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ASML vs. ADBE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ASML vs. ADBE - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-29.34%
7.72%
ASML
ADBE

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

YTD

-10.39%

1M

-4.82%

6M

-29.34%

1Y

-0.95%

5Y (annualized)

21.50%

10Y (annualized)

21.87%

ADBE

YTD

-14.16%

1M

5.59%

6M

7.72%

1Y

-17.36%

5Y (annualized)

11.36%

10Y (annualized)

21.72%

Fundamentals


ASMLADBE
Market Cap$264.29B$222.05B
EPS$18.55$11.80
PE Ratio36.2442.75
PEG Ratio1.711.62
Total Revenue (TTM)$26.24B$20.95B
Gross Profit (TTM)$13.42B$18.49B
EBITDA (TTM)$8.87B$8.64B

Key characteristics


ASMLADBE
Sharpe Ratio-0.02-0.51
Sortino Ratio0.28-0.52
Omega Ratio1.040.93
Calmar Ratio-0.02-0.48
Martin Ratio-0.05-1.00
Ulcer Index17.85%17.30%
Daily Std Dev44.95%34.22%
Max Drawdown-90.00%-79.89%
Current Drawdown-38.51%-25.60%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for ASML, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.02-0.51
The chart of Sortino ratio for ASML, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.28-0.52
The chart of Omega ratio for ASML, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.93
The chart of Calmar ratio for ASML, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.02-0.48
The chart of Martin ratio for ASML, currently valued at -0.05, compared to the broader market0.0010.0020.0030.00-0.05-1.00
ASML
ADBE

The current ASML Sharpe Ratio is -0.02, which is higher than the ADBE Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of ASML and ADBE, 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 Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.02
-0.51
ASML
ADBE

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.


TTM20232022202120202019201820172016201520142013
ASML
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%
ADBE
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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.51%
-25.60%
ASML
ADBE

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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.95%
8.85%
ASML
ADBE

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.


Quarterly
Annual

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


Values in USD except per share items