ASML.AS vs. RHHBY
ASML.AS (ASML Holding N.V.) and RHHBY (Roche Holding AG) are both stocks. ASML.AS operates in Semiconductor Equipment & Materials (Technology), while RHHBY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, ASML.AS returned 35.87%/yr vs 7.93%/yr for RHHBY. At a 0.19 correlation, their price movements are largely independent.
Performance
ASML.AS vs. RHHBY - Performance Comparison
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Different Trading Currencies
ASML.AS is traded in EUR, while RHHBY is traded in USD. To make them comparable, the RHHBY 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 RHHBY's 4.82% return. Over the past 10 years, ASML.AS has outperformed RHHBY with an annualized return of 35.87%, while RHHBY has yielded a comparatively lower 7.93% 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%
RHHBY
- 1D
- 0.67%
- 1M
- 1.60%
- YTD
- 4.82%
- 6M
- 7.97%
- 1Y
- 28.65%
- 3Y*
- 11.33%
- 5Y*
- 6.08%
- 10Y*
- 7.93%
ASML.AS vs. RHHBY - 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% |
RHHBY Roche Holding AG | 4.82% | 34.72% | 6.84% | -6.90% | -17.39% | 29.19% | 0.88% | 36.49% | 6.96% | 0.27% |
Correlation
The correlation between ASML.AS and RHHBY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2007 | 0.19 |
The correlation between ASML.AS and RHHBY shifts across timeframes, from 0.03 (5 years) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ASML.AS vs. RHHBY — Risk / Return Rank
ASML.AS
RHHBY
ASML.AS vs. RHHBY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML.AS) and Roche Holding AG (RHHBY). 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 | RHHBY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.45 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.20 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 8.87 | 1.52 | +7.35 |
| Martin ratioReturn relative to average drawdown | 23.14 | 3.62 | +19.53 |
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Drawdowns
ASML.AS vs. RHHBY - Drawdown Comparison
The maximum ASML.AS drawdown since its inception was -56.76%, which is greater than RHHBY's maximum drawdown of -40.05%. Use the drawdown chart below to compare losses from any high point for ASML.AS and RHHBY.
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Drawdown Indicators
| ASML.AS | RHHBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.76% | -40.05% | -16.71% |
Max Drawdown (1Y)Largest decline over 1 year | -15.81% | -17.95% | +2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -44.77% | -21.51% | -23.26% |
Max Drawdown (5Y)Largest decline over 5 years | -47.93% | -40.05% | -7.88% |
Max Drawdown (10Y)Largest decline over 10 years | -47.93% | -40.05% | -7.88% |
Current DrawdownCurrent decline from peak | 0.00% | -10.56% | +10.56% |
Average DrawdownAverage peak-to-trough decline | -14.83% | -12.28% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.09% | 7.66% | -1.57% |
Volatility
ASML.AS vs. RHHBY - Volatility Comparison
ASML Holding N.V. (ASML.AS) has a higher volatility of 13.41% compared to Roche Holding AG (RHHBY) at 8.26%. This indicates that ASML.AS's price experiences larger fluctuations and is considered to be riskier than RHHBY 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 | RHHBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.41% | 8.26% | +5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 31.18% | 17.61% | +13.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.46% | 26.69% | +13.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.54% | 22.53% | +16.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.18% | 22.43% | +11.75% |
Dividends
ASML.AS vs. RHHBY - Dividend Comparison
ASML.AS's dividend yield for the trailing twelve months is around 0.46%, less than RHHBY's 3.00% 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% |
RHHBY Roche Holding AG | 3.00% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
Financials
ASML.AS vs. RHHBY - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Roche Holding AG. 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 RHHBY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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