ASML vs. CRSP

Last updated Jun 13, 2026

ASML (ASML Holding N.V.) and CRSP (CRISPR Therapeutics AG) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while CRSP operates in Biotechnology (Healthcare). Over the past 5 years, ASML returned 22.97%/yr vs -17.08%/yr for CRSP. At a 0.34 correlation, their price movements are largely independent.

Performance

ASML vs. CRSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding N.V. (ASML) and CRISPR Therapeutics AG (CRSP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than CRSP's -5.03% return.

ASML

• 1D: -1.89%
• 1M: 24.09%
• YTD: 74.80%
• 6M: 73.02%
• 1Y: 146.81%
• 3Y*: 37.59%
• 5Y*: 22.97%
• 10Y*: 36.00%

CRSP

• 1D: -0.86%
• 1M: 2.87%
• YTD: -5.03%
• 6M: -12.14%
• 1Y: 20.41%
• 3Y*: -6.43%
• 5Y*: -17.08%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ASML vs. CRSP - 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%
CRSP CRISPR Therapeutics AG	-5.03%	33.23%	-37.12%	54.00%	-46.36%	-50.51%	151.39%	113.18%	21.68%	15.89%

Correlation

The correlation between ASML and CRSP is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (All Time) Calculated using the full available price history since Oct 19, 2016	0.34

Fundamentals

Market Cap ASML : $718.77B CRSP : $4.78B
EPS ASML : €25.86 CRSP : -$6.24
PS Ratio ASML : 18.51 CRSP : 1.11K
PB Ratio ASML : 29.83 CRSP : 2.64
Total Revenue (TTM) ASML : €33.69B CRSP : $4.10M
Gross Profit (TTM) ASML : €17.72B CRSP : -$171.17M
EBITDA (TTM) ASML : €12.99B CRSP : -$509.21M

Return for Risk

ASML vs. CRSP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASML

ASML Risk / Return Rank: 95
ASML Sharpe Ratio Rank: 96
ASML Sortino Ratio Rank: 94
ASML Omega Ratio Rank: 92
ASML Calmar Ratio Rank: 96
ASML Martin Ratio Rank: 96

CRSP

CRSP Risk / Return Rank: 54
CRSP Sharpe Ratio Rank: 55
CRSP Sortino Ratio Rank: 55
CRSP Omega Ratio Rank: 52
CRSP Calmar Ratio Rank: 54
CRSP Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASML vs. CRSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and CRISPR Therapeutics AG (CRSP). 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	CRSP	Difference
Sharpe ratio: Return per unit of total volatility	3.27	0.33	+2.94
Sortino ratio: Return per unit of downside risk	3.70	0.94	+2.75
Omega ratio: Gain probability vs. loss probability	1.45	1.11	+0.34
Calmar ratio: Return relative to maximum drawdown	7.83	0.49	+7.34
Martin ratio: Return relative to average drawdown	21.08	0.81	+20.27

ASML vs. CRSP - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.27, which is higher than the CRSP Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of ASML and CRSP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ASML vs. CRSP - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than CRSP's maximum drawdown of -85.11%. Use the drawdown chart below to compare losses from any high point for ASML and CRSP.

Drawdown Indicators

	ASML	CRSP	Difference
Max Drawdown Largest peak-to-trough decline	-90.00%	-85.11%	-4.89%
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	-42.25%	+24.40%
Max Drawdown (3Y) Largest decline over 3 years	-45.38%	-64.91%	+19.53%
Max Drawdown (5Y) Largest decline over 5 years	-56.84%	-80.68%	+23.84%
Max Drawdown (10Y) Largest decline over 10 years	-56.84%	—	—
Current Drawdown Current decline from peak	-1.89%	-76.29%	+74.40%
Average Drawdown Average peak-to-trough decline	-28.12%	-49.24%	+21.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.63%	25.51%	-18.88%

Volatility

ASML vs. CRSP - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML) is 17.27%, while CRISPR Therapeutics AG (CRSP) has a volatility of 18.22%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than CRSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASML	CRSP	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.27%	18.22%	-0.95%
Volatility (6M) Calculated over the trailing 6-month period	34.58%	43.62%	-9.04%
Volatility (1Y) Calculated over the trailing 1-year period	42.75%	62.44%	-19.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.44%	60.65%	-18.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.72%	64.35%	-25.63%

Dividends

ASML vs. CRSP - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.47%, while CRSP 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%
CRSP CRISPR Therapeutics AG	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

Frequently Asked Questions

Can I hold both ASML and CRSP in my portfolio?

ASML and CRSP have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ASML or CRSP?

CRSP has higher volatility (18.22%) compared to ASML (17.27%). In terms of maximum drawdown, ASML dropped -90.00% vs CRSP's -85.11%.

Which has better risk-adjusted returns?

ASML currently has the higher Sharpe Ratio (3.27 vs 0.33), 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.