ASML vs. PPFB.DE
ASML (ASML Holding N.V.) is a stock, while PPFB.DE (iShares Physical Gold ETC) is Precious Metals fund tracking the Gold. Over the past 3 years, ASML returned 37.59%/yr vs 31.53%/yr for PPFB.DE. At a 0.14 correlation, their price movements are largely independent.
Performance
ASML vs. PPFB.DE - Performance Comparison
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Different Trading Currencies
ASML is traded in USD, while PPFB.DE is traded in EUR. To make them comparable, the PPFB.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than PPFB.DE's 1.54% 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%
PPFB.DE
- 1D
- 0.72%
- 1M
- -4.85%
- YTD
- 1.54%
- 6M
- 4.30%
- 1Y
- 31.70%
- 3Y*
- 31.53%
- 5Y*
- —
- 10Y*
- —
ASML vs. PPFB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 74.80% | 56.51% | -7.70% | 39.91% | -30.49% | 13.39% |
PPFB.DE iShares Physical Gold ETC | 1.54% | 68.33% | 26.50% | 12.88% | 1.14% | -1.31% |
Correlation
The correlation between ASML and PPFB.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.14 |
The correlation between ASML and PPFB.DE shifts across timeframes, from 0.14 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ASML vs. PPFB.DE — Risk / Return Rank
ASML
PPFB.DE
ASML vs. PPFB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and iShares Physical Gold ETC (PPFB.DE). 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 | PPFB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.25 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | 1.87 | +5.95 |
| Martin ratioReturn relative to average drawdown | 21.08 | 4.78 | +16.30 |
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Drawdowns
ASML vs. PPFB.DE - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than PPFB.DE's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for ASML and PPFB.DE.
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Drawdown Indicators
| ASML | PPFB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -21.42% | -68.58% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -17.21% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -17.21% | -28.17% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | — | — |
Current DrawdownCurrent decline from peak | -1.89% | -15.63% | +13.74% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -5.42% | -22.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 6.76% | -0.13% |
Volatility
ASML vs. PPFB.DE - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to iShares Physical Gold ETC (PPFB.DE) at 5.67%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than PPFB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | PPFB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 5.67% | +11.60% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 21.08% | +13.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 24.30% | +18.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 17.39% | +25.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 17.39% | +21.33% |
Dividends
ASML vs. PPFB.DE - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.47%, while PPFB.DE has not paid dividends to shareholders.
| 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% |
PPFB.DE iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ASML and PPFB.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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