ASML vs. FMCC
ASML (ASML Holding N.V.) and FMCC (Freddie Mac) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while FMCC operates in Mortgage Finance (Financial Services). Over the past 10 years, ASML returned 36.00%/yr vs 11.72%/yr for FMCC. At a 0.18 correlation, their price movements are largely independent.
Performance
ASML vs. FMCC - 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 FMCC's -42.66% return. Over the past 10 years, ASML has outperformed FMCC with an annualized return of 36.00%, while FMCC has yielded a comparatively lower 11.72% 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%
FMCC
- 1D
- 2.76%
- 1M
- -17.41%
- YTD
- -42.66%
- 6M
- -43.55%
- 1Y
- -26.78%
- 3Y*
- 136.25%
- 5Y*
- 19.46%
- 10Y*
- 11.72%
ASML vs. FMCC - 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% |
FMCC Freddie Mac | -42.66% | 210.52% | 284.18% | 140.59% | -57.43% | -64.38% | -22.33% | 183.02% | -57.94% | -32.62% |
Correlation
The correlation between ASML and FMCC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 1995 | 0.18 |
Fundamentals
ASML:
€25.86
FMCC:
$4.74
ASML:
62.30
FMCC:
1.23
ASML:
4.10
FMCC:
0.00
ASML:
18.51
FMCC:
0.14
ASML:
€33.69B
FMCC:
$100.04B
ASML:
€17.72B
FMCC:
$100.04B
ASML:
€12.99B
FMCC:
$92.03B
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Return for Risk
ASML vs. FMCC — Risk / Return Rank
ASML
FMCC
ASML vs. FMCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Freddie Mac (FMCC). 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 | FMCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.56 | ||
| Sortino ratioReturn per unit of downside risk | +3.53 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.02 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | -0.38 | +8.20 |
| Martin ratioReturn relative to average drawdown | 21.08 | -0.70 | +21.78 |
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Drawdowns
ASML vs. FMCC - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, smaller than the maximum FMCC drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for ASML and FMCC.
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Drawdown Indicators
| ASML | FMCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -99.81% | +9.81% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -71.31% | +53.46% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -71.31% | +25.93% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -84.97% | +28.13% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -91.97% | +35.13% |
Current DrawdownCurrent decline from peak | -1.89% | -94.17% | +92.28% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -68.88% | +40.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 38.50% | -31.87% |
Volatility
ASML vs. FMCC - Volatility Comparison
ASML Holding N.V. (ASML) and Freddie Mac (FMCC) have volatilities of 17.27% and 16.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | FMCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 16.83% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 65.64% | -31.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 92.69% | -49.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 86.65% | -44.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 78.76% | -40.04% |
Dividends
ASML vs. FMCC - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.47%, while FMCC 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% |
FMCC Freddie Mac | 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
ASML vs. FMCC - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Freddie Mac. 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 FMCC have a correlation of 0.23, 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 FMCC (16.83%). In terms of maximum drawdown, ASML dropped -90.00% vs FMCC's -99.81%.
ASML currently has the higher Sharpe Ratio (3.27 vs -0.29), 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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