ASML vs. ENEL.MI
ASML (ASML Holding N.V.) and ENEL.MI (Enel SpA) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while ENEL.MI operates in Utilities - Diversified (Utilities). Over the past 10 years, ASML returned 36.00%/yr vs 16.16%/yr for ENEL.MI. At a 0.33 correlation, their price movements are largely independent.
Performance
ASML vs. ENEL.MI - Performance Comparison
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Different Trading Currencies
ASML is traded in USD, while ENEL.MI is traded in EUR. To make them comparable, the ENEL.MI 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 ENEL.MI's 11.27% return. Over the past 10 years, ASML has outperformed ENEL.MI with an annualized return of 36.00%, while ENEL.MI has yielded a comparatively lower 16.16% annualized 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%
ENEL.MI
- 1D
- 1.24%
- 1M
- -0.17%
- YTD
- 11.27%
- 6M
- 13.39%
- 1Y
- 30.12%
- 3Y*
- 26.95%
- 5Y*
- 9.38%
- 10Y*
- 16.16%
ASML vs. ENEL.MI - 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% |
ENEL.MI Enel SpA | 11.27% | 54.38% | 2.16% | 47.14% | -27.94% | -18.12% | 33.94% | 44.24% | -1.88% | 45.52% |
Correlation
The correlation between ASML and ENEL.MI is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.33 |
The correlation between ASML and ENEL.MI shifts across timeframes, from 0.18 (3 years) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ASML vs. ENEL.MI — Risk / Return Rank
ASML
ENEL.MI
ASML vs. ENEL.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Enel SpA (ENEL.MI). 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 | ENEL.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.26 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | 2.31 | +5.52 |
| Martin ratioReturn relative to average drawdown | 21.08 | 6.46 | +14.62 |
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Drawdowns
ASML vs. ENEL.MI - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than ENEL.MI's maximum drawdown of -62.43%. Use the drawdown chart below to compare losses from any high point for ASML and ENEL.MI.
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Drawdown Indicators
| ASML | ENEL.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -62.43% | -27.57% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -12.54% | -5.31% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -16.58% | -28.80% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -56.89% | +0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -60.65% | +3.81% |
Current DrawdownCurrent decline from peak | -1.89% | -5.96% | +4.07% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -20.97% | -7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 4.49% | +2.14% |
Volatility
ASML vs. ENEL.MI - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to Enel SpA (ENEL.MI) at 5.95%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than ENEL.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | ENEL.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 5.95% | +11.32% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 18.62% | +15.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 21.01% | +21.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 23.88% | +18.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 24.69% | +14.03% |
Dividends
ASML vs. ENEL.MI - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.47%, less than ENEL.MI's 4.95% 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% |
ENEL.MI Enel SpA | 4.95% | 4.98% | 5.44% | 5.56% | 7.55% | 5.08% | 3.96% | 3.96% | 4.70% | 3.51% | 3.82% | 3.60% |
Financials
ASML vs. ENEL.MI - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Enel SpA. 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 ENEL.MI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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