ASML.AS vs. SMSN.L

Last updated Jun 14, 2026

ASML.AS (ASML Holding N.V.) and SMSN.L (Samsung Electronics Co. Ltd) are both stocks. Both are in the Technology sector — ASML.AS in Semiconductor Equipment & Materials, SMSN.L in Consumer Electronics. Over the past 10 years, ASML.AS returned 35.87%/yr vs 27.58%/yr for SMSN.L. At a 0.29 correlation, their price movements are largely independent.

Performance

ASML.AS vs. SMSN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ASML Holding N.V. (ASML.AS) and Samsung Electronics Co. Ltd (SMSN.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ASML.AS is traded in EUR, while SMSN.L is traded in USD. To make them comparable, the SMSN.L 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 lower than SMSN.L's 165.96% return. Over the past 10 years, ASML.AS has outperformed SMSN.L with an annualized return of 35.87%, while SMSN.L has yielded a comparatively lower 27.58% 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%

SMSN.L

• 1D: 6.60%
• 1M: 19.71%
• YTD: 165.96%
• 6M: 208.69%
• 1Y: 410.17%
• 3Y*: 55.53%
• 5Y*: 27.97%
• 10Y*: 27.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ASML.AS vs. SMSN.L - 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%
SMSN.L Samsung Electronics Co. Ltd	165.96%	103.42%	-33.85%	34.19%	-27.07%	-1.13%	46.83%	44.76%	-21.84%	42.91%

Correlation

The correlation between ASML.AS and SMSN.L 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	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.43
Correlation (All Time) Calculated using the full available price history since Sep 7, 2007	0.29

The correlation between ASML.AS and SMSN.L shifts across timeframes, from 0.29 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

ASML.AS vs. SMSN.L — 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: 96
ASML.AS Sharpe Ratio Rank: 97
ASML.AS Sortino Ratio Rank: 95
ASML.AS Omega Ratio Rank: 94
ASML.AS Calmar Ratio Rank: 97
ASML.AS Martin Ratio Rank: 97

SMSN.L

SMSN.L Risk / Return Rank: 99
SMSN.L Sharpe Ratio Rank: 100
SMSN.L Sortino Ratio Rank: 99
SMSN.L Omega Ratio Rank: 98
SMSN.L Calmar Ratio Rank: 99
SMSN.L Martin Ratio Rank: 99

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. SMSN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML.AS) and Samsung Electronics Co. Ltd (SMSN.L). 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	SMSN.L	Difference
Sharpe ratio: Return per unit of total volatility	3.47	7.84	-4.36
Sortino ratio: Return per unit of downside risk	3.84	5.91	-2.07
Omega ratio: Gain probability vs. loss probability	1.50	1.76	-0.26
Calmar ratio: Return relative to maximum drawdown	8.87	19.65	-10.78
Martin ratio: Return relative to average drawdown	23.14	59.35	-36.21

ASML.AS vs. SMSN.L - Sharpe Ratio Comparison

The current ASML.AS Sharpe Ratio is 3.47, which is lower than the SMSN.L Sharpe Ratio of 7.84. The chart below compares the historical Sharpe Ratios of ASML.AS and SMSN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ASML.AS vs. SMSN.L - Drawdown Comparison

The maximum ASML.AS drawdown since its inception was -56.76%, which is greater than SMSN.L's maximum drawdown of -50.87%. Use the drawdown chart below to compare losses from any high point for ASML.AS and SMSN.L.

Drawdown Indicators

	ASML.AS	SMSN.L	Difference
Max Drawdown Largest peak-to-trough decline	-56.76%	-50.87%	-5.89%
Max Drawdown (1Y) Largest decline over 1 year	-15.81%	-20.20%	+4.39%
Max Drawdown (3Y) Largest decline over 3 years	-44.77%	-44.12%	-0.65%
Max Drawdown (5Y) Largest decline over 5 years	-47.93%	-44.12%	-3.81%
Max Drawdown (10Y) Largest decline over 10 years	-47.93%	-47.37%	-0.56%
Current Drawdown Current decline from peak	0.00%	-8.06%	+8.06%
Average Drawdown Average peak-to-trough decline	-14.83%	-15.85%	+1.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.09%	6.70%	-0.61%

Volatility

ASML.AS vs. SMSN.L - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML.AS) is 13.41%, while Samsung Electronics Co. Ltd (SMSN.L) has a volatility of 20.05%. This indicates that ASML.AS experiences smaller price fluctuations and is considered to be less risky than SMSN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASML.AS	SMSN.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.41%	20.05%	-6.64%
Volatility (6M) Calculated over the trailing 6-month period	31.18%	42.91%	-11.73%
Volatility (1Y) Calculated over the trailing 1-year period	40.46%	50.67%	-10.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.54%	33.94%	+4.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.18%	32.40%	+1.78%

Dividends

ASML.AS vs. SMSN.L - Dividend Comparison

ASML.AS's dividend yield for the trailing twelve months is around 0.46%, more than SMSN.L's 0.35% 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%
SMSN.L Samsung Electronics Co. Ltd	0.35%	0.94%	2.88%	1.79%	2.50%	1.85%	3.60%	2.47%	3.65%	1.62%	1.68%	1.71%

Financials

Frequently Asked Questions

Can I hold both ASML.AS and SMSN.L in my portfolio?

ASML.AS and SMSN.L 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.