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ASML vs. HD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ASMLHD
YTD Return28.87%12.02%
1Y Return53.49%41.06%
3Y Return (Ann)16.89%10.97%
5Y Return (Ann)40.34%17.88%
10Y Return (Ann)27.79%20.01%
Sharpe Ratio1.662.10
Daily Std Dev31.60%19.40%
Max Drawdown-90.01%-70.47%
Current Drawdown-7.01%-2.36%

Fundamentals


ASMLHD
Market Cap$398.43B$386.77B
EPS$21.76$15.10
PE Ratio45.0325.85
PEG Ratio2.882.17
Revenue (TTM)$27.56B$152.67B
Gross Profit (TTM)$10.70B$52.78B
EBITDA (TTM)$9.70B$24.94B

Correlation

0.36
-1.001.00

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.


0.00%20,000.00%40,000.00%60,000.00%80,000.00%OctoberNovemberDecember2024FebruaryMarch
71,724.35%
6,414.89%
ASML
HD

Compare stocks, funds, or ETFs


ASML Holding N.V.

The Home Depot, Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ASML
ASML Holding N.V.
1.66
HD
The Home Depot, Inc.
2.10

ASML vs. HD - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 1.66, which roughly equals the HD Sharpe Ratio of 2.10. The chart below compares the 12-month rolling Sharpe Ratio of ASML and HD.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.66
2.10
ASML
HD

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.


TTM20232022202120202019201820172016201520142013
ASML
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%
HD
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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-7.01%
-2.36%
ASML
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.


4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
11.16%
5.49%
ASML
HD