PortfoliosLab logoPortfoliosLab logo
ASML vs. HBAR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ASML vs. HBAR-USD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than HBAR-USD's -26.14% 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%

HBAR-USD

1D
0.30%
1M
-17.44%
YTD
-26.14%
6M
-36.26%
1Y
-50.71%
3Y*
20.01%
5Y*
-16.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASML vs. HBAR-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ASML
ASML Holding N.V.
74.80%56.51%-7.70%39.91%-30.49%64.13%66.06%21.16%
HBAR-USD
HederaHashgraph
-26.14%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%

Correlation

The correlation between ASML and HBAR-USD 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

0.20

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

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.21

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. HBAR-USD — 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

HBAR-USD
HBAR-USD Risk / Return Rank: 6161
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5858
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
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. HBAR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and HederaHashgraph (HBAR-USD). 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.


ASMLHBAR-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.92

Sortino ratioReturn per unit of downside risk

+4.50

Omega ratioGain probability vs. loss probability

1.45

0.93

+0.52

Calmar ratioReturn relative to maximum drawdown

7.83

-0.69

+8.52

Martin ratioReturn relative to average drawdown

21.08

-0.98

+22.06

ASML vs. HBAR-USD - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.27, which is higher than the HBAR-USD Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of ASML and HBAR-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ASML vs. HBAR-USD - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, smaller than the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for ASML and HBAR-USD.


Loading charts...

Drawdown Indicators


ASMLHBAR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-90.00%

-97.58%

+7.58%

Max Drawdown (1Y)

Largest decline over 1 year

-17.85%

-73.39%

+55.54%

Max Drawdown (3Y)

Largest decline over 3 years

-45.38%

-79.29%

+33.91%

Max Drawdown (5Y)

Largest decline over 5 years

-56.84%

-92.79%

+35.95%

Max Drawdown (10Y)

Largest decline over 10 years

-56.84%

Current Drawdown

Current decline from peak

-1.89%

-84.50%

+82.61%

Average Drawdown

Average peak-to-trough decline

-28.12%

-74.51%

+46.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

51.80%

-45.17%

Volatility

ASML vs. HBAR-USD - Volatility Comparison

ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to HederaHashgraph (HBAR-USD) at 16.33%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ASMLHBAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.27%

16.33%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

34.58%

43.30%

-8.72%

Volatility (1Y)

Calculated over the trailing 1-year period

42.75%

65.06%

-22.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.44%

85.17%

-42.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.72%

108.57%

-69.85%

Frequently Asked Questions


ASML and HBAR-USD 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.

ASML has higher volatility (17.27%) compared to HBAR-USD (16.33%). In terms of maximum drawdown, ASML dropped -90.00% vs HBAR-USD's -97.58%.

ASML currently has the higher Sharpe Ratio (3.27 vs -0.65), 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.

Portfolio Optimizer

Find the right allocation for ASML and HBAR-USD

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