ASML vs. CG
ASML (ASML Holding N.V.) and CG (The Carlyle Group Inc.) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while CG operates in Asset Management (Financial Services). Over the past 10 years, ASML returned 36.00%/yr vs 16.61%/yr for CG. At a 0.40 correlation, their price movements are largely independent.
Performance
ASML vs. CG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than CG's -21.53% return. Over the past 10 years, ASML has outperformed CG with an annualized return of 36.00%, while CG has yielded a comparatively lower 16.61% 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%
CG
- 1D
- 2.69%
- 1M
- -6.25%
- YTD
- -21.53%
- 6M
- -20.51%
- 1Y
- -1.61%
- 3Y*
- 18.18%
- 5Y*
- 3.96%
- 10Y*
- 16.61%
ASML vs. CG - 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% |
CG The Carlyle Group Inc. | -21.53% | 20.20% | 28.05% | 42.55% | -43.78% | 78.46% | 1.62% | 116.75% | -27.28% | 59.83% |
Correlation
The correlation between ASML and CG is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 3, 2012 | 0.40 |
The correlation between ASML and CG shifts across timeframes, from 0.29 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ASML:
$718.77B
CG:
$16.43B
ASML:
€25.86
CG:
$1.48
ASML:
62.30
CG:
30.90
ASML:
4.10
CG:
0.19
ASML:
18.51
CG:
4.23
ASML:
29.83
CG:
2.23
ASML:
€33.69B
CG:
$3.99B
ASML:
€17.72B
CG:
$2.92B
ASML:
€12.99B
CG:
$1.01B
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. CG — Risk / Return Rank
ASML
CG
ASML vs. CG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and The Carlyle Group Inc. (CG). 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 | CG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.31 | ||
| 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 | -0.04 | +7.87 |
| Martin ratioReturn relative to average drawdown | 21.08 | -0.08 | +21.16 |
Loading charts...
Drawdowns
ASML vs. CG - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than CG's maximum drawdown of -62.69%. Use the drawdown chart below to compare losses from any high point for ASML and CG.
Loading charts...
Drawdown Indicators
| ASML | CG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -62.69% | -27.31% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -37.83% | +19.98% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -38.53% | -6.85% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -56.75% | -0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -56.75% | -0.09% |
Current DrawdownCurrent decline from peak | -1.89% | -32.67% | +30.78% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -21.75% | -6.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 19.76% | -13.13% |
Volatility
ASML vs. CG - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to The Carlyle Group Inc. (CG) at 10.06%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than CG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ASML | CG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 10.06% | +7.21% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 27.69% | +6.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 36.18% | +6.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 39.78% | +2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 37.38% | +1.34% |
Dividends
ASML vs. CG - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.47%, less than CG's 3.06% yield.
| 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% |
CG The Carlyle Group Inc. | 3.06% | 2.37% | 2.77% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% |
Financials
ASML vs. CG - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and The Carlyle Group 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 CG have a correlation of 0.29, 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 CG (10.06%). In terms of maximum drawdown, ASML dropped -90.00% vs CG's -62.69%.
ASML currently has the higher Sharpe Ratio (3.27 vs -0.04), 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 CG
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