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ASML vs. ON
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ASML vs. ON - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-29.34%
-4.05%
ASML
ON

Returns By Period

In the year-to-date period, ASML achieves a -10.39% return, which is significantly higher than ON's -16.65% return. Over the past 10 years, ASML has underperformed ON with an annualized return of 21.87%, while ON has yielded a comparatively higher 22.99% annualized return.


ASML

YTD

-10.39%

1M

-4.82%

6M

-29.34%

1Y

-0.95%

5Y (annualized)

21.50%

10Y (annualized)

21.87%

ON

YTD

-16.65%

1M

2.43%

6M

-4.05%

1Y

1.55%

5Y (annualized)

27.37%

10Y (annualized)

22.99%

Fundamentals


ASMLON
Market Cap$264.29B$28.38B
EPS$18.55$4.03
PE Ratio36.2416.54
PEG Ratio1.711.83
Total Revenue (TTM)$26.24B$7.38B
Gross Profit (TTM)$13.42B$3.35B
EBITDA (TTM)$8.87B$2.71B

Key characteristics


ASMLON
Sharpe Ratio-0.020.03
Sortino Ratio0.280.39
Omega Ratio1.041.04
Calmar Ratio-0.020.04
Martin Ratio-0.050.10
Ulcer Index17.85%15.69%
Daily Std Dev44.95%45.97%
Max Drawdown-90.00%-96.36%
Current Drawdown-38.51%-35.59%

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Correlation

-0.50.00.51.00.5

The correlation between ASML and ON is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

ASML vs. ON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and ON Semiconductor Corporation (ON). 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.


Sharpe ratio
The chart of Sharpe ratio for ASML, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.020.03
The chart of Sortino ratio for ASML, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.280.39
The chart of Omega ratio for ASML, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.04
The chart of Calmar ratio for ASML, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.020.04
The chart of Martin ratio for ASML, currently valued at -0.05, compared to the broader market0.0010.0020.0030.00-0.050.10
ASML
ON

The current ASML Sharpe Ratio is -0.02, which is lower than the ON Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of ASML and ON, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.02
0.03
ASML
ON

Dividends

ASML vs. ON - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 1.00%, while ON has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ASML
ASML Holding N.V.
1.00%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%0.75%
ON
ON Semiconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASML vs. ON - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, smaller than the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for ASML and ON. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.51%
-35.59%
ASML
ON

Volatility

ASML vs. ON - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML) is 8.95%, while ON Semiconductor Corporation (ON) has a volatility of 9.92%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than ON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
8.95%
9.92%
ASML
ON

Financials

ASML vs. ON - Financials Comparison

This section allows you to compare key financial metrics between ASML Holding N.V. and ON Semiconductor Corporation. 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


Values in USD except per share items