ASML vs. NBIX
ASML (ASML Holding N.V.) and NBIX (Neurocrine Biosciences, Inc.) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while NBIX operates in Drug Manufacturers - Specialty & Generic (Healthcare). Over the past 10 years, ASML returned 32.27%/yr vs 12.71%/yr for NBIX. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
ASML vs. NBIX - Performance Comparison
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Returns By Period
In the year-to-date period, ASML achieves a 53.00% return, which is significantly higher than NBIX's 17.61% return. Over the past 10 years, ASML has outperformed NBIX with an annualized return of 32.27%, while NBIX has yielded a comparatively lower 12.71% 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%
NBIX
- 1D
- -10.08%
- 1M
- -0.58%
- 6M
- 22.59%
- YTD
- 17.61%
- 1Y
- 30.08%
- 3Y*
- 17.27%
- 5Y*
- 12.34%
- 10Y*
- 12.71%
- ALL TIME*
- 9.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.24B | $3.55B | $3.45B | |
| $278.93M | $232.17M | $211.02M |
ASML vs. NBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NBIX Neurocrine Biosciences, Inc. | 17.61% | 3.90% | 3.60% | 10.31% | 40.24% | -11.14% | -10.83% | 50.53% | -7.96% | 100.49% |
Correlation
The correlation between ASML and NBIX is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 23, 1996 | 0.27 |
Fundamentals
ASML:
$627.85B
NBIX:
$16.77B
ASML:
€27.54
NBIX:
$6.84
ASML:
51.36
NBIX:
24.39
ASML:
3.38
NBIX:
0.48
ASML:
15.47
NBIX:
5.10
ASML:
24.94
NBIX:
4.35
ASML:
€35.33B
NBIX:
$3.37B
ASML:
€18.63B
NBIX:
$3.31B
ASML:
€13.77B
NBIX:
$940.50M
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Return for Risk
ASML vs. NBIX — Risk / Return Rank
ASML
NBIX
ASML vs. NBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Neurocrine Biosciences, Inc. (NBIX). 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.
| ASML | NBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.19 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 6.23 | 1.45 | +4.79 |
| Martin ratioReturn relative to average drawdown | 21.34 | 3.18 | +18.15 |
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Drawdowns
ASML vs. NBIX - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, smaller than the maximum NBIX drawdown of -97.21%. Use the drawdown chart below to compare losses from any high point for ASML and NBIX.
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Drawdown Indicators
| ASML | NBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -97.21% | +7.21% |
Max Drawdown (1Y)Largest decline over 1 year | -21.95% | -20.90% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -42.89% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -42.89% | -13.95% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -46.39% | -10.45% |
Current DrawdownCurrent decline from peak | -18.01% | -10.08% | -7.93% |
Average DrawdownAverage peak-to-trough decline | -28.04% | -43.66% | +15.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.40% | 9.47% | -3.07% |
Volatility
ASML vs. NBIX - Volatility Comparison
ASML Holding N.V. (ASML) and Neurocrine Biosciences, Inc. (NBIX) have volatilities of 14.49% and 14.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | NBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.49% | 14.12% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 37.32% | 26.01% | +11.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.08% | 33.74% | +12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.25% | 33.17% | +10.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.13% | 39.18% | -0.05% |
Dividends
ASML vs. NBIX - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.56%, while NBIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NBIX Neurocrine Biosciences, 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. NBIX - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Neurocrine Biosciences, 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.
Total Revenue: Total amount of money received from sales and other business activities
ASML vs. NBIX - Profitability Comparison
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%.
NBIX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Neurocrine Biosciences, Inc. reported a gross profit of 935.80M and revenue of 959.00M. Therefore, the gross margin over that period was 97.6%.
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%.
NBIX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Neurocrine Biosciences, Inc. reported an operating income of 151.50M and revenue of 959.00M, resulting in an operating margin of 15.8%.
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%.
NBIX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Neurocrine Biosciences, Inc. reported a net income of 144.40M and revenue of 959.00M, resulting in a net margin of 15.1%.
Frequently Asked Questions
ASML and NBIX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (14.49%) compared to NBIX (14.12%). In terms of maximum drawdown, ASML dropped -90.00% vs NBIX's -97.21%.
ASML currently has the higher Sharpe Ratio (2.98 vs 0.91), 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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