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

Correlation

The correlation between ASML and ON is 0.55, 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.


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.

0.00%500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
1,768.94%
81.29%
ASML
ON

Key characteristics

Sharpe Ratio

ASML:

-0.45

ON:

-0.76

Sortino Ratio

ASML:

-0.37

ON:

-0.98

Omega Ratio

ASML:

0.95

ON:

0.88

Calmar Ratio

ASML:

-0.48

ON:

-0.61

Martin Ratio

ASML:

-0.76

ON:

-1.64

Ulcer Index

ASML:

29.13%

ON:

26.18%

Daily Std Dev

ASML:

48.34%

ON:

57.48%

Max Drawdown

ASML:

-90.00%

ON:

-96.36%

Current Drawdown

ASML:

-34.97%

ON:

-63.21%

Fundamentals

Market Cap

ASML:

$271.44B

ON:

$16.05B

EPS

ASML:

$25.06

ON:

$1.44

PE Ratio

ASML:

27.55

ON:

26.67

PEG Ratio

ASML:

1.33

ON:

1.40

PS Ratio

ASML:

8.81

ON:

2.27

PB Ratio

ASML:

13.59

ON:

2.00

Total Revenue (TTM)

ASML:

$30.71B

ON:

$6.67B

Gross Profit (TTM)

ASML:

$15.98B

ON:

$2.64B

EBITDA (TTM)

ASML:

$11.31B

ON:

$1.30B

Returns By Period

In the year-to-date period, ASML achieves a 2.69% return, which is significantly higher than ON's -36.92% return. Over the past 10 years, ASML has outperformed ON with an annualized return of 21.84%, while ON has yielded a comparatively lower 12.36% annualized return.


ASML

YTD

2.69%

1M

19.29%

6M

5.10%

1Y

-21.59%

5Y*

19.52%

10Y*

21.84%

ON

YTD

-36.92%

1M

24.48%

6M

-44.80%

1Y

-43.72%

5Y*

18.43%

10Y*

12.36%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ASML vs. ON — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASML
The Risk-Adjusted Performance Rank of ASML is 2828
Overall Rank
The Sharpe Ratio Rank of ASML is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of ASML is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ASML is 2727
Omega Ratio Rank
The Calmar Ratio Rank of ASML is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ASML is 3636
Martin Ratio Rank

ON
The Risk-Adjusted Performance Rank of ON is 1212
Overall Rank
The Sharpe Ratio Rank of ON is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ON is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ON is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ON is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ON is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ASML Sharpe Ratio is -0.45, which is higher than the ON Sharpe Ratio of -0.76. 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-1.00-0.80-0.60-0.40-0.200.000.20December2025FebruaryMarchAprilMay
-0.45
-0.76
ASML
ON

Dividends

ASML vs. ON - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.98%, while ON has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ASML
ASML Holding N.V.
0.98%0.97%0.85%1.21%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%
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.


-70.00%-60.00%-50.00%-40.00%-30.00%December2025FebruaryMarchAprilMay
-34.97%
-63.21%
ASML
ON

Volatility

ASML vs. ON - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML) is 18.88%, while ON Semiconductor Corporation (ON) has a volatility of 28.58%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
18.88%
28.58%
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


2.00B4.00B6.00B8.00B10.00B20212022202320242025
7.74B
1.45B
(ASML) Total Revenue
(ON) Total Revenue
Values in USD except per share items

ASML vs. ON - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%45.0%50.0%55.0%20212022202320242025
54.0%
20.3%
(ASML) Gross Margin
(ON) Gross Margin
ASML - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ASML Holding N.V. reported a gross profit of 4.18B and revenue of 7.74B. Therefore, the gross margin over that period was 54.0%.

ON - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ON Semiconductor Corporation reported a gross profit of 293.80M and revenue of 1.45B. Therefore, the gross margin over that period was 20.3%.

ASML - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ASML Holding N.V. reported an operating income of 2.74B and revenue of 7.74B, resulting in an operating margin of 35.4%.

ON - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ON Semiconductor Corporation reported an operating income of -573.70M and revenue of 1.45B, resulting in an operating margin of -39.7%.

ASML - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ASML Holding N.V. reported a net income of 2.36B and revenue of 7.74B, resulting in a net margin of 30.4%.

ON - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ON Semiconductor Corporation reported a net income of -486.10M and revenue of 1.45B, resulting in a net margin of -33.6%.