ASML vs. HD

Last updated Apr 3, 2026

Compare and contrast key facts about ASML Holding N.V. (ASML) and The Home Depot, Inc. (HD).

Performance

ASML vs. HD - Performance Comparison

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

ASML vs. HD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASML ASML Holding N.V.	23.29%	56.51%	-7.70%	39.91%	-30.49%	64.13%	66.06%	93.56%	-9.80%	56.23%
HD The Home Depot, Inc.	-5.91%	-9.33%	15.00%	12.77%	-21.98%	59.51%	24.50%	30.56%	-7.30%	44.61%

Fundamentals

Market Cap ASML : $512.27B HD : $320.67B
EPS ASML : $23.77 HD : $14.23
PE Ratio ASML : 55.41 HD : 22.60
PS Ratio ASML : 16.30 HD : 1.94
PB Ratio ASML : 26.13 HD : 25.03
Total Revenue (TTM) ASML : $31.38B HD : $164.68B
Gross Profit (TTM) ASML : $16.58B HD : $54.87B
EBITDA (TTM) ASML : $11.94B HD : $24.24B

Returns By Period

In the year-to-date period, ASML achieves a 23.29% return, which is significantly higher than HD's -5.91% return. Over the past 10 years, ASML has outperformed HD with an annualized return of 30.54%, while HD has yielded a comparatively lower 11.72% annualized return.

ASML

• 1D: -3.13%
• 1M: -3.21%
• YTD: 23.29%
• 6M: 28.26%
• 1Y: 99.10%
• 3Y*: 26.32%
• 5Y*: 16.83%
• 10Y*: 30.54%

HD

• 1D: -2.41%
• 1M: -11.76%
• YTD: -5.91%
• 6M: -17.50%
• 1Y: -11.09%
• 3Y*: 5.23%
• 5Y*: 3.38%
• 10Y*: 11.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ASML vs. HD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASML

ASML Risk / Return Rank: 92
ASML Sharpe Ratio Rank: 93
ASML Sortino Ratio Rank: 90
ASML Omega Ratio Rank: 88
ASML Calmar Ratio Rank: 94
ASML Martin Ratio Rank: 94

HD

HD Risk / Return Rank: 21
HD Sharpe Ratio Rank: 19
HD Sortino Ratio Rank: 17
HD Omega Ratio Rank: 19
HD Calmar Ratio Rank: 26
HD Martin Ratio Rank: 23

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. HD - Risk-Adjusted Trends 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.

	ASML	HD	Difference
Sharpe ratio Return per unit of total volatility	2.37	-0.48	+2.85
Sortino ratio Return per unit of downside risk	2.97	-0.56	+3.54
Omega ratio Gain probability vs. loss probability	1.38	0.94	+0.44
Calmar ratio Return relative to maximum drawdown	5.58	-0.42	+6.00
Martin ratio Return relative to average drawdown	15.42	-0.94	+16.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASML vs. HD - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 2.37, which is higher than the HD Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of ASML and HD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ASML	HD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.37	-0.48	+2.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.14	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	0.48	+0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.68	-0.15

Correlation

The correlation between ASML and HD is 0.35, 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.

Dividends

ASML vs. HD - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.71%, less than HD's 2.87% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASML ASML Holding N.V.	0.71%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
HD The Home Depot, Inc.	2.87%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%

Drawdowns

ASML vs. HD - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than HD's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for ASML and HD.

Drawdown Indicators

	ASML	HD	Difference
Max Drawdown Largest peak-to-trough decline	-90.00%	-70.46%	-19.54%
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	-23.25%	+5.40%
Max Drawdown (5Y) Largest decline over 5 years	-56.84%	-34.73%	-22.11%
Max Drawdown (10Y) Largest decline over 10 years	-56.84%	-37.99%	-18.85%
Current Drawdown Current decline from peak	-13.71%	-23.07%	+9.36%
Average Drawdown Average peak-to-trough decline	-28.28%	-20.59%	-7.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.46%	10.36%	-3.90%

Volatility

ASML vs. HD - Volatility Comparison

ASML Holding N.V. (ASML) has a higher volatility of 14.57% compared to The Home Depot, Inc. (HD) at 7.41%. 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.

Volatility by Period

	ASML	HD	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.57%	7.41%	+7.16%
Volatility (6M) Calculated over the trailing 6-month period	29.47%	16.92%	+12.55%
Volatility (1Y) Calculated over the trailing 1-year period	41.98%	23.38%	+18.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.55%	23.76%	+17.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.07%	24.61%	+13.46%

Financials

ASML vs. HD - Profitability Comparison

The chart below illustrates the profitability comparison between ASML Holding N.V. and The Home Depot, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ASML - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, ASML Holding N.V. reported a gross profit of 4.47B and revenue of 8.43B. Therefore, the gross margin over that period was 53.1%.

HD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported a gross profit of 12.47B and revenue of 38.20B. Therefore, the gross margin over that period was 32.6%.

ASML - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, ASML Holding N.V. reported an operating income of 2.51B and revenue of 8.43B, resulting in an operating margin of 29.8%.

HD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported an operating income of 3.85B and revenue of 38.20B, resulting in an operating margin of 10.1%.

ASML - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, ASML Holding N.V. reported a net income of 2.07B and revenue of 8.43B, resulting in a net margin of 24.6%.

HD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported a net income of 2.57B and revenue of 38.20B, resulting in a net margin of 6.7%.