ASML vs. IWR
ASML (ASML Holding N.V.) is a stock, while IWR (iShares Russell Midcap ETF) is Mid Cap Growth Equities fund tracking the Russell Midcap Index. Over the past 10 years, ASML returned 34.75%/yr vs 11.41%/yr for IWR. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
ASML vs. IWR - Performance Comparison
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Returns By Period
In the year-to-date period, ASML achieves a 64.06% return, which is significantly higher than IWR's 10.71% return. Over the past 10 years, ASML has outperformed IWR with an annualized return of 34.75%, while IWR has yielded a comparatively lower 11.41% annualized return.
ASML
- 1D
- 6.54%
- 1M
- 9.86%
- YTD
- 64.06%
- 6M
- 56.76%
- 1Y
- 134.10%
- 3Y*
- 36.05%
- 5Y*
- 21.93%
- 10Y*
- 34.75%
IWR
- 1D
- 0.08%
- 1M
- 1.05%
- YTD
- 10.71%
- 6M
- 10.50%
- 1Y
- 19.23%
- 3Y*
- 16.25%
- 5Y*
- 7.68%
- 10Y*
- 11.41%
ASML vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 64.06% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
IWR iShares Russell Midcap ETF | 10.71% | 10.37% | 15.21% | 17.05% | -17.48% | 22.44% | 16.93% | 30.23% | -9.10% | 18.25% |
Correlation
The correlation between ASML and IWR is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2001 | 0.62 |
The correlation between ASML and IWR shifts across timeframes, from 0.48 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ASML vs. IWR — Risk / Return Rank
ASML
IWR
ASML vs. IWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and iShares Russell Midcap ETF (IWR). 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 | IWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.25 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 7.56 | 2.37 | +5.19 |
| Martin ratioReturn relative to average drawdown | 20.33 | 9.09 | +11.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASML | IWR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.24 | 1.43 | +1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.42 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.59 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.49 | +0.07 |
Drawdowns
ASML vs. IWR - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than IWR's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for ASML and IWR.
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Drawdown Indicators
| ASML | IWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -58.78% | -31.22% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -8.17% | -9.68% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -21.09% | -24.29% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -26.18% | -30.66% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -40.59% | -16.25% |
Current DrawdownCurrent decline from peak | -0.48% | -2.04% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -28.14% | -7.80% | -20.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 2.12% | +4.50% |
Volatility
ASML vs. IWR - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 15.94% compared to iShares Russell Midcap ETF (IWR) at 3.59%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | IWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.94% | 3.59% | +12.35% |
Volatility (6M)Calculated over the trailing 6-month period | 33.30% | 10.06% | +23.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.73% | 13.54% | +28.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.23% | 18.25% | +23.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.62% | 19.38% | +19.24% |
Dividends
ASML vs. IWR - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.50%, less than IWR's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.50% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
IWR iShares Russell Midcap ETF | 1.17% | 1.29% | 1.27% | 1.43% | 1.59% | 1.04% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% |
Frequently Asked Questions
ASML and IWR have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (15.94%) compared to IWR (3.59%). In terms of maximum drawdown, ASML dropped -90.00% vs IWR's -58.78%.
ASML currently has the higher Sharpe Ratio (3.24 vs 1.43), 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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