ASML vs. ANAB
ASML (ASML Holding N.V.) and ANAB (AnaptysBio, Inc.) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while ANAB operates in Biotechnology (Healthcare). Over the past 5 years, ASML returned 21.93%/yr vs 26.26%/yr for ANAB. At a 0.20 correlation, their price movements are largely independent.
Performance
ASML vs. ANAB - Performance Comparison
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Returns By Period
In the year-to-date period, ASML achieves a 64.06% return, which is significantly higher than ANAB's 58.91% return.
ASML
- 1D
- 6.54%
- 1M
- 9.86%
- YTD
- 64.06%
- 6M
- 56.76%
- 1Y
- 134.10%
- 3Y*
- 36.05%
- 5Y*
- 21.93%
- 10Y*
- 34.75%
ANAB
- 1D
- 1.97%
- 1M
- -25.92%
- YTD
- 58.91%
- 6M
- 73.08%
- 1Y
- 225.06%
- 3Y*
- 60.31%
- 5Y*
- 26.26%
- 10Y*
- —
ASML vs. ANAB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 64.06% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 44.71% |
ANAB AnaptysBio, Inc. | 58.91% | 266.16% | -38.19% | -30.88% | -10.82% | 61.63% | 32.31% | -74.53% | -36.67% | 492.47% |
Correlation
The correlation between ASML and ANAB is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2017 | 0.20 |
Fundamentals
ASML:
$674.60B
ANAB:
$1.47B
ASML:
$25.86
ANAB:
-$0.91
ASML:
20.10
ANAB:
6.51
ASML:
32.39
ANAB:
115.60
ASML:
$33.69B
ANAB:
$232.39M
ASML:
$17.72B
ANAB:
$245.59M
ASML:
$12.99B
ANAB:
$52.72M
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Return for Risk
ASML vs. ANAB — Risk / Return Rank
ASML
ANAB
ASML vs. ANAB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and AnaptysBio, Inc. (ANAB). 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.
| ASML | ANAB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.49 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 7.56 | 8.05 | -0.50 |
| Martin ratioReturn relative to average drawdown | 20.33 | 20.07 | +0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASML | ANAB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.24 | 3.29 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.40 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.23 | +0.32 |
Drawdowns
ASML vs. ANAB - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, roughly equal to the maximum ANAB drawdown of -92.08%. Use the drawdown chart below to compare losses from any high point for ASML and ANAB.
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Drawdown Indicators
| ASML | ANAB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -92.08% | +2.08% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -28.15% | +10.30% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -69.32% | +23.94% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -69.32% | +12.48% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | — | — |
Current DrawdownCurrent decline from peak | -0.48% | -40.07% | +39.59% |
Average DrawdownAverage peak-to-trough decline | -28.14% | -64.71% | +36.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 11.27% | -4.65% |
Volatility
ASML vs. ANAB - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 15.94% compared to AnaptysBio, Inc. (ANAB) at 12.10%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than ANAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | ANAB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.94% | 12.10% | +3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 33.30% | 46.22% | -12.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.73% | 68.91% | -27.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.23% | 65.30% | -23.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.62% | 75.47% | -36.85% |
Dividends
ASML vs. ANAB - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.50%, while ANAB has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANAB AnaptysBio, 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% |
ASML ASML Holding N.V. | 0.50% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
Financials
ASML vs. ANAB - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and AnaptysBio, 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
Frequently Asked Questions
ASML and ANAB have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (15.94%) compared to ANAB (12.10%). In terms of maximum drawdown, ASML dropped -90.00% vs ANAB's -92.08%.
ANAB currently has the higher Sharpe Ratio (3.29 vs 3.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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