ASME.DE vs. VOO
Compare and contrast key facts about ASML Holding NV (ASME.DE) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASME.DE or VOO.
Key characteristics
ASME.DE | VOO | |
---|---|---|
YTD Return | 23.10% | 10.48% |
1Y Return | 42.15% | 28.69% |
3Y Return (Ann) | 17.53% | 9.60% |
5Y Return (Ann) | 36.70% | 14.65% |
10Y Return (Ann) | 31.87% | 12.89% |
Sharpe Ratio | 1.09 | 2.52 |
Daily Std Dev | 29.88% | 11.57% |
Max Drawdown | -88.84% | -33.99% |
Current Drawdown | -11.37% | -0.06% |
Correlation
The correlation between ASME.DE and VOO is 0.37, 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.
Performance
ASME.DE vs. VOO - Performance Comparison
In the year-to-date period, ASME.DE achieves a 23.10% return, which is significantly higher than VOO's 10.48% return. Over the past 10 years, ASME.DE has outperformed VOO with an annualized return of 31.87%, while VOO has yielded a comparatively lower 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ASME.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding NV (ASME.DE) and Vanguard S&P 500 ETF (VOO). 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
ASME.DE vs. VOO - Dividend Comparison
ASME.DE's dividend yield for the trailing twelve months is around 0.73%, less than VOO's 1.33% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML Holding NV | 0.73% | 0.87% | 1.27% | 0.47% | 0.64% | 1.19% | 1.02% | 0.82% | 0.99% | 0.84% | 0.68% | 0.77% |
Vanguard S&P 500 ETF | 1.33% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ASME.DE vs. VOO - Drawdown Comparison
The maximum ASME.DE drawdown since its inception was -88.84%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ASME.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
ASME.DE vs. VOO - Volatility Comparison
ASML Holding NV (ASME.DE) has a higher volatility of 10.03% compared to Vanguard S&P 500 ETF (VOO) at 3.36%. This indicates that ASME.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.