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ASML.AS vs. KLAC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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 undefined (KLAC). The values are adjusted to include any dividend payments, if applicable.

5,000.00%5,500.00%6,000.00%6,500.00%7,000.00%OctoberNovemberDecember2025FebruaryMarch
5,910.01%
5,775.37%
ASML.AS
KLAC

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Risk-Adjusted Performance

ASML.AS vs. undefined - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for ASML.AS, currently valued at -0.53, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.530.12
The chart of Sortino ratio for ASML.AS, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.500.43
The chart of Omega ratio for ASML.AS, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.06
The chart of Calmar ratio for ASML.AS, currently valued at -0.55, compared to the broader market0.001.002.003.004.005.00-0.550.16
The chart of Martin ratio for ASML.AS, currently valued at -0.89, compared to the broader market0.005.0010.0015.0020.0025.00-0.890.30
ASML.AS
KLAC


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00OctoberNovemberDecember2025FebruaryMarch
-0.53
0.12
ASML.AS
KLAC

Drawdowns

ASML.AS vs. KLAC - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2025FebruaryMarch
-33.60%
-19.74%
ASML.AS
KLAC

Volatility

ASML.AS vs. KLAC - Volatility Comparison

The current volatility for ASML Holding NV (ASML.AS) is 9.39%, while undefined (KLAC) has a volatility of 10.23%. 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.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2025FebruaryMarch
9.39%
10.23%
ASML.AS
KLAC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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