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ASML.AS vs. SC02.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ASML.AS vs. SC02.DE

Last updated Jun 14, 2026

ASML.AS (ASML Holding N.V.) is a stock, while SC02.DE (Invesco European Financials Sector UCITS ETF) is Financials Equities fund tracking the STOXX® Europe 600 Optimised Financial Services. Over the past 10 years, ASML.AS returned 35.87%/yr vs 11.61%/yr for SC02.DE. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

ASML.AS vs. SC02.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ASML Holding N.V. (ASML.AS) and Invesco European Financials Sector UCITS ETF (SC02.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASML.AS achieves a 77.49% return, which is significantly higher than SC02.DE's 2.98% return. Over the past 10 years, ASML.AS has outperformed SC02.DE with an annualized return of 35.87%, while SC02.DE has yielded a comparatively lower 11.61% 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%

SC02.DE

1D
2.65%
1M
3.10%
YTD
2.98%
6M
8.93%
1Y
8.49%
3Y*
16.02%
5Y*
8.46%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASML.AS vs. SC02.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
SC02.DE
Invesco European Financials Sector UCITS ETF		2.98%9.93%19.25%27.60%-20.74%24.60%6.09%46.54%-14.49%18.89%

Correlation

The correlation between ASML.AS and SC02.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2009

0.54

The correlation between ASML.AS and SC02.DE shifts across timeframes, from 0.40 (1 year) to 0.57 (10 years), reflecting how their relationship changes across market environments.

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ASML Holding N.V.

Invesco European Financials Sector UCITS ETF

Often compared with ASML.AS:
ASML.AS vs. NVDAASML.AS vs. ASMLASML.AS vs. SPYASML.AS vs. ASME.DEASML.AS vs. TSMASML.AS vs. AMDASML.AS vs. KLAC
Often compared with SC02.DE:
SC02.DE vs. XSFN.LSC02.DE vs. SC0U.DESC02.DE vs. INDA.DESC02.DE vs. ZPDF.DESC02.DE vs. EXH2.DESC02.DE vs. WELK.DESC02.DE vs. ESIF.DE

Return for Risk

ASML.AS vs. SC02.DE — 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: 9696
Overall Rank
ASML.AS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ASML.AS Sortino Ratio Rank: 9595
Sortino Ratio Rank
ASML.AS Omega Ratio Rank: 9494
Omega Ratio Rank
ASML.AS Calmar Ratio Rank: 9797
Calmar Ratio Rank
ASML.AS Martin Ratio Rank: 9797
Martin Ratio Rank
SC02.DE
SC02.DE Risk / Return Rank: 1616
Overall Rank
SC02.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SC02.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
SC02.DE Omega Ratio Rank: 1515
Omega Ratio Rank
SC02.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
SC02.DE Martin Ratio Rank: 1717
Martin Ratio Rank
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. SC02.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML.AS) and Invesco European Financials Sector UCITS ETF (SC02.DE). 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.ASSC02.DEDifference
Sharpe ratioReturn per unit of total volatility
3.47
0.43

+3.04

Sortino ratioReturn per unit of downside risk
3.84
0.71

+3.13

Omega ratioGain probability vs. loss probability

1.50

1.08

+0.41

Calmar ratioReturn relative to maximum drawdown

8.87

0.57

+8.30

Martin ratioReturn relative to average drawdown

23.14

1.59

+21.56

ASML.AS vs. SC02.DE - Sharpe Ratio Comparison

The current ASML.AS Sharpe Ratio is 3.47, which is higher than the SC02.DE Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of ASML.AS and SC02.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ASML.AS vs. SC02.DE - Drawdown Comparison

The maximum ASML.AS drawdown since its inception was -56.76%, which is greater than SC02.DE's maximum drawdown of -42.86%. Use the drawdown chart below to compare losses from any high point for ASML.AS and SC02.DE.

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Drawdown Indicators

ASML.ASSC02.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.76%

-42.86%

-13.90%

Max Drawdown (1Y)

Largest decline over 1 year

-15.81%

-12.17%

-3.64%

Max Drawdown (3Y)

Largest decline over 3 years

-44.77%

-19.17%

-25.60%

Max Drawdown (5Y)

Largest decline over 5 years

-47.93%

-29.68%

-18.25%

Max Drawdown (10Y)

Largest decline over 10 years

-47.93%

-42.86%

-5.07%

Current Drawdown

Current decline from peak

0.00%

-2.17%

+2.17%

Average Drawdown

Average peak-to-trough decline

-14.83%

-7.99%

-6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.09%

4.37%

+1.72%

Volatility

ASML.AS vs. SC02.DE - Volatility Comparison

ASML Holding N.V. (ASML.AS) has a higher volatility of 13.41% compared to Invesco European Financials Sector UCITS ETF (SC02.DE) at 5.46%. This indicates that ASML.AS's price experiences larger fluctuations and is considered to be riskier than SC02.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ASML.ASSC02.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.41%

5.46%

+7.95%

Volatility (6M)

Calculated over the trailing 6-month period

31.18%

12.84%

+18.34%

Volatility (1Y)

Calculated over the trailing 1-year period

40.46%

16.07%

+24.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.54%

19.10%

+19.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.18%

20.61%

+13.57%

Dividends

ASML.AS vs. SC02.DE - Dividend Comparison

ASML.AS's dividend yield for the trailing twelve months is around 0.46%, while SC02.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
SC02.DE
Invesco European Financials Sector UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ASML.AS and SC02.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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