ASML vs. ADA-USD
ASML (ASML Holding N.V.) is a stock, while ADA-USD (Cardano) is a cryptocurrency. Over the past 5 years, ASML returned 22.97%/yr vs -35.83%/yr for ADA-USD. At a 0.21 correlation, their price movements are largely independent.
Performance
ASML vs. ADA-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than ADA-USD's -48.46% return.
ASML
- 1D
- -1.89%
- 1M
- 17.61%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 146.81%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
ADA-USD
- 1D
- 0.57%
- 1M
- -36.57%
- YTD
- -48.46%
- 6M
- -58.23%
- 1Y
- -73.29%
- 3Y*
- -13.30%
- 5Y*
- -35.83%
- 10Y*
- —
ASML vs. ADA-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 74.80% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | -4.24% |
ADA-USD Cardano | -48.46% | -60.53% | 42.06% | 141.64% | -81.22% | 621.17% | 452.29% | -20.01% | -94.29% | 2,760.49% |
Correlation
The correlation between ASML and ADA-USD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.21 |
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Return for Risk
ASML vs. ADA-USD — Risk / Return Rank
ASML
ADA-USD
ASML vs. ADA-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Cardano (ADA-USD). 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 | ADA-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.22 | ||
| Sortino ratioReturn per unit of downside risk | +5.52 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.83 | +0.62 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | -0.88 | +8.70 |
| Martin ratioReturn relative to average drawdown | 21.08 | -1.36 | +22.44 |
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Drawdowns
ASML vs. ADA-USD - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, smaller than the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for ASML and ADA-USD.
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Drawdown Indicators
| ASML | ADA-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -97.85% | +7.85% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -83.69% | +65.84% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -87.24% | +41.86% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -94.72% | +37.88% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | — | — |
Current DrawdownCurrent decline from peak | -1.89% | -94.22% | +92.33% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -77.55% | +49.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 61.12% | -54.49% |
Volatility
ASML vs. ADA-USD - Volatility Comparison
The current volatility for ASML Holding N.V. (ASML) is 17.27%, while Cardano (ADA-USD) has a volatility of 22.15%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | ADA-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 22.15% | -4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 52.67% | -18.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 64.06% | -21.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 74.90% | -32.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 103.19% | -64.47% |
Frequently Asked Questions
ASML and ADA-USD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADA-USD has higher volatility (22.15%) compared to ASML (17.27%). In terms of maximum drawdown, ASML dropped -90.00% vs ADA-USD's -97.85%.
ASML currently has the higher Sharpe Ratio (3.27 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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