ASML vs. ADBE
Compare and contrast key facts about ASML Holding N.V. (ASML) and Adobe Inc (ADBE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASML or ADBE.
Performance
ASML vs. ADBE - Performance Comparison
Returns By Period
In the year-to-date period, ASML achieves a -10.39% return, which is significantly higher than ADBE's -14.16% return. Both investments have delivered pretty close results over the past 10 years, with ASML having a 21.87% annualized return and ADBE not far behind at 21.72%.
ASML
-10.39%
-4.82%
-29.34%
-0.95%
21.50%
21.87%
ADBE
-14.16%
5.59%
7.72%
-17.36%
11.36%
21.72%
Fundamentals
ASML | ADBE | |
---|---|---|
Market Cap | $264.29B | $222.05B |
EPS | $18.55 | $11.80 |
PE Ratio | 36.24 | 42.75 |
PEG Ratio | 1.71 | 1.62 |
Total Revenue (TTM) | $26.24B | $20.95B |
Gross Profit (TTM) | $13.42B | $18.49B |
EBITDA (TTM) | $8.87B | $8.64B |
Key characteristics
ASML | ADBE | |
---|---|---|
Sharpe Ratio | -0.02 | -0.51 |
Sortino Ratio | 0.28 | -0.52 |
Omega Ratio | 1.04 | 0.93 |
Calmar Ratio | -0.02 | -0.48 |
Martin Ratio | -0.05 | -1.00 |
Ulcer Index | 17.85% | 17.30% |
Daily Std Dev | 44.95% | 34.22% |
Max Drawdown | -90.00% | -79.89% |
Current Drawdown | -38.51% | -25.60% |
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Correlation
The correlation between ASML and ADBE is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ASML vs. ADBE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Adobe Inc (ADBE). 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.
Dividends
ASML vs. ADBE - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 1.00%, while ADBE has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML Holding N.V. | 1.00% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% | 0.75% |
Adobe 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 vs. ADBE - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than ADBE's maximum drawdown of -79.89%. Use the drawdown chart below to compare losses from any high point for ASML and ADBE. For additional features, visit the drawdowns tool.
Volatility
ASML vs. ADBE - Volatility Comparison
ASML Holding N.V. (ASML) and Adobe Inc (ADBE) have volatilities of 8.95% and 8.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ASML vs. ADBE - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Adobe 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.
Total Revenue: Total amount of money received from sales and other business activities