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ASML vs. ISRG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ASML vs. ISRG - Performance Comparison

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

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Returns By Period

In the year-to-date period, ASML achieves a 53.00% return, which is significantly higher than ISRG's -37.61% return. Over the past 10 years, ASML has outperformed ISRG with an annualized return of 32.27%, while ISRG has yielded a comparatively lower 16.50% annualized return.


ASML

1D
-1.36%
1M
-11.50%
6M
15.03%
YTD
53.00%
1Y
136.03%
3Y*
33.26%
5Y*
17.48%
10Y*
32.27%
ALL TIME*
26.74%

ISRG

1D
0.10%
1M
-12.19%
6M
-29.93%
YTD
-37.61%
1Y
-26.56%
3Y*
2.94%
5Y*
1.35%
10Y*
16.50%
ALL TIME*
21.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.24B$3.55B$3.45B
$1.43B$1.49B$1.19B

ASML vs. ISRG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASML
ASML Holding N.V.
53.00%56.51%-7.70%39.91%-30.49%64.13%66.06%93.56%-9.80%56.23%
ISRG
Intuitive Surgical, Inc.
-37.61%8.51%54.72%27.14%-26.15%31.76%38.39%23.43%31.23%72.64%

Correlation

The correlation between ASML and ISRG is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.20

Correlation (3Y)
Balances recent behavior with more history.

0.39

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (10Y)
Provides a long-term view across more market conditions.

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2000

0.38

The correlation between ASML and ISRG shifts across timeframes, from 0.20 (1 year) to 0.51 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ASML:

$627.85B

ISRG:

$124.82B

EPS

ASML:

€27.54

ISRG:

$8.72

PE Ratio

ASML:

51.36

ISRG:

40.54

PEG Ratio

ASML:

3.38

ISRG:

2.48

PS Ratio

ASML:

15.47

ISRG:

11.53

PB Ratio

ASML:

24.94

ISRG:

6.92

Total Revenue (TTM)

ASML:

€35.33B

ISRG:

$11.03B

Gross Profit (TTM)

ASML:

€18.63B

ISRG:

$7.36B

EBITDA (TTM)

ASML:

€13.77B

ISRG:

$4.18B

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Return for Risk

ASML vs. ISRG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ASML
ASML Risk / Return Rank: 9696
Overall Rank
ASML Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ASML Sortino Ratio Rank: 9595
Sortino Ratio Rank
ASML Omega Ratio Rank: 9393
Omega Ratio Rank
ASML Calmar Ratio Rank: 9797
Calmar Ratio Rank
ASML Martin Ratio Rank: 9898
Martin Ratio Rank

ISRG
ISRG Risk / Return Rank: 1414
Overall Rank
ISRG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ISRG Sortino Ratio Rank: 1313
Sortino Ratio Rank
ISRG Omega Ratio Rank: 1313
Omega Ratio Rank
ISRG Calmar Ratio Rank: 2222
Calmar Ratio Rank
ISRG Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ASML vs. ISRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Intuitive Surgical, Inc. (ISRG). 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.


ASMLISRGDifference
Sharpe ratioReturn per unit of total volatility

+3.73

Sortino ratioReturn per unit of downside risk

+4.32

Omega ratioGain probability vs. loss probability

1.41

0.88

+0.53

Calmar ratioReturn relative to maximum drawdown

6.23

-0.61

+6.84

Martin ratioReturn relative to average drawdown

21.34

-1.40

+22.73

ASML vs. ISRG - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 2.98, which is higher than the ISRG Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of ASML and ISRG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASML vs. ISRG - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than ISRG's maximum drawdown of -82.26%. Use the drawdown chart below to compare losses from any high point for ASML and ISRG.


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Drawdown Indicators


ASMLISRGDifference

Max Drawdown

Largest peak-to-trough decline

-90.00%

-82.26%

-7.74%

Max Drawdown (1Y)

Largest decline over 1 year

-21.95%

-44.00%

+22.05%

Max Drawdown (3Y)

Largest decline over 3 years

-45.38%

-45.61%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-56.84%

-49.90%

-6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-56.84%

-49.90%

-6.94%

Current Drawdown

Current decline from peak

-18.01%

-42.12%

+24.11%

Average Drawdown

Average peak-to-trough decline

-28.04%

-21.36%

-6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.40%

19.01%

-12.61%

Volatility

ASML vs. ISRG - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML) is 14.49%, while Intuitive Surgical, Inc. (ISRG) has a volatility of 20.49%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than ISRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASMLISRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.49%

20.49%

-6.00%

Volatility (6M)

Calculated over the trailing 6-month period

37.32%

28.02%

+9.30%

Volatility (1Y)

Calculated over the trailing 1-year period

46.08%

35.93%

+10.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.25%

34.29%

+8.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.13%

32.94%

+6.19%

Dividends

ASML vs. ISRG - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.56%, while ISRG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ASML
ASML Holding N.V.
0.56%0.97%0.97%0.86%1.27%0.50%0.50%1.40%0.94%0.64%0.92%0.73%
ISRG
Intuitive Surgical, Inc.
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. ISRG - Financials Comparison

This section allows you to compare key financial metrics between ASML Holding N.V. and Intuitive Surgical, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

ASML vs. ISRG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

ASML - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, ASML Holding N.V. reported a gross profit of 5.04B and revenue of 9.33B. Therefore, the gross margin over that period was 54.0%.

ISRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Intuitive Surgical, Inc. reported a gross profit of 1.96B and revenue of 2.89B. Therefore, the gross margin over that period was 67.8%.

ASML - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, ASML Holding N.V. reported an operating income of 3.46B and revenue of 9.33B, resulting in an operating margin of 37.1%.

ISRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Intuitive Surgical, Inc. reported an operating income of 971.90M and revenue of 2.89B, resulting in an operating margin of 33.6%.

ASML - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, ASML Holding N.V. reported a net income of 2.92B and revenue of 9.33B, resulting in a net margin of 31.3%.

ISRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Intuitive Surgical, Inc. reported a net income of 818.10M and revenue of 2.89B, resulting in a net margin of 28.3%.


Frequently Asked Questions


ASML and ISRG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISRG has higher volatility (20.49%) compared to ASML (14.49%). In terms of maximum drawdown, ASML dropped -90.00% vs ISRG's -82.26%.

ASML currently has the higher Sharpe Ratio (2.98 vs -0.75), 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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