ASML.AS vs. SNPS

Last updated Apr 1, 2026

Compare and contrast key facts about ASML Holding NV (ASML.AS) and Synopsys, Inc. (SNPS).

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.

ASML.AS vs. SNPS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASML.AS ASML Holding NV	21.63%	37.08%	0.36%	36.66%	-27.83%	78.74%	52.10%	95.32%	-4.67%	37.45%
SNPS Synopsys, Inc.	-14.25%	-14.71%	0.48%	56.43%	-7.98%	52.78%	70.88%	68.98%	3.47%	27.02%

Different Trading Currencies

ASML.AS is traded in EUR, while SNPS is traded in USD. To make them comparable, the SNPS 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 21.63% return, which is significantly higher than SNPS's -16.61% return. Over the past 10 years, ASML.AS has outperformed SNPS with an annualized return of 30.30%, while SNPS has yielded a comparatively lower 22.66% annualized return.

ASML.AS

• 1D: 0.65%
• 1M: -9.26%
• YTD: 21.63%
• 6M: 35.57%
• 1Y: 86.33%
• 3Y*: 22.51%
• 5Y*: 17.25%
• 10Y*: 30.30%

SNPS

• 1D: 0.00%
• 1M: -4.77%
• YTD: -16.61%
• 6M: -20.70%
• 1Y: -15.88%
• 3Y*: -2.18%
• 5Y*: 9.09%
• 10Y*: 22.66%

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

Return for Risk

ASML.AS vs. SNPS — 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: 92
ASML.AS Sharpe Ratio Rank: 93
ASML.AS Sortino Ratio Rank: 90
ASML.AS Omega Ratio Rank: 89
ASML.AS Calmar Ratio Rank: 96
ASML.AS Martin Ratio Rank: 95

SNPS

SNPS Risk / Return Rank: 36
SNPS Sharpe Ratio Rank: 36
SNPS Sortino Ratio Rank: 36
SNPS Omega Ratio Rank: 38
SNPS Calmar Ratio Rank: 35
SNPS Martin Ratio Rank: 36

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. SNPS - Risk-Adjusted Trends 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.

	ASML.AS	SNPS	Difference
Sharpe ratio Return per unit of total volatility	2.25	-0.27	+2.52
Sortino ratio Return per unit of downside risk	2.79	0.03	+2.75
Omega ratio Gain probability vs. loss probability	1.37	1.01	+0.36
Calmar ratio Return relative to maximum drawdown	6.02	-0.42	+6.44
Martin ratio Return relative to average drawdown	15.97	-0.71	+16.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASML.AS vs. SNPS - Sharpe Ratio Comparison

The current ASML.AS Sharpe Ratio is 2.25, which is higher than the SNPS Sharpe Ratio of -0.27. 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.

Sharpe Ratios by Period

	ASML.AS	SNPS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	-0.27	+2.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.23	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	0.65	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.53	-0.01

Correlation

The correlation between ASML.AS and SNPS is 0.37, 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.

Dividends

ASML.AS vs. SNPS - Dividend Comparison

ASML.AS's dividend yield for the trailing twelve months is around 0.59%, while SNPS has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASML.AS ASML Holding NV	0.59%	0.71%	0.92%	0.87%	1.28%	0.47%	0.64%	1.19%	1.02%	0.83%	0.98%	0.85%
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 -42.76%. Use the drawdown chart below to compare losses from any high point for ASML.AS and SNPS.

Drawdown Indicators

	ASML.AS	SNPS	Difference
Max Drawdown Largest peak-to-trough decline	-89.99%	-60.95%	-29.04%
Max Drawdown (1Y) Largest decline over 1 year	-15.81%	-41.04%	+25.23%
Max Drawdown (5Y) Largest decline over 5 years	-47.93%	-41.04%	-6.89%
Max Drawdown (10Y) Largest decline over 10 years	-47.93%	-41.04%	-6.89%
Current Drawdown Current decline from peak	-13.13%	-38.56%	+25.43%
Average Drawdown Average peak-to-trough decline	-32.74%	-20.25%	-12.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.96%	23.28%	-17.32%

Volatility

ASML.AS vs. SNPS - Volatility Comparison

ASML Holding NV (ASML.AS) has a higher volatility of 11.56% compared to Synopsys, Inc. (SNPS) at 9.34%. This indicates that ASML.AS's price experiences larger fluctuations and is considered to be riskier than SNPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASML.AS	SNPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.56%	9.34%	+2.22%
Volatility (6M) Calculated over the trailing 6-month period	26.96%	29.37%	-2.41%
Volatility (1Y) Calculated over the trailing 1-year period	37.93%	58.19%	-20.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.72%	39.99%	-2.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.60%	34.80%	-1.20%

Financials