ASML vs. 000660.KS

Last updated Jun 9, 2026

ASML (ASML Holding N.V.) and 000660.KS (SK Hynix Inc) are both stocks. Both are in the Technology sector — ASML in Semiconductor Equipment & Materials, 000660.KS in Semiconductors. Over the past 10 years, ASML returned 34.75%/yr vs 50.13%/yr for 000660.KS. At a 0.15 correlation, their price movements are largely independent.

Performance

ASML vs. 000660.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding N.V. (ASML) and SK Hynix Inc (000660.KS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ASML is traded in USD, while 000660.KS is traded in KRW. To make them comparable, the 000660.KS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ASML achieves a 64.06% return, which is significantly lower than 000660.KS's 180.72% return. Over the past 10 years, ASML has underperformed 000660.KS with an annualized return of 34.75%, while 000660.KS has yielded a comparatively higher 50.13% annualized return.

ASML

• 1D: 6.54%
• 1M: 9.86%
• YTD: 64.06%
• 6M: 56.76%
• 1Y: 134.10%
• 3Y*: 36.05%
• 5Y*: 21.93%
• 10Y*: 34.75%

000660.KS

• 1D: 0.00%
• 1M: 9.94%
• YTD: 180.72%
• 6M: 223.75%
• 1Y: 667.98%
• 3Y*: 143.83%
• 5Y*: 64.62%
• 10Y*: 50.13%

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

ASML vs. 000660.KS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASML ASML Holding N.V.	64.06%	56.51%	-7.70%	39.91%	-30.49%	64.13%	66.06%	93.56%	-9.80%	56.23%
000660.KS SK Hynix Inc	180.72%	287.22%	8.25%	86.36%	-45.25%	2.02%	35.65%	51.56%	-22.20%	95.57%

Correlation

The correlation between ASML and 000660.KS is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jul 4, 2007	0.15

Return for Risk

ASML vs. 000660.KS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASML

ASML Risk / Return Rank: 95
ASML Sharpe Ratio Rank: 96
ASML Sortino Ratio Rank: 94
ASML Omega Ratio Rank: 92
ASML Calmar Ratio Rank: 96
ASML Martin Ratio Rank: 96

000660.KS

000660.KS Risk / Return Rank: 99
000660.KS Sharpe Ratio Rank: 100
000660.KS Sortino Ratio Rank: 99
000660.KS Omega Ratio Rank: 98
000660.KS Calmar Ratio Rank: 100
000660.KS Martin Ratio Rank: 100

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 vs. 000660.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and SK Hynix Inc (000660.KS). 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	000660.KS	Difference
Sharpe ratio: Return per unit of total volatility	3.24	9.98	-6.74
Sortino ratio: Return per unit of downside risk	3.63	5.66	-2.03
Omega ratio: Gain probability vs. loss probability	1.45	1.75	-0.30
Calmar ratio: Return relative to maximum drawdown	7.56	23.68	-16.13
Martin ratio: Return relative to average drawdown	20.33	71.59	-51.27
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 vs. 000660.KS - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.24, which is lower than the 000660.KS Sharpe Ratio of 9.98. The chart below compares the historical Sharpe Ratios of ASML and 000660.KS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ASML	000660.KS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.24	9.98	-6.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	1.35	-0.83
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.90	1.16	-0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.46	+0.10

Drawdowns

ASML vs. 000660.KS - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, roughly equal to the maximum 000660.KS drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for ASML and 000660.KS.

Drawdown Indicators

	ASML	000660.KS	Difference
Max Drawdown Largest peak-to-trough decline	-90.00%	-90.66%	+0.66%
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	-29.74%	+11.89%
Max Drawdown (3Y) Largest decline over 3 years	-45.38%	-35.63%	-9.75%
Max Drawdown (5Y) Largest decline over 5 years	-56.84%	-49.81%	-7.03%
Max Drawdown (10Y) Largest decline over 10 years	-56.84%	-56.48%	-0.36%
Current Drawdown Current decline from peak	-0.48%	-18.82%	+18.34%
Average Drawdown Average peak-to-trough decline	-28.14%	-29.12%	+0.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.62%	9.69%	-3.07%

Volatility

ASML vs. 000660.KS - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML) is 15.94%, while SK Hynix Inc (000660.KS) has a volatility of 27.19%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than 000660.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASML	000660.KS	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.94%	27.19%	-11.25%
Volatility (6M) Calculated over the trailing 6-month period	33.30%	56.68%	-23.38%
Volatility (1Y) Calculated over the trailing 1-year period	41.73%	70.61%	-28.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.23%	49.91%	-7.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.62%	44.88%	-6.26%

Dividends

ASML vs. 000660.KS - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.50%, more than 000660.KS's 0.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
000660.KS SK Hynix Inc	0.14%	0.42%	0.52%	0.85%	1.60%	1.18%	0.99%	1.06%	2.48%	1.31%	1.34%	1.63%
ASML ASML Holding N.V.	0.50%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%

Financials

Frequently Asked Questions

Can I hold both ASML and 000660.KS in my portfolio?

ASML and 000660.KS have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.