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ASML vs. KAP.IL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

ASML vs. KAP.IL

Last updated Jun 13, 2026

ASML (ASML Holding N.V.) and KAP.IL (JSC National Atomic Company Kazatomprom) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while KAP.IL operates in Uranium (Energy). Over the past 5 years, ASML returned 22.97%/yr vs 24.26%/yr for KAP.IL. At a 0.14 correlation, their price movements are largely independent.

Performance

ASML vs. KAP.IL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding N.V. (ASML) and JSC National Atomic Company Kazatomprom (KAP.IL). 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 74.80% return, which is significantly higher than KAP.IL's 24.37% return.

ASML

1D
-1.89%
1M
17.61%
YTD
74.80%
6M
73.02%
1Y
146.81%
3Y*
37.59%
5Y*
22.97%
10Y*
36.00%

KAP.IL

1D
-0.14%
1M
-0.00%
YTD
24.37%
6M
19.24%
1Y
78.29%
3Y*
43.43%
5Y*
24.26%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASML vs. KAP.IL - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
ASML
ASML Holding N.V.		74.80%56.51%-7.70%39.91%-30.49%64.13%66.06%93.56%-7.92%
KAP.IL
JSC National Atomic Company Kazatomprom		24.37%56.07%-1.79%55.12%-17.26%115.04%48.04%1.25%13.42%

Correlation

The correlation between ASML and KAP.IL is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2018

0.14

The correlation between ASML and KAP.IL shifts across timeframes, from 0.14 (3 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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ASML Holding N.V.

JSC National Atomic Company Kazatomprom

Often compared with ASML:
ASML vs. TSMASML vs. NVDAASML vs. ASM.ASASML vs. LRCXASML vs. ASML.ASASML vs. SOXXASML vs. AMAT
Often compared with KAP.IL:
KAP.IL vs. CCJKAP.IL vs. ^GSPCKAP.IL vs. URNMKAP.IL vs. HSBK.LKAP.IL vs. UUUUKAP.IL vs. UECKAP.IL vs. 1810.HK

Return for Risk

ASML vs. KAP.IL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ASML
ASML Risk / Return Rank: 9595
Overall Rank
ASML Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ASML Sortino Ratio Rank: 9494
Sortino Ratio Rank
ASML Omega Ratio Rank: 9292
Omega Ratio Rank
ASML Calmar Ratio Rank: 9696
Calmar Ratio Rank
ASML Martin Ratio Rank: 9696
Martin Ratio Rank
KAP.IL
KAP.IL Risk / Return Rank: 8383
Overall Rank
KAP.IL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KAP.IL Sortino Ratio Rank: 8181
Sortino Ratio Rank
KAP.IL Omega Ratio Rank: 8080
Omega Ratio Rank
KAP.IL Calmar Ratio Rank: 8484
Calmar Ratio Rank
KAP.IL Martin Ratio Rank: 8686
Martin Ratio Rank
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. KAP.IL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and JSC National Atomic Company Kazatomprom (KAP.IL). 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.

ASMLKAP.ILDifference
Sharpe ratioReturn per unit of total volatility
3.27
1.61

+1.66

Sortino ratioReturn per unit of downside risk
3.70
2.25

+1.45

Omega ratioGain probability vs. loss probability

1.45

1.29

+0.16

Calmar ratioReturn relative to maximum drawdown

7.83

2.96

+4.86

Martin ratioReturn relative to average drawdown

21.08

8.64

+12.44

ASML vs. KAP.IL - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.27, which is higher than the KAP.IL Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of ASML and KAP.IL, 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. KAP.IL - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than KAP.IL's maximum drawdown of -49.67%. Use the drawdown chart below to compare losses from any high point for ASML and KAP.IL.

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Drawdown Indicators

ASMLKAP.ILDifference

Max Drawdown

Largest peak-to-trough decline

-90.00%

-49.67%

-40.33%

Max Drawdown (1Y)

Largest decline over 1 year

-17.85%

-25.44%

+7.59%

Max Drawdown (3Y)

Largest decline over 3 years

-45.38%

-33.25%

-12.13%

Max Drawdown (5Y)

Largest decline over 5 years

-56.84%

-49.67%

-7.17%

Max Drawdown (10Y)

Largest decline over 10 years

-56.84%

—

—

Current Drawdown

Current decline from peak

-1.89%

-23.90%

+22.01%

Average Drawdown

Average peak-to-trough decline

-28.12%

-14.97%

-13.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

8.73%

-2.10%

Volatility

ASML vs. KAP.IL - Volatility Comparison

ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to JSC National Atomic Company Kazatomprom (KAP.IL) at 10.50%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than KAP.IL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ASMLKAP.ILDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.27%

10.50%

+6.77%

Volatility (6M)

Calculated over the trailing 6-month period

34.58%

37.79%

-3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

42.75%

46.83%

-4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.44%

47.34%

-4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.72%

42.88%

-4.16%

Dividends

ASML vs. KAP.IL - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.47%, less than KAP.IL's 3.38% yield.

PositionTTM20252024202320222021202020192018201720162015
ASML
ASML Holding N.V.		0.47%0.97%0.97%0.86%1.27%0.50%0.50%1.40%0.94%0.64%0.92%0.73%
KAP.IL
JSC National Atomic Company Kazatomprom		3.38%4.20%6.85%4.26%6.94%3.69%5.15%6.23%0.00%0.00%0.00%0.00%

Financials

ASML vs. KAP.IL - Financials Comparison

This section allows you to compare key financial metrics between ASML Holding N.V. and JSC National Atomic Company Kazatomprom. 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

Please note, different currencies. ASML values in EUR, KAP.IL values in USD

Frequently Asked Questions

ASML and KAP.IL have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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