ASML vs. BTC-USD
ASML (ASML Holding N.V.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, ASML returned 36.00%/yr vs 57.32%/yr for BTC-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
ASML vs. BTC-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 BTC-USD's -27.32% return. Over the past 10 years, ASML has underperformed BTC-USD with an annualized return of 36.00%, while BTC-USD has yielded a comparatively higher 57.32% annualized return.
ASML
- 1D
- -1.89%
- 1M
- 17.83%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 138.89%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
ASML vs. BTC-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% | 56.23% |
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between ASML and BTC-USD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.10 |
The correlation between ASML and BTC-USD shifts across timeframes, from 0.10 (all time) to 0.26 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ASML vs. BTC-USD — Risk / Return Rank
ASML
BTC-USD
ASML vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Bitcoin (BTC-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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.20 | ||
| Sortino ratioReturn per unit of downside risk | +5.00 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.87 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | -0.78 | +8.60 |
| Martin ratioReturn relative to average drawdown | 21.08 | -1.36 | +22.44 |
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Drawdowns
ASML vs. BTC-USD - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for ASML and BTC-USD.
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Drawdown Indicators
| ASML | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -85.30% | -4.70% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -51.21% | +33.36% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -51.21% | +5.83% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -76.67% | +19.83% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -83.80% | +26.96% |
Current DrawdownCurrent decline from peak | -1.89% | -49.01% | +47.12% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -42.35% | +14.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 35.02% | -28.39% |
Volatility
ASML vs. BTC-USD - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to Bitcoin (BTC-USD) at 12.11%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 12.11% | +5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 34.59% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 35.62% | +7.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 44.71% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 56.62% | -17.90% |
Frequently Asked Questions
ASML and BTC-USD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (17.27%) compared to BTC-USD (12.11%). In terms of maximum drawdown, ASML dropped -90.00% vs BTC-USD's -85.30%.
ASML currently has the higher Sharpe Ratio (3.27 vs -0.93), 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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