ASML vs. BILI
ASML (ASML Holding N.V.) and BILI (Bilibili Inc.) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while BILI operates in Electronic Gaming & Multimedia (Communication Services). Over the past 5 years, ASML returned 22.97%/yr vs -30.66%/yr for BILI. At a 0.34 correlation, their price movements are largely independent.
Performance
ASML vs. BILI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than BILI's -27.37% return.
ASML
- 1D
- -1.89%
- 1M
- 17.61%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 146.81%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
BILI
- 1D
- -2.72%
- 1M
- -12.11%
- YTD
- -27.37%
- 6M
- -27.40%
- 1Y
- -10.79%
- 3Y*
- 1.92%
- 5Y*
- -30.66%
- 10Y*
- —
ASML vs. BILI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 74.80% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -21.72% |
BILI Bilibili Inc. | -27.37% | 35.78% | 48.81% | -48.63% | -48.94% | -45.87% | 360.37% | 27.62% | 48.88% |
Correlation
The correlation between ASML and BILI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2018 | 0.34 |
Fundamentals
ASML:
$718.77B
BILI:
$8.21B
ASML:
€25.86
BILI:
CN¥3.12
ASML:
62.30
BILI:
38.79
ASML:
18.51
BILI:
1.78
ASML:
29.83
BILI:
3.57
ASML:
€33.69B
BILI:
CN¥30.77B
ASML:
€17.72B
BILI:
CN¥11.33B
ASML:
€12.99B
BILI:
CN¥1.53B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ASML vs. BILI — Risk / Return Rank
ASML
BILI
ASML vs. BILI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Bilibili Inc. (BILI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ASML | BILI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.55 | ||
| Sortino ratioReturn per unit of downside risk | +3.77 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.99 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | -0.27 | +8.09 |
| Martin ratioReturn relative to average drawdown | 21.08 | -0.60 | +21.68 |
Loading charts...
Drawdowns
ASML vs. BILI - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, roughly equal to the maximum BILI drawdown of -94.30%. Use the drawdown chart below to compare losses from any high point for ASML and BILI.
Loading charts...
Drawdown Indicators
| ASML | BILI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -94.30% | +4.30% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -52.06% | +34.21% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -53.12% | +7.74% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -92.97% | +36.13% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | — | — |
Current DrawdownCurrent decline from peak | -1.89% | -88.58% | +86.69% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -57.96% | +29.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 23.32% | -16.69% |
Volatility
ASML vs. BILI - Volatility Comparison
The current volatility for ASML Holding N.V. (ASML) is 17.27%, while Bilibili Inc. (BILI) has a volatility of 18.55%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than BILI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ASML | BILI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 18.55% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 36.58% | -2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 49.74% | -6.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 79.14% | -36.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 73.93% | -35.21% |
Dividends
ASML vs. BILI - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.47%, while BILI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.47% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
BILI Bilibili 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% |
Financials
ASML vs. BILI - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Bilibili 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
ASML vs. BILI - Profitability Comparison
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a gross profit of 4.65B and revenue of 8.77B. Therefore, the gross margin over that period was 53.0%.
BILI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported a gross profit of 2.76B and revenue of 7.43B. Therefore, the gross margin over that period was 37.1%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported an operating income of 3.16B and revenue of 8.77B, resulting in an operating margin of 36.0%.
BILI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported an operating income of 165.75M and revenue of 7.43B, resulting in an operating margin of 2.2%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a net income of 2.76B and revenue of 8.77B, resulting in a net margin of 31.4%.
BILI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported a net income of 208.51M and revenue of 7.43B, resulting in a net margin of 2.8%.
Frequently Asked Questions
ASML and BILI have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BILI has higher volatility (18.55%) compared to ASML (17.27%). In terms of maximum drawdown, ASML dropped -90.00% vs BILI's -94.30%.
ASML currently has the higher Sharpe Ratio (3.27 vs -0.28), 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.
Find the right allocation for ASML and BILI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer