ASME.DE vs. ^STOXX
ASME.DE (ASML Holding NV) is a stock, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 10 years, ASME.DE returned 35.85%/yr vs 7.05%/yr for ^STOXX. At a 0.44 correlation, their price movements are largely independent.
Performance
ASME.DE vs. ^STOXX - Performance Comparison
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Returns By Period
In the year-to-date period, ASME.DE achieves a 77.51% return, which is significantly higher than ^STOXX's 6.82% return. Over the past 10 years, ASME.DE has outperformed ^STOXX with an annualized return of 35.85%, while ^STOXX has yielded a comparatively lower 7.05% annualized return.
ASME.DE
- 1D
- 3.40%
- 1M
- 19.29%
- YTD
- 77.51%
- 6M
- 76.86%
- 1Y
- 147.00%
- 3Y*
- 34.93%
- 5Y*
- 24.52%
- 10Y*
- 35.85%
^STOXX
- 1D
- 1.88%
- 1M
- 3.56%
- YTD
- 6.82%
- 6M
- 9.51%
- 1Y
- 16.20%
- 3Y*
- 10.98%
- 5Y*
- 6.72%
- 10Y*
- 7.05%
ASME.DE vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASME.DE ASML Holding NV | 77.51% | 37.42% | -0.38% | 36.52% | -28.25% | 81.30% | 51.01% | 96.94% | -5.28% | 38.98% |
^STOXX STOXX Europe 600 Index | 6.82% | 17.42% | 5.39% | 12.74% | -13.06% | 22.10% | -3.83% | 23.78% | -13.61% | 7.68% |
Correlation
The correlation between ASME.DE and ^STOXX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.44 |
The correlation between ASME.DE and ^STOXX shifts across timeframes, from 0.44 (all time) to 0.61 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ASME.DE vs. ^STOXX — Risk / Return Rank
ASME.DE
^STOXX
ASME.DE vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding NV (ASME.DE) and STOXX Europe 600 Index (^STOXX). 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.
| ASME.DE | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.23 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 8.97 | 1.61 | +7.37 |
| Martin ratioReturn relative to average drawdown | 23.23 | 5.82 | +17.41 |
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Drawdowns
ASME.DE vs. ^STOXX - Drawdown Comparison
The maximum ASME.DE drawdown since its inception was -51.21%, smaller than the maximum ^STOXX drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for ASME.DE and ^STOXX.
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Drawdown Indicators
| ASME.DE | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.21% | -60.54% | +9.33% |
Max Drawdown (1Y)Largest decline over 1 year | -15.76% | -9.56% | -6.20% |
Max Drawdown (3Y)Largest decline over 3 years | -44.67% | -16.56% | -28.11% |
Max Drawdown (5Y)Largest decline over 5 years | -47.94% | -22.55% | -25.39% |
Max Drawdown (10Y)Largest decline over 10 years | -47.94% | -35.55% | -12.39% |
Current DrawdownCurrent decline from peak | 0.00% | -0.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -13.30% | -14.61% | +1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.10% | 2.68% | +3.42% |
Volatility
ASME.DE vs. ^STOXX - Volatility Comparison
ASML Holding NV (ASME.DE) has a higher volatility of 13.30% compared to STOXX Europe 600 Index (^STOXX) at 3.17%. This indicates that ASME.DE's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASME.DE | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.30% | 3.17% | +10.13% |
Volatility (6M)Calculated over the trailing 6-month period | 30.78% | 10.28% | +20.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.20% | 12.30% | +27.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.24% | 14.22% | +24.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.44% | 15.50% | +19.94% |
Frequently Asked Questions
ASME.DE and ^STOXX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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