ASML vs. NSRGY
ASML (ASML Holding N.V.) and NSRGY (Nestlé S.A.) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while NSRGY operates in Packaged Foods (Consumer Defensive). Over the past 10 years, ASML returned 36.00%/yr vs 6.67%/yr for NSRGY. At a 0.26 correlation, their price movements are largely independent.
Performance
ASML vs. NSRGY - Performance Comparison
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Returns By Period
In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than NSRGY's 5.66% return. Over the past 10 years, ASML has outperformed NSRGY with an annualized return of 36.00%, while NSRGY has yielded a comparatively lower 6.67% annualized return.
ASML
- 1D
- -1.89%
- 1M
- 17.83%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 138.89%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
NSRGY
- 1D
- -0.20%
- 1M
- 2.01%
- YTD
- 5.66%
- 6M
- 6.71%
- 1Y
- -0.82%
- 3Y*
- -1.88%
- 5Y*
- -1.61%
- 10Y*
- 6.67%
ASML vs. NSRGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 74.80% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
NSRGY Nestlé S.A. | 5.66% | 24.80% | -27.05% | 2.88% | -15.94% | 22.32% | 11.63% | 37.26% | -2.74% | 27.45% |
Correlation
The correlation between ASML and NSRGY is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.26 |
Over the past year, the correlation between ASML and NSRGY has dropped to 0.06 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
Fundamentals
ASML:
$718.77B
NSRGY:
$258.63B
ASML:
€25.86
NSRGY:
CHF 7.72
ASML:
62.30
NSRGY:
10.34
ASML:
18.51
NSRGY:
1.14
ASML:
29.83
NSRGY:
6.27
ASML:
€33.69B
NSRGY:
CHF 181.02B
ASML:
€17.72B
NSRGY:
CHF 83.86B
ASML:
€12.99B
NSRGY:
CHF 36.34B
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Return for Risk
ASML vs. NSRGY — Risk / Return Rank
ASML
NSRGY
ASML vs. NSRGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Nestlé S.A. (NSRGY). 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 | NSRGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.30 | ||
| Sortino ratioReturn per unit of downside risk | +3.58 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.01 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | -0.05 | +7.88 |
| Martin ratioReturn relative to average drawdown | 21.08 | -0.10 | +21.17 |
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Drawdowns
ASML vs. NSRGY - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than NSRGY's maximum drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for ASML and NSRGY.
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Drawdown Indicators
| ASML | NSRGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -75.68% | -14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -15.71% | -2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -32.79% | -12.59% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -38.24% | -18.60% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -38.24% | -18.60% |
Current DrawdownCurrent decline from peak | -1.89% | -17.25% | +15.36% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -24.16% | -3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 9.31% | -2.68% |
Volatility
ASML vs. NSRGY - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to Nestlé S.A. (NSRGY) at 5.46%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than NSRGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | NSRGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 5.46% | +11.81% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 15.05% | +19.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 22.89% | +19.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 19.90% | +22.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 18.44% | +20.28% |
Dividends
ASML vs. NSRGY - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.47%, less than NSRGY's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NSRGY Nestlé S.A. | 4.00% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
Financials
ASML vs. NSRGY - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Nestlé S.A.. 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. NSRGY - Profitability Comparison
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a gross profit of 4.65B and revenue of 8.77B. Therefore, the gross margin over that period was 53.0%.
NSRGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported a gross profit of 20.01B and revenue of 44.89B. Therefore, the gross margin over that period was 44.6%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported an operating income of 3.16B and revenue of 8.77B, resulting in an operating margin of 36.0%.
NSRGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported an operating income of 6.93B and revenue of 44.89B, resulting in an operating margin of 15.4%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a net income of 2.76B and revenue of 8.77B, resulting in a net margin of 31.4%.
NSRGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported a net income of 3.94B and revenue of 44.89B, resulting in a net margin of 8.8%.
Frequently Asked Questions
ASML and NSRGY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (17.27%) compared to NSRGY (5.46%). In terms of maximum drawdown, ASML dropped -90.00% vs NSRGY's -75.68%.
ASML currently has the higher Sharpe Ratio (3.27 vs -0.04), 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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