ASML vs. BNB-USD
ASML (ASML Holding N.V.) is a stock, while BNB-USD (BNB) is a cryptocurrency. Over the past 5 years, ASML returned 22.97%/yr vs 10.55%/yr for BNB-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
ASML vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than BNB-USD's -29.49% 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%
BNB-USD
- 1D
- 0.91%
- 1M
- -10.19%
- YTD
- -29.49%
- 6M
- -32.13%
- 1Y
- -7.11%
- 3Y*
- 36.86%
- 5Y*
- 10.55%
- 10Y*
- —
ASML vs. BNB-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 74.80% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | -4.24% |
BNB-USD BNB | -29.49% | 23.21% | 124.36% | 26.83% | -51.86% | 1,277.47% | 170.06% | 126.63% | -29.71% | 320.60% |
Correlation
The correlation between ASML and BNB-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.16 |
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Return for Risk
ASML vs. BNB-USD — Risk / Return Rank
ASML
BNB-USD
ASML vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and BNB (BNB-USD). 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 | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.40 | ||
| Sortino ratioReturn per unit of downside risk | +3.51 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.02 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | -0.13 | +7.95 |
| Martin ratioReturn relative to average drawdown | 21.08 | -0.20 | +21.28 |
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Drawdowns
ASML vs. BNB-USD - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for ASML and BNB-USD.
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Drawdown Indicators
| ASML | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -79.74% | -10.26% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -56.24% | +38.39% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -56.24% | +10.86% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -69.89% | +13.05% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | — | — |
Current DrawdownCurrent decline from peak | -1.89% | -53.42% | +51.53% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -38.71% | +10.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 42.27% | -35.64% |
Volatility
ASML vs. BNB-USD - Volatility Comparison
ASML Holding N.V. (ASML) and BNB (BNB-USD) have volatilities of 17.27% and 17.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 17.28% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 34.73% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 44.38% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 50.42% | -7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 80.06% | -41.34% |
Frequently Asked Questions
ASML and BNB-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BNB-USD has higher volatility (17.28%) compared to ASML (17.27%). In terms of maximum drawdown, ASML dropped -90.00% vs BNB-USD's -79.74%.
ASML currently has the higher Sharpe Ratio (3.27 vs -0.13), 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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