ASME.DE vs. OR.PA
ASME.DE (ASML Holding NV) and OR.PA (L'Oréal S.A.) are both stocks. ASME.DE operates in Semiconductor Equipment & Materials (Technology), while OR.PA operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, ASME.DE returned 35.85%/yr vs 11.36%/yr for OR.PA. At a 0.29 correlation, their price movements are largely independent.
Performance
ASME.DE vs. OR.PA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ASME.DE achieves a 77.51% return, which is significantly higher than OR.PA's 8.54% return. Over the past 10 years, ASME.DE has outperformed OR.PA with an annualized return of 35.85%, while OR.PA has yielded a comparatively lower 11.36% 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%
OR.PA
- 1D
- 1.81%
- 1M
- 8.74%
- YTD
- 8.54%
- 6M
- 7.53%
- 1Y
- 7.24%
- 3Y*
- 0.41%
- 5Y*
- 1.96%
- 10Y*
- 11.36%
ASME.DE vs. OR.PA - 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% |
OR.PA L'Oréal S.A. | 8.54% | 9.18% | -22.98% | 36.99% | -18.84% | 35.74% | 19.27% | 33.32% | 10.83% | 10.59% |
Correlation
The correlation between ASME.DE and OR.PA is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.29 |
The correlation between ASME.DE and OR.PA shifts across timeframes, from 0.19 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ASME.DE vs. OR.PA — Risk / Return Rank
ASME.DE
OR.PA
ASME.DE vs. OR.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding NV (ASME.DE) and L'Oréal S.A. (OR.PA). 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 | OR.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.30 | ||
| Sortino ratioReturn per unit of downside risk | +3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.07 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 8.97 | 0.38 | +8.59 |
| Martin ratioReturn relative to average drawdown | 23.23 | 0.73 | +22.50 |
Loading charts...
Drawdowns
ASME.DE vs. OR.PA - Drawdown Comparison
The maximum ASME.DE drawdown since its inception was -51.21%, roughly equal to the maximum OR.PA drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for ASME.DE and OR.PA.
Loading charts...
Drawdown Indicators
| ASME.DE | OR.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.21% | -50.83% | -0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -15.76% | -15.20% | -0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -44.67% | -29.92% | -14.75% |
Max Drawdown (5Y)Largest decline over 5 years | -47.94% | -29.92% | -18.02% |
Max Drawdown (10Y)Largest decline over 10 years | -47.94% | -29.92% | -18.02% |
Current DrawdownCurrent decline from peak | 0.00% | -11.33% | +11.33% |
Average DrawdownAverage peak-to-trough decline | -13.30% | -9.67% | -3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.10% | 8.05% | -1.95% |
Volatility
ASME.DE vs. OR.PA - Volatility Comparison
ASML Holding NV (ASME.DE) has a higher volatility of 13.30% compared to L'Oréal S.A. (OR.PA) at 6.19%. This indicates that ASME.DE's price experiences larger fluctuations and is considered to be riskier than OR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ASME.DE | OR.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.30% | 6.19% | +7.11% |
Volatility (6M)Calculated over the trailing 6-month period | 30.78% | 19.89% | +10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.20% | 25.72% | +14.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.24% | 24.56% | +13.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.44% | 22.57% | +12.87% |
Dividends
ASME.DE vs. OR.PA - Dividend Comparison
ASME.DE's dividend yield for the trailing twelve months is around 0.46%, less than OR.PA's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASME.DE ASML Holding NV | 0.46% | 0.71% | 0.92% | 0.87% | 1.27% | 0.47% | 0.64% | 1.19% | 1.02% | 0.82% | 0.99% | 0.84% |
OR.PA L'Oréal S.A. | 1.84% | 1.91% | 1.93% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 3.57% | 3.58% | 3.48% |
Financials
ASME.DE vs. OR.PA - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding NV and L'Oréal S.A.. 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
Frequently Asked Questions
ASME.DE and OR.PA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ASME.DE and OR.PA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer