ASML.AS vs. ASM.AS
Compare and contrast key facts about ASML Holding NV (ASML.AS) and ASM International NV (ASM.AS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASML.AS or ASM.AS.
Performance
ASML.AS vs. ASM.AS - Performance Comparison
Returns By Period
In the year-to-date period, ASML.AS achieves a -6.90% return, which is significantly lower than ASM.AS's 6.08% return. Over the past 10 years, ASML.AS has underperformed ASM.AS with an annualized return of 22.96%, while ASM.AS has yielded a comparatively higher 33.13% annualized return.
ASML.AS
-6.90%
-5.03%
-26.88%
0.95%
21.50%
22.96%
ASM.AS
6.08%
-4.34%
-24.23%
7.11%
37.59%
33.13%
Fundamentals
| ASML.AS | ASM.AS | |
|---|---|---|
| Market Cap | €261.83B | €25.40B |
| EPS | €17.59 | €11.17 |
| PE Ratio | 35.79 | 44.43 |
| PEG Ratio | 1.70 | 2.24 |
| Total Revenue (TTM) | €26.24B | €2.76B |
| Gross Profit (TTM) | €13.42B | €1.37B |
| EBITDA (TTM) | €4.21B | €414.50M |
Key characteristics
| ASML.AS | ASM.AS | |
|---|---|---|
| Sharpe Ratio | 0.01 | 0.20 |
| Sortino Ratio | 0.28 | 0.55 |
| Omega Ratio | 1.04 | 1.08 |
| Calmar Ratio | 0.01 | 0.26 |
| Martin Ratio | 0.01 | 0.59 |
| Ulcer Index | 16.73% | 14.67% |
| Daily Std Dev | 40.61% | 42.10% |
| Max Drawdown | -89.99% | -87.99% |
| Current Drawdown | -36.92% | -32.95% |
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Correlation
The correlation between ASML.AS and ASM.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
ASML.AS vs. ASM.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding NV (ASML.AS) and ASM International NV (ASM.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
ASML.AS vs. ASM.AS - Dividend Comparison
ASML.AS's dividend yield for the trailing twelve months is around 0.99%, more than ASM.AS's 0.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
ASML.AS vs. ASM.AS - Drawdown Comparison
The maximum ASML.AS drawdown since its inception was -89.99%, roughly equal to the maximum ASM.AS drawdown of -87.99%. Use the drawdown chart below to compare losses from any high point for ASML.AS and ASM.AS. For additional features, visit the drawdowns tool.
Volatility
ASML.AS vs. ASM.AS - Volatility Comparison
The current volatility for ASML Holding NV (ASML.AS) is 11.20%, while ASM International NV (ASM.AS) has a volatility of 12.36%. This indicates that ASML.AS experiences smaller price fluctuations and is considered to be less risky than ASM.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ASML.AS vs. ASM.AS - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding NV and ASM International 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