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ASML vs. EGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ASML vs. EGLN.L

Last updated Jun 13, 2026

ASML (ASML Holding N.V.) is a stock, while EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, ASML returned 36.00%/yr vs 11.12%/yr for EGLN.L. At a 0.10 correlation, their price movements are largely independent.

Performance

ASML vs. EGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding N.V. (ASML) and iShares Physical Gold ETC (EGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ASML is traded in USD, while EGLN.L is traded in EUR. To make them comparable, the EGLN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than EGLN.L's -2.27% return. Over the past 10 years, ASML has outperformed EGLN.L with an annualized return of 36.00%, while EGLN.L has yielded a comparatively lower 11.12% 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%

EGLN.L

1D
2.73%
1M
-10.28%
YTD
-2.27%
6M
-1.66%
1Y
24.16%
3Y*
29.23%
5Y*
17.39%
10Y*
11.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASML vs. EGLN.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
EGLN.L
iShares Physical Gold ETC		-2.27%65.63%26.01%12.82%-0.37%-3.23%23.75%18.25%-1.44%13.61%

Correlation

The correlation between ASML and EGLN.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.10

The correlation between ASML and EGLN.L shifts across timeframes, from 0.10 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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ASML Holding N.V.

iShares Physical Gold ETC

Often compared with ASML:
ASML vs. TSMASML vs. NVDAASML vs. ASM.ASASML vs. LRCXASML vs. ASML.ASASML vs. SOXXASML vs. AMAT
Often compared with EGLN.L:
EGLN.L vs. 4GLD.DEEGLN.L vs. XAUUSD=XEGLN.L vs. SPGP.LEGLN.L vs. GDXEGLN.L vs. VWRD.LEGLN.L vs. SGLN.LEGLN.L vs. IQQ0.DE

Return for Risk

ASML vs. EGLN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ASML
ASML Risk / Return Rank: 9595
Overall Rank
ASML Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ASML Sortino Ratio Rank: 9494
Sortino Ratio Rank
ASML Omega Ratio Rank: 9292
Omega Ratio Rank
ASML Calmar Ratio Rank: 9696
Calmar Ratio Rank
ASML Martin Ratio Rank: 9696
Martin Ratio Rank
EGLN.L
EGLN.L Risk / Return Rank: 3030
Overall Rank
EGLN.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 3535
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 2828
Martin Ratio Rank
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. EGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and iShares Physical Gold ETC (EGLN.L). 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.

ASMLEGLN.LDifference
Sharpe ratioReturn per unit of total volatility
3.27
0.97

+2.30

Sortino ratioReturn per unit of downside risk
3.70
1.36

+2.34

Omega ratioGain probability vs. loss probability

1.45

1.19

+0.26

Calmar ratioReturn relative to maximum drawdown

7.83

1.06

+6.77

Martin ratioReturn relative to average drawdown

21.08

3.23

+17.85

ASML vs. EGLN.L - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.27, which is higher than the EGLN.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of ASML and EGLN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ASML vs. EGLN.L - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than EGLN.L's maximum drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for ASML and EGLN.L.

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Drawdown Indicators

ASMLEGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-90.00%

-59.11%

-30.89%

Max Drawdown (1Y)

Largest decline over 1 year

-17.85%

-22.68%

+4.83%

Max Drawdown (3Y)

Largest decline over 3 years

-45.38%

-22.68%

-22.70%

Max Drawdown (5Y)

Largest decline over 5 years

-56.84%

-22.68%

-34.16%

Max Drawdown (10Y)

Largest decline over 10 years

-56.84%

-26.49%

-30.35%

Current Drawdown

Current decline from peak

-1.89%

-20.57%

+18.68%

Average Drawdown

Average peak-to-trough decline

-28.12%

-33.85%

+5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

7.44%

-0.81%

Volatility

ASML vs. EGLN.L - Volatility Comparison

ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to iShares Physical Gold ETC (EGLN.L) at 7.25%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ASMLEGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.27%

7.25%

+10.02%

Volatility (6M)

Calculated over the trailing 6-month period

34.58%

21.66%

+12.92%

Volatility (1Y)

Calculated over the trailing 1-year period

42.75%

24.87%

+17.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.44%

18.43%

+24.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.72%

17.10%

+21.62%

Dividends

ASML vs. EGLN.L - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.47%, while EGLN.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
EGLN.L
iShares Physical Gold ETC		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ASML and EGLN.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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