ASML vs. ORCL
ASML (ASML Holding N.V.) and ORCL (Oracle Corporation) are both stocks. Both are in the Technology sector — ASML in Semiconductor Equipment & Materials, ORCL in Software - Infrastructure. Over the past 10 years, ASML returned 36.42%/yr vs 17.88%/yr for ORCL. At a 0.42 correlation, their price movements are largely independent.
Performance
ASML vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, ASML achieves a 80.96% return, which is significantly higher than ORCL's -9.63% return. Over the past 10 years, ASML has outperformed ORCL with an annualized return of 36.42%, while ORCL has yielded a comparatively lower 17.88% annualized return.
ASML
- 1D
- -0.02%
- 1M
- 18.15%
- YTD
- 80.96%
- 6M
- 83.17%
- 1Y
- 157.02%
- 3Y*
- 41.76%
- 5Y*
- 24.38%
- 10Y*
- 36.42%
ORCL
- 1D
- -5.00%
- 1M
- -8.86%
- YTD
- -9.63%
- 6M
- -11.21%
- 1Y
- -13.81%
- 3Y*
- 15.20%
- 5Y*
- 19.12%
- 10Y*
- 17.88%
ASML vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 80.96% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
ORCL Oracle Corporation | -9.63% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between ASML and ORCL is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 1995 | 0.42 |
The correlation between ASML and ORCL shifts across timeframes, from 0.23 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ASML:
$744.11B
ORCL:
$510.33B
ASML:
€25.86
ORCL:
$5.86
ASML:
65.06
ORCL:
29.87
ASML:
4.28
ORCL:
1.22
ASML:
19.33
ORCL:
7.58
ASML:
31.15
ORCL:
11.85
ASML:
€33.69B
ORCL:
$67.36B
ASML:
€17.72B
ORCL:
$79.58B
ASML:
€12.99B
ORCL:
$6.20B
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Return for Risk
ASML vs. ORCL — Risk / Return Rank
ASML
ORCL
ASML vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Oracle Corporation (ORCL). 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 | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.89 | ||
| Sortino ratioReturn per unit of downside risk | +3.84 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.01 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 8.85 | -0.24 | +9.09 |
| Martin ratioReturn relative to average drawdown | 23.82 | -0.39 | +24.20 |
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Drawdowns
ASML vs. ORCL - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than ORCL's maximum drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for ASML and ORCL.
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Drawdown Indicators
| ASML | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -84.19% | -5.81% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -58.25% | +40.40% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -58.25% | +12.87% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -58.25% | +1.41% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -58.25% | +1.41% |
Current DrawdownCurrent decline from peak | -0.02% | -46.26% | +46.24% |
Average DrawdownAverage peak-to-trough decline | -28.11% | -29.11% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 35.93% | -29.31% |
Volatility
ASML vs. ORCL - Volatility Comparison
The current volatility for ASML Holding N.V. (ASML) is 16.29%, while Oracle Corporation (ORCL) has a volatility of 23.74%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.29% | 23.74% | -7.45% |
Volatility (6M)Calculated over the trailing 6-month period | 34.37% | 41.85% | -7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.11% | 64.57% | -21.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.53% | 42.23% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.77% | 35.21% | +3.56% |
Dividends
ASML vs. ORCL - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.46%, less than ORCL's 1.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.46% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
ORCL Oracle Corporation | 1.14% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Financials
ASML vs. ORCL - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Oracle 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ASML and ORCL have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (23.74%) compared to ASML (16.29%). In terms of maximum drawdown, ASML dropped -90.00% vs ORCL's -84.19%.
ASML currently has the higher Sharpe Ratio (3.67 vs -0.22), 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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