ASML.AS vs. KLAC

Last updated Apr 1, 2026

Compare and contrast key facts about ASML Holding NV (ASML.AS) and KLA Corporation (KLAC).

Performance

ASML.AS vs. KLAC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ASML Holding NV (ASML.AS) and KLA Corporation (KLAC). The values are adjusted to include any dividend payments, if applicable.

ASML.AS vs. KLAC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASML.AS ASML Holding NV	21.63%	37.08%	0.36%	36.66%	-27.83%	78.74%	52.10%	95.32%	-4.67%	37.45%
KLAC KLA Corporation	23.26%	71.40%	16.58%	51.37%	-5.70%	80.62%	35.75%	108.60%	-8.38%	19.99%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ASML.AS achieves a 21.63% return, which is significantly higher than KLAC's 16.48% return. Over the past 10 years, ASML.AS has underperformed KLAC with an annualized return of 30.30%, while KLAC has yielded a comparatively higher 36.38% annualized return.

ASML.AS

• 1D: 0.65%
• 1M: -9.26%
• YTD: 21.63%
• 6M: 35.57%
• 1Y: 86.33%
• 3Y*: 22.51%
• 5Y*: 17.25%
• 10Y*: 30.30%

KLAC

• 1D: 0.00%
• 1M: -6.68%
• YTD: 16.48%
• 6M: 31.30%
• 1Y: 92.95%
• 3Y*: 49.77%
• 5Y*: 33.87%
• 10Y*: 36.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ASML.AS vs. KLAC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASML.AS

ASML.AS Risk / Return Rank: 92
ASML.AS Sharpe Ratio Rank: 93
ASML.AS Sortino Ratio Rank: 90
ASML.AS Omega Ratio Rank: 89
ASML.AS Calmar Ratio Rank: 96
ASML.AS Martin Ratio Rank: 95

KLAC

KLAC Risk / Return Rank: 93
KLAC Sharpe Ratio Rank: 94
KLAC Sortino Ratio Rank: 89
KLAC Omega Ratio Rank: 91
KLAC Calmar Ratio Rank: 95
KLAC Martin Ratio Rank: 96

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.

ASML.AS vs. KLAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding NV (ASML.AS) and KLA Corporation (KLAC). 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.

	ASML.AS	KLAC	Difference
Sharpe ratio Return per unit of total volatility	2.25	1.87	+0.38
Sortino ratio Return per unit of downside risk	2.79	2.31	+0.48
Omega ratio Gain probability vs. loss probability	1.37	1.34	+0.03
Calmar ratio Return relative to maximum drawdown	6.02	4.46	+1.55
Martin ratio Return relative to average drawdown	15.97	14.05	+1.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASML.AS vs. KLAC - Sharpe Ratio Comparison

The current ASML.AS Sharpe Ratio is 2.25, which is comparable to the KLAC Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of ASML.AS and KLAC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ASML.AS	KLAC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	1.87	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.82	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	0.89	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.62	-0.10

Correlation

The correlation between ASML.AS and KLAC is 0.47, 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.

Dividends

ASML.AS vs. KLAC - Dividend Comparison

ASML.AS's dividend yield for the trailing twelve months is around 0.59%, more than KLAC's 0.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASML.AS ASML Holding NV	0.59%	0.71%	0.92%	0.87%	1.28%	0.47%	0.64%	1.19%	1.02%	0.83%	0.98%	0.85%
KLAC KLA Corporation	0.52%	0.61%	0.96%	0.92%	1.25%	0.91%	1.35%	1.74%	3.17%	2.15%	2.67%	2.94%

Drawdowns

ASML.AS vs. KLAC - Drawdown Comparison

The maximum ASML.AS drawdown since its inception was -89.99%, which is greater than KLAC's maximum drawdown of -72.63%. Use the drawdown chart below to compare losses from any high point for ASML.AS and KLAC.

Drawdown Indicators

	ASML.AS	KLAC	Difference
Max Drawdown Largest peak-to-trough decline	-89.99%	-83.74%	-6.25%
Max Drawdown (1Y) Largest decline over 1 year	-15.81%	-22.41%	+6.60%
Max Drawdown (5Y) Largest decline over 5 years	-47.93%	-40.28%	-7.65%
Max Drawdown (10Y) Largest decline over 10 years	-47.93%	-40.28%	-7.65%
Current Drawdown Current decline from peak	-13.13%	-12.49%	-0.64%
Average Drawdown Average peak-to-trough decline	-32.74%	-29.47%	-3.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.96%	7.00%	-1.04%

Volatility

ASML.AS vs. KLAC - Volatility Comparison

The current volatility for ASML Holding NV (ASML.AS) is 11.56%, while KLA Corporation (KLAC) has a volatility of 14.83%. This indicates that ASML.AS experiences smaller price fluctuations and is considered to be less risky than KLAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASML.AS	KLAC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.56%	14.83%	-3.27%
Volatility (6M) Calculated over the trailing 6-month period	26.96%	36.02%	-9.06%
Volatility (1Y) Calculated over the trailing 1-year period	37.93%	50.09%	-12.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.72%	41.81%	-4.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.60%	40.80%	-7.20%

Financials