PortfoliosLab logo
ASML vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ASML and AMZN is 0.54, 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. AMZN - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

ASML:

-0.44

AMZN:

0.38

Sortino Ratio

ASML:

-0.33

AMZN:

0.80

Omega Ratio

ASML:

0.96

AMZN:

1.10

Calmar Ratio

ASML:

-0.47

AMZN:

0.45

Martin Ratio

ASML:

-0.70

AMZN:

1.15

Ulcer Index

ASML:

30.06%

AMZN:

11.99%

Daily Std Dev

ASML:

48.56%

AMZN:

34.67%

Max Drawdown

ASML:

-90.00%

AMZN:

-94.40%

Current Drawdown

ASML:

-31.40%

AMZN:

-15.02%

Fundamentals

Market Cap

ASML:

$293.53B

AMZN:

$2.19T

EPS

ASML:

$25.23

AMZN:

$6.14

PE Ratio

ASML:

29.59

AMZN:

33.34

PEG Ratio

ASML:

1.44

AMZN:

2.27

PS Ratio

ASML:

9.56

AMZN:

3.36

PB Ratio

ASML:

14.73

AMZN:

7.11

Total Revenue (TTM)

ASML:

$30.71B

AMZN:

$650.31B

Gross Profit (TTM)

ASML:

$15.98B

AMZN:

$319.68B

EBITDA (TTM)

ASML:

$11.31B

AMZN:

$133.92B

Returns By Period

In the year-to-date period, ASML achieves a 8.32% return, which is significantly higher than AMZN's -6.24% return. Over the past 10 years, ASML has underperformed AMZN with an annualized return of 22.11%, while AMZN has yielded a comparatively higher 25.31% annualized return.


ASML

YTD

8.32%

1M

12.15%

6M

11.98%

1Y

-21.29%

3Y*

9.62%

5Y*

18.85%

10Y*

22.11%

AMZN

YTD

-6.24%

1M

9.77%

6M

-0.02%

1Y

13.01%

3Y*

21.34%

5Y*

10.99%

10Y*

25.31%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ASML Holding N.V.

Amazon.com, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ASML vs. AMZN — 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 2727
Overall Rank
The Sharpe Ratio Rank of ASML is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ASML is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ASML is 2626
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

AMZN
The Risk-Adjusted Performance Rank of AMZN is 6464
Overall Rank
The Sharpe Ratio Rank of AMZN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5959
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5858
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 6565
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. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Amazon.com, Inc. (AMZN). 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 -0.44, which is lower than the AMZN Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of ASML and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ASML vs. AMZN - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.91%, while AMZN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ASML
ASML Holding N.V.
0.91%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%
AMZN
Amazon.com, 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. AMZN - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ASML and AMZN.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ASML vs. AMZN - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML) is 9.03%, while Amazon.com, Inc. (AMZN) has a volatility of 10.23%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

ASML vs. AMZN - Financials Comparison

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


0.0050.00B100.00B150.00B200.00B20212022202320242025
7.74B
155.67B
(ASML) Total Revenue
(AMZN) Total Revenue
Values in USD except per share items

ASML vs. AMZN - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%20212022202320242025
54.0%
50.6%
(ASML) Gross Margin
(AMZN) 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%.

AMZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Amazon.com, Inc. reported a gross profit of 78.69B and revenue of 155.67B. Therefore, the gross margin over that period was 50.6%.

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%.

AMZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Amazon.com, Inc. reported an operating income of 18.41B and revenue of 155.67B, resulting in an operating margin of 11.8%.

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%.

AMZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Amazon.com, Inc. reported a net income of 17.13B and revenue of 155.67B, resulting in a net margin of 11.0%.