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

Correlation

The correlation between ASML and AMAT is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ASML vs. AMAT - Performance Comparison

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

10,000.00%20,000.00%30,000.00%40,000.00%NovemberDecember2025FebruaryMarchApril
37,643.23%
6,214.44%
ASML
AMAT

Key characteristics

Sharpe Ratio

ASML:

-0.45

AMAT:

-0.42

Sortino Ratio

ASML:

-0.36

AMAT:

-0.31

Omega Ratio

ASML:

0.95

AMAT:

0.96

Calmar Ratio

ASML:

-0.48

AMAT:

-0.40

Martin Ratio

ASML:

-0.78

AMAT:

-0.74

Ulcer Index

ASML:

28.16%

AMAT:

27.25%

Daily Std Dev

ASML:

48.60%

AMAT:

48.14%

Max Drawdown

ASML:

-90.00%

AMAT:

-85.22%

Current Drawdown

ASML:

-38.19%

AMAT:

-40.71%

Fundamentals

Market Cap

ASML:

$258.72B

AMAT:

$116.65B

EPS

ASML:

$25.46

AMAT:

$7.65

PE Ratio

ASML:

25.84

AMAT:

18.77

PEG Ratio

ASML:

1.22

AMAT:

1.63

PS Ratio

ASML:

8.42

AMAT:

4.22

PB Ratio

ASML:

12.59

AMAT:

6.26

Total Revenue (TTM)

ASML:

$30.71B

AMAT:

$27.64B

Gross Profit (TTM)

ASML:

$15.98B

AMAT:

$13.19B

EBITDA (TTM)

ASML:

$11.31B

AMAT:

$8.49B

Returns By Period

In the year-to-date period, ASML achieves a -2.40% return, which is significantly higher than AMAT's -7.45% return. Over the past 10 years, ASML has underperformed AMAT with an annualized return of 21.11%, while AMAT has yielded a comparatively higher 23.96% annualized return.


ASML

YTD

-2.40%

1M

-7.12%

6M

-4.61%

1Y

-23.72%

5Y*

19.33%

10Y*

21.11%

AMAT

YTD

-7.45%

1M

-2.26%

6M

-17.89%

1Y

-22.76%

5Y*

24.98%

10Y*

23.96%

*Annualized

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Risk-Adjusted Performance

ASML vs. AMAT — 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 2828
Sortino Ratio Rank
The Omega Ratio Rank of ASML is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ASML is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ASML is 3535
Martin Ratio Rank

AMAT
The Risk-Adjusted Performance Rank of AMAT is 3030
Overall Rank
The Sharpe Ratio Rank of AMAT is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of AMAT is 2929
Sortino Ratio Rank
The Omega Ratio Rank of AMAT is 2929
Omega Ratio Rank
The Calmar Ratio Rank of AMAT is 2727
Calmar Ratio Rank
The Martin Ratio Rank of AMAT is 3636
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. AMAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Applied Materials, Inc. (AMAT). 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 chart of Sharpe ratio for ASML, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
ASML: -0.45
AMAT: -0.42
The chart of Sortino ratio for ASML, currently valued at -0.36, compared to the broader market-6.00-4.00-2.000.002.004.00
ASML: -0.36
AMAT: -0.31
The chart of Omega ratio for ASML, currently valued at 0.95, compared to the broader market0.501.001.502.00
ASML: 0.95
AMAT: 0.96
The chart of Calmar ratio for ASML, currently valued at -0.48, compared to the broader market0.001.002.003.004.005.00
ASML: -0.48
AMAT: -0.40
The chart of Martin ratio for ASML, currently valued at -0.78, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ASML: -0.78
AMAT: -0.74

The current ASML Sharpe Ratio is -0.45, which is comparable to the AMAT Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of ASML and AMAT, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.45
-0.42
ASML
AMAT

Dividends

ASML vs. AMAT - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 1.00%, less than AMAT's 1.07% yield.


TTM20242023202220212020201920182017201620152014
ASML
ASML Holding N.V.
1.00%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%
AMAT
Applied Materials, Inc.
1.07%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%

Drawdowns

ASML vs. AMAT - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than AMAT's maximum drawdown of -85.22%. Use the drawdown chart below to compare losses from any high point for ASML and AMAT. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%NovemberDecember2025FebruaryMarchApril
-38.19%
-40.71%
ASML
AMAT

Volatility

ASML vs. AMAT - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML) is 21.06%, while Applied Materials, Inc. (AMAT) has a volatility of 23.72%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than AMAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.06%
23.72%
ASML
AMAT

Financials

ASML vs. AMAT - Financials Comparison

This section allows you to compare key financial metrics between ASML Holding N.V. and Applied Materials, 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