ASML.AS vs. SIE.DE
ASML.AS (ASML Holding NV) and SIE.DE (Siemens Aktiengesellschaft) are both stocks. ASML.AS operates in Semiconductor Equipment & Materials (Technology), while SIE.DE operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, ASML.AS returned 35.87%/yr vs 14.63%/yr for SIE.DE. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
ASML.AS vs. SIE.DE - Performance Comparison
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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 SIE.DE's 12.95% return. Over the past 10 years, ASML.AS has outperformed SIE.DE with an annualized return of 35.87%, while SIE.DE has yielded a comparatively lower 14.63% annualized return.
ASML.AS
- 1D
- 3.40%
- 1M
- 22.80%
- YTD
- 77.49%
- 6M
- 76.74%
- 1Y
- 142.78%
- 3Y*
- 34.95%
- 5Y*
- 24.36%
- 10Y*
- 35.87%
SIE.DE
- 1D
- 2.32%
- 1M
- -0.86%
- YTD
- 12.95%
- 6M
- 13.71%
- 1Y
- 24.28%
- 3Y*
- 20.02%
- 5Y*
- 17.09%
- 10Y*
- 14.63%
ASML.AS vs. SIE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML.AS ASML Holding NV | 77.49% | 37.08% | 0.36% | 36.66% | -27.83% | 78.74% | 52.10% | 95.32% | -4.67% | 37.45% |
SIE.DE Siemens Aktiengesellschaft | 12.95% | 29.80% | 14.13% | 34.91% | -12.68% | 33.35% | 4.42% | 24.41% | -13.54% | 2.45% |
Correlation
The correlation between ASML.AS and SIE.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2006 | 0.51 |
The correlation between ASML.AS and SIE.DE has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.
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Return for Risk
ASML.AS vs. SIE.DE — Risk / Return Rank
ASML.AS
SIE.DE
ASML.AS vs. SIE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding NV (ASML.AS) and Siemens Aktiengesellschaft (SIE.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.AS | SIE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.16 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 8.87 | 1.20 | +7.68 |
| Martin ratioReturn relative to average drawdown | 23.14 | 3.78 | +19.36 |
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Drawdowns
ASML.AS vs. SIE.DE - Drawdown Comparison
The maximum ASML.AS drawdown since its inception was -56.76%, smaller than the maximum SIE.DE drawdown of -67.41%. Use the drawdown chart below to compare losses from any high point for ASML.AS and SIE.DE.
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Drawdown Indicators
| ASML.AS | SIE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.76% | -67.41% | +10.65% |
Max Drawdown (1Y)Largest decline over 1 year | -15.81% | -20.23% | +4.42% |
Max Drawdown (3Y)Largest decline over 3 years | -44.77% | -27.33% | -17.44% |
Max Drawdown (5Y)Largest decline over 5 years | -47.93% | -38.97% | -8.96% |
Max Drawdown (10Y)Largest decline over 10 years | -47.93% | -49.26% | +1.33% |
Current DrawdownCurrent decline from peak | 0.00% | -5.10% | +5.10% |
Average DrawdownAverage peak-to-trough decline | -14.83% | -14.99% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.09% | 6.41% | -0.32% |
Volatility
ASML.AS vs. SIE.DE - Volatility Comparison
ASML Holding NV (ASML.AS) has a higher volatility of 13.41% compared to Siemens Aktiengesellschaft (SIE.DE) at 8.93%. This indicates that ASML.AS's price experiences larger fluctuations and is considered to be riskier than SIE.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.AS | SIE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.41% | 8.93% | +4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 31.18% | 25.33% | +5.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.46% | 32.51% | +7.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.54% | 30.13% | +8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.18% | 27.95% | +6.23% |
Dividends
ASML.AS vs. SIE.DE - Dividend Comparison
ASML.AS's dividend yield for the trailing twelve months is around 0.46%, less than SIE.DE's 2.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML.AS ASML Holding NV | 0.46% | 0.71% | 0.92% | 0.87% | 1.28% | 0.47% | 0.64% | 1.19% | 1.02% | 0.83% | 0.98% | 0.85% |
SIE.DE Siemens Aktiengesellschaft | 2.02% | 2.17% | 2.49% | 2.50% | 3.09% | 2.29% | 3.32% | 3.26% | 3.80% | 3.10% | 3.00% | 3.67% |
Financials
ASML.AS vs. SIE.DE - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding NV and Siemens Aktiengesellschaft. 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 SIE.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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