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ASML.AS vs. SNPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ASML.AS vs. SNPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding NV (ASML.AS) and Synopsys, Inc. (SNPS). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-28.60%
-8.77%
ASML.AS
SNPS

Returns By Period

In the year-to-date period, ASML.AS achieves a -6.90% return, which is significantly lower than SNPS's 1.76% return. Over the past 10 years, ASML.AS has underperformed SNPS with an annualized return of 22.96%, while SNPS has yielded a comparatively higher 28.65% annualized return.


ASML.AS

YTD

-6.90%

1M

-5.03%

6M

-26.88%

1Y

0.95%

5Y (annualized)

21.50%

10Y (annualized)

22.96%

SNPS

YTD

1.76%

1M

3.34%

6M

-8.77%

1Y

-2.02%

5Y (annualized)

30.16%

10Y (annualized)

28.65%

Fundamentals


ASML.ASSNPS
Market Cap€261.83B$85.02B
EPS€17.59$9.68
PE Ratio35.7957.18
PEG Ratio1.702.54
Total Revenue (TTM)€26.24B$4.63B
Gross Profit (TTM)€13.42B$3.62B
EBITDA (TTM)€4.21B$1.19B

Key characteristics


ASML.ASSNPS
Sharpe Ratio0.01-0.05
Sortino Ratio0.280.17
Omega Ratio1.041.02
Calmar Ratio0.01-0.07
Martin Ratio0.01-0.16
Ulcer Index16.73%11.13%
Daily Std Dev40.61%34.98%
Max Drawdown-89.99%-60.95%
Current Drawdown-36.92%-15.66%

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Correlation

-0.50.00.51.00.3

The correlation between ASML.AS and SNPS is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ASML.AS vs. SNPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding NV (ASML.AS) and Synopsys, Inc. (SNPS). 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.


Sharpe ratio
The chart of Sharpe ratio for ASML.AS, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.00-0.06-0.10
The chart of Sortino ratio for ASML.AS, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.210.10
The chart of Omega ratio for ASML.AS, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.01
The chart of Calmar ratio for ASML.AS, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06-0.14
The chart of Martin ratio for ASML.AS, currently valued at -0.14, compared to the broader market-10.000.0010.0020.0030.00-0.14-0.32
ASML.AS
SNPS

The current ASML.AS Sharpe Ratio is 0.01, which is higher than the SNPS Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of ASML.AS and SNPS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.06
-0.10
ASML.AS
SNPS

Dividends

ASML.AS vs. SNPS - Dividend Comparison

ASML.AS's dividend yield for the trailing twelve months is around 0.99%, while SNPS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ASML.AS
ASML Holding NV
0.99%0.87%1.28%0.47%0.64%1.19%1.02%0.83%0.98%0.85%0.68%0.78%
SNPS
Synopsys, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASML.AS vs. SNPS - Drawdown Comparison

The maximum ASML.AS drawdown since its inception was -89.99%, which is greater than SNPS's maximum drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for ASML.AS and SNPS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.69%
-15.66%
ASML.AS
SNPS

Volatility

ASML.AS vs. SNPS - Volatility Comparison

The current volatility for ASML Holding NV (ASML.AS) is 11.20%, while Synopsys, Inc. (SNPS) has a volatility of 12.72%. This indicates that ASML.AS experiences smaller price fluctuations and is considered to be less risky than SNPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.20%
12.72%
ASML.AS
SNPS

Financials

ASML.AS vs. SNPS - Financials Comparison

This section allows you to compare key financial metrics between ASML Holding NV and Synopsys, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. ASML.AS values in EUR, SNPS values in USD