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

Performance

ASML vs. NVT - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with ASML having a 64.06% return and NVT slightly lower at 61.19%.


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%

NVT

1D
0.58%
1M
-3.61%
YTD
61.19%
6M
53.45%
1Y
142.75%
3Y*
52.77%
5Y*
40.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASML vs. NVT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ASML
ASML Holding N.V.
64.06%56.51%-7.70%39.91%-30.49%64.13%66.06%93.56%-18.71%
NVT
nVent Electric plc
61.19%51.27%16.63%55.98%3.32%67.15%-5.68%17.24%0.18%

Correlation

The correlation between ASML and NVT is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.50

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

0.51

Correlation (All Time)
Calculated using the full available price history since May 2, 2018

0.46

The correlation between ASML and NVT has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

Fundamentals

Market Cap

ASML:

$674.60B

NVT:

$26.86B

EPS

ASML:

$25.86

NVT:

$3.00

PE Ratio

ASML:

67.64

NVT:

54.65

PEG Ratio

ASML:

4.45

NVT:

1.32

PS Ratio

ASML:

20.10

NVT:

6.21

PB Ratio

ASML:

32.39

NVT:

7.08

Total Revenue (TTM)

ASML:

$33.69B

NVT:

$4.33B

Gross Profit (TTM)

ASML:

$17.72B

NVT:

$1.60B

EBITDA (TTM)

ASML:

$12.99B

NVT:

$857.60M

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Return for Risk

ASML vs. NVT — 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

NVT
NVT Risk / Return Rank: 9696
Overall Rank
NVT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NVT Sortino Ratio Rank: 9595
Sortino Ratio Rank
NVT Omega Ratio Rank: 9494
Omega Ratio Rank
NVT Calmar Ratio Rank: 9797
Calmar Ratio Rank
NVT Martin Ratio Rank: 9898
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. NVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and nVent Electric plc (NVT). 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.


ASMLNVTDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.45

1.52

-0.08

Calmar ratioReturn relative to maximum drawdown

7.56

8.48

-0.93

Martin ratioReturn relative to average drawdown

20.33

29.48

-9.15

ASML vs. NVT - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.24, which is comparable to the NVT Sharpe Ratio of 3.53. The chart below compares the historical Sharpe Ratios of ASML and NVT, 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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Sharpe Ratios by Period


ASMLNVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.24

3.53

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

1.13

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.79

-0.23

Drawdowns

ASML vs. NVT - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than NVT's maximum drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for ASML and NVT.


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Drawdown Indicators


ASMLNVTDifference

Max Drawdown

Largest peak-to-trough decline

-90.00%

-56.18%

-33.82%

Max Drawdown (1Y)

Largest decline over 1 year

-17.85%

-16.93%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-45.38%

-46.67%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-56.84%

-46.67%

-10.17%

Max Drawdown (10Y)

Largest decline over 10 years

-56.84%

Current Drawdown

Current decline from peak

-0.48%

-7.13%

+6.65%

Average Drawdown

Average peak-to-trough decline

-28.14%

-11.83%

-16.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

4.86%

+1.76%

Volatility

ASML vs. NVT - Volatility Comparison

ASML Holding N.V. (ASML) has a higher volatility of 15.94% compared to nVent Electric plc (NVT) at 11.44%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than NVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASMLNVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.94%

11.44%

+4.50%

Volatility (6M)

Calculated over the trailing 6-month period

33.30%

31.94%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

41.73%

40.76%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.23%

35.96%

+6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.62%

38.38%

+0.24%

Dividends

ASML vs. NVT - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.50%, which matches NVT's 0.50% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
NVT
nVent Electric plc
0.50%0.78%1.12%1.18%1.82%1.84%3.01%2.74%1.56%0.00%0.00%0.00%

Financials

ASML vs. NVT - Financials Comparison

This section allows you to compare key financial metrics between ASML Holding N.V. and nVent Electric plc. 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
8.77B
1.24B
(ASML) Total Revenue
(NVT) Total Revenue
Values in USD except per share items

ASML vs. NVT - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%20222023202420252026
53.0%
35.9%
Portfolio components
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%.

NVT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, nVent Electric plc reported a gross profit of 445.60M and revenue of 1.24B. Therefore, the gross margin over that period was 35.9%.

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%.

NVT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, nVent Electric plc reported an operating income of 195.70M and revenue of 1.24B, 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 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%.

NVT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, nVent Electric plc reported a net income of 142.40M and revenue of 1.24B, resulting in a net margin of 11.5%.


Frequently Asked Questions


ASML and NVT have a correlation of 0.52, 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 NVT (11.44%). In terms of maximum drawdown, ASML dropped -90.00% vs NVT's -56.18%.

NVT currently has the higher Sharpe Ratio (3.53 vs 3.24), 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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