WFSPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 4646
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 5050
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASM.AS vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASM International NV (ASM.AS) and iShares S&P 500 Index Fund Class K (WFSPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

ASM.ASWFSPXDifference
Sharpe ratioReturn per unit of total volatility
1.39
1.70

-0.31

Sortino ratioReturn per unit of downside risk
2.04
2.24

-0.20

Omega ratioGain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratioReturn relative to maximum drawdown

2.79

2.93

-0.14

Martin ratioReturn relative to average drawdown

6.33

10.94

-4.61

ASM.AS vs. WFSPX - Sharpe Ratio Comparison

The current ASM.AS Sharpe Ratio is 1.39, which is comparable to the WFSPX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ASM.AS and WFSPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ASM.AS vs. WFSPX - Drawdown Comparison

The maximum ASM.AS drawdown since its inception was -76.66%, which is greater than WFSPX's maximum drawdown of -48.09%. Use the drawdown chart below to compare losses from any high point for ASM.AS and WFSPX.

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Drawdown Indicators

ASM.ASWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-76.66%

-48.09%

-28.57%

Max Drawdown (1Y)

Largest decline over 1 year

-23.08%

-7.33%

-15.75%

Max Drawdown (3Y)

Largest decline over 3 years

-52.05%

-23.80%

-28.25%

Max Drawdown (5Y)

Largest decline over 5 years

-53.88%

-23.80%

-30.08%

Max Drawdown (10Y)

Largest decline over 10 years

-53.88%

-33.24%

-20.64%

Current Drawdown

Current decline from peak

-20.59%

-1.74%

-18.85%

Average Drawdown

Average peak-to-trough decline

-18.44%

-7.22%

-11.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.11%

1.96%

+5.15%

Volatility

ASM.AS vs. WFSPX - Volatility Comparison

ASM International NV (ASM.AS) has a higher volatility of 16.59% compared to iShares S&P 500 Index Fund Class K (WFSPX) at 2.82%. This indicates that ASM.AS's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ASM.ASWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.59%

2.82%

+13.77%

Volatility (6M)

Calculated over the trailing 6-month period

33.60%

9.22%

+24.38%

Volatility (1Y)

Calculated over the trailing 1-year period

46.43%

12.64%

+33.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.13%

16.83%

+27.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.32%

18.56%

+22.76%

Dividends

ASM.AS vs. WFSPX - Dividend Comparison

ASM.AS's dividend yield for the trailing twelve months is around 0.38%, less than WFSPX's 1.66% yield.

PositionTTM20252024202320222021202020192018201720162015
ASM.AS
ASM International NV		0.38%0.58%0.49%0.53%1.06%0.51%0.83%1.00%0.00%1.24%1.64%1.66%
WFSPX
iShares S&P 500 Index Fund Class K		1.66%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Frequently Asked Questions

ASM.AS and WFSPX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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