ASML vs. HD
Compare and contrast key facts about ASML Holding N.V. (ASML) and The Home Depot, Inc. (HD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASML or HD.
Key characteristics
ASML | HD | |
---|---|---|
YTD Return | 28.87% | 12.02% |
1Y Return | 53.49% | 41.06% |
3Y Return (Ann) | 16.89% | 10.97% |
5Y Return (Ann) | 40.34% | 17.88% |
10Y Return (Ann) | 27.79% | 20.01% |
Sharpe Ratio | 1.66 | 2.10 |
Daily Std Dev | 31.60% | 19.40% |
Max Drawdown | -90.01% | -70.47% |
Current Drawdown | -7.01% | -2.36% |
Fundamentals
ASML | HD | |
---|---|---|
Market Cap | $398.43B | $386.77B |
EPS | $21.76 | $15.10 |
PE Ratio | 45.03 | 25.85 |
PEG Ratio | 2.88 | 2.17 |
Revenue (TTM) | $27.56B | $152.67B |
Gross Profit (TTM) | $10.70B | $52.78B |
EBITDA (TTM) | $9.70B | $24.94B |
Correlation
The correlation between ASML and HD is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ASML vs. HD - Performance Comparison
In the year-to-date period, ASML achieves a 28.87% return, which is significantly higher than HD's 12.02% return. Over the past 10 years, ASML has outperformed HD with an annualized return of 27.79%, while HD has yielded a comparatively lower 20.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
ASML vs. HD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and The Home Depot, Inc. (HD). 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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
ASML Holding N.V. | 1.66 | ||||
The Home Depot, Inc. | 2.10 |
Dividends
ASML vs. HD - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.67%, less than HD's 2.21% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML Holding N.V. | 0.67% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
The Home Depot, Inc. | 2.21% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
Drawdowns
ASML vs. HD - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.01%, which is greater than HD's maximum drawdown of -70.47%. The drawdown chart below compares losses from any high point along the way for ASML and HD
Volatility
ASML vs. HD - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 11.16% compared to The Home Depot, Inc. (HD) at 5.49%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.