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

Correlation

The correlation between ASML and ADBE is 0.59, 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.


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.

10,000.00%20,000.00%30,000.00%40,000.00%December2025FebruaryMarchAprilMay
39,327.49%
8,510.96%
ASML
ADBE

Key characteristics

Sharpe Ratio

ASML:

-0.45

ADBE:

-0.57

Sortino Ratio

ASML:

-0.35

ADBE:

-0.58

Omega Ratio

ASML:

0.95

ADBE:

0.91

Calmar Ratio

ASML:

-0.47

ADBE:

-0.41

Martin Ratio

ASML:

-0.74

ADBE:

-1.03

Ulcer Index

ASML:

29.05%

ADBE:

20.24%

Daily Std Dev

ASML:

48.34%

ADBE:

36.88%

Max Drawdown

ASML:

-90.00%

ADBE:

-79.89%

Current Drawdown

ASML:

-35.67%

ADBE:

-44.08%

Fundamentals

Market Cap

ASML:

$271.44B

ADBE:

$162.33B

EPS

ASML:

$25.06

ADBE:

$15.16

PE Ratio

ASML:

27.55

ADBE:

25.12

PEG Ratio

ASML:

1.33

ADBE:

1.24

PS Ratio

ASML:

8.81

ADBE:

7.37

PB Ratio

ASML:

13.59

ADBE:

12.40

Total Revenue (TTM)

ASML:

$30.71B

ADBE:

$22.04B

Gross Profit (TTM)

ASML:

$15.98B

ADBE:

$19.61B

EBITDA (TTM)

ASML:

$11.31B

ADBE:

$9.14B

Returns By Period

In the year-to-date period, ASML achieves a 1.58% return, which is significantly higher than ADBE's -13.43% return. Over the past 10 years, ASML has outperformed ADBE with an annualized return of 21.81%, while ADBE has yielded a comparatively lower 17.61% annualized return.


ASML

YTD

1.58%

1M

14.08%

6M

6.44%

1Y

-22.16%

5Y*

19.28%

10Y*

21.81%

ADBE

YTD

-13.43%

1M

12.99%

6M

-23.74%

1Y

-21.80%

5Y*

0.94%

10Y*

17.61%

*Annualized

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Risk-Adjusted Performance

ASML vs. ADBE — Risk-Adjusted Performance Rank

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

ASML
The Risk-Adjusted Performance Rank of ASML is 2828
Overall Rank
The Sharpe Ratio Rank of ASML is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of ASML is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ASML is 2727
Omega Ratio Rank
The Calmar Ratio Rank of ASML is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ASML is 3636
Martin Ratio Rank

ADBE
The Risk-Adjusted Performance Rank of ADBE is 2323
Overall Rank
The Sharpe Ratio Rank of ADBE is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of ADBE is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ADBE is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ADBE is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ADBE is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ASML Sharpe Ratio is -0.45, which is comparable to the ADBE Sharpe Ratio of -0.57. 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-1.00-0.80-0.60-0.40-0.200.000.20December2025FebruaryMarchAprilMay
-0.46
-0.59
ASML
ADBE

Dividends

ASML vs. ADBE - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.99%, while ADBE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ASML
ASML Holding N.V.
0.99%0.97%0.85%1.21%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%
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.


-50.00%-40.00%-30.00%-20.00%December2025FebruaryMarchAprilMay
-35.67%
-44.08%
ASML
ADBE

Volatility

ASML vs. ADBE - Volatility Comparison

ASML Holding N.V. (ASML) has a higher volatility of 19.34% compared to Adobe Inc (ADBE) at 9.48%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than ADBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
19.34%
9.48%
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


2.00B4.00B6.00B8.00B10.00B20212022202320242025
7.74B
5.71B
(ASML) Total Revenue
(ADBE) Total Revenue
Values in USD except per share items

ASML vs. ADBE - Profitability Comparison

The chart below illustrates the profitability comparison between ASML Holding N.V. and Adobe Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20212022202320242025
54.0%
89.1%
(ASML) Gross Margin
(ADBE) Gross Margin
ASML - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ASML Holding N.V. reported a gross profit of 4.18B and revenue of 7.74B. Therefore, the gross margin over that period was 54.0%.

ADBE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Adobe Inc reported a gross profit of 5.09B and revenue of 5.71B. Therefore, the gross margin over that period was 89.1%.

ASML - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ASML Holding N.V. reported an operating income of 2.74B and revenue of 7.74B, resulting in an operating margin of 35.4%.

ADBE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Adobe Inc reported an operating income of 2.16B and revenue of 5.71B, resulting in an operating margin of 37.9%.

ASML - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ASML Holding N.V. reported a net income of 2.36B and revenue of 7.74B, resulting in a net margin of 30.4%.

ADBE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Adobe Inc reported a net income of 1.81B and revenue of 5.71B, resulting in a net margin of 31.7%.