ASML.AS vs. PM
ASML.AS (ASML Holding N.V.) and PM (Philip Morris International Inc.) are both stocks. ASML.AS operates in Semiconductor Equipment & Materials (Technology), while PM operates in Tobacco (Consumer Defensive). Over the past 10 years, ASML.AS returned 35.87%/yr vs 11.36%/yr for PM. At a 0.11 correlation, their price movements are largely independent.
Performance
ASML.AS vs. PM - Performance Comparison
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Different Trading Currencies
ASML.AS is traded in EUR, while PM is traded in USD. To make them comparable, the PM 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 77.49% return, which is significantly higher than PM's 17.71% return. Over the past 10 years, ASML.AS has outperformed PM with an annualized return of 35.87%, while PM has yielded a comparatively lower 11.36% annualized return.
ASML.AS
- 1D
- 3.40%
- 1M
- 24.72%
- YTD
- 77.49%
- 6M
- 76.74%
- 1Y
- 147.16%
- 3Y*
- 34.95%
- 5Y*
- 24.36%
- 10Y*
- 35.87%
PM
- 1D
- 2.04%
- 1M
- -2.30%
- YTD
- 17.71%
- 6M
- 23.93%
- 1Y
- 3.37%
- 3Y*
- 28.17%
- 5Y*
- 19.87%
- 10Y*
- 11.36%
ASML.AS vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML.AS ASML Holding N.V. | 77.49% | 37.08% | 0.36% | 36.66% | -27.83% | 78.74% | 52.10% | 95.32% | -4.67% | 37.45% |
PM Philip Morris International Inc. | 17.71% | 21.61% | 43.20% | -4.80% | 19.27% | 29.81% | -4.86% | 38.07% | -30.16% | 5.12% |
Correlation
The correlation between ASML.AS and PM is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2008 | 0.11 |
The correlation between ASML.AS and PM shifts across timeframes, from -0.16 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ASML.AS vs. PM — Risk / Return Rank
ASML.AS
PM
ASML.AS vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML.AS) and Philip Morris International Inc. (PM). 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.
| ASML.AS | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.34 | ||
| Sortino ratioReturn per unit of downside risk | +3.46 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.05 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 8.87 | 0.19 | +8.69 |
| Martin ratioReturn relative to average drawdown | 23.14 | 0.35 | +22.79 |
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Drawdowns
ASML.AS vs. PM - Drawdown Comparison
The maximum ASML.AS drawdown since its inception was -56.76%, which is greater than PM's maximum drawdown of -42.94%. Use the drawdown chart below to compare losses from any high point for ASML.AS and PM.
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Drawdown Indicators
| ASML.AS | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.76% | -42.94% | -13.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.81% | -20.65% | +4.84% |
Max Drawdown (3Y)Largest decline over 3 years | -44.77% | -20.91% | -23.86% |
Max Drawdown (5Y)Largest decline over 5 years | -47.93% | -20.91% | -27.02% |
Max Drawdown (10Y)Largest decline over 10 years | -47.93% | -42.94% | -4.99% |
Current DrawdownCurrent decline from peak | 0.00% | -3.47% | +3.47% |
Average DrawdownAverage peak-to-trough decline | -14.83% | -10.41% | -4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.09% | 10.95% | -4.86% |
Volatility
ASML.AS vs. PM - Volatility Comparison
ASML Holding N.V. (ASML.AS) has a higher volatility of 13.41% compared to Philip Morris International Inc. (PM) at 8.40%. This indicates that ASML.AS's price experiences larger fluctuations and is considered to be riskier than PM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML.AS | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.41% | 8.40% | +5.01% |
Volatility (6M)Calculated over the trailing 6-month period | 31.18% | 21.61% | +9.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.46% | 28.53% | +11.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.54% | 22.42% | +16.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.18% | 24.63% | +9.55% |
Dividends
ASML.AS vs. PM - Dividend Comparison
ASML.AS's dividend yield for the trailing twelve months is around 0.46%, less than PM's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML.AS ASML Holding N.V. | 0.46% | 0.71% | 0.92% | 0.87% | 1.28% | 0.47% | 0.64% | 1.19% | 1.02% | 0.83% | 0.98% | 0.85% |
PM Philip Morris International Inc. | 3.13% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
Financials
ASML.AS vs. PM - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Philip Morris International Inc.. 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
ASML.AS and PM have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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