ASML vs. ROBO

Last updated Jun 9, 2026

ASML (ASML Holding N.V.) is a stock, while ROBO (ROBO Global Robotics & Automation Index ETF) is Robotics fund tracking the ROBO Global Robotics and Automation TR Index. Over the past 10 years, ASML returned 34.75%/yr vs 13.02%/yr for ROBO. A 0.68 correlation means they provide meaningful diversification when combined.

Performance

ASML vs. ROBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding N.V. (ASML) and ROBO Global Robotics & Automation Index ETF (ROBO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ASML achieves a 64.06% return, which is significantly higher than ROBO's 21.67% return. Over the past 10 years, ASML has outperformed ROBO with an annualized return of 34.75%, while ROBO has yielded a comparatively lower 13.02% annualized return.

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%

ROBO

• 1D: 1.14%
• 1M: -2.60%
• YTD: 21.67%
• 6M: 19.42%
• 1Y: 48.39%
• 3Y*: 14.36%
• 5Y*: 5.97%
• 10Y*: 13.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ASML vs. ROBO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASML ASML Holding N.V.	64.06%	56.51%	-7.70%	39.91%	-30.49%	64.13%	66.06%	93.56%	-9.80%	56.23%
ROBO ROBO Global Robotics & Automation Index ETF	21.67%	23.71%	-1.28%	23.74%	-33.92%	15.34%	45.26%	29.51%	-20.92%	44.26%

Correlation

The correlation between ASML and ROBO is 0.63, 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	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013	0.68

The correlation between ASML and ROBO has been stable across timeframes, ranging from 0.63 to 0.73 - a consistent structural relationship.

Return for Risk

ASML vs. ROBO — Risk / Return Rank

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

ASML

ASML Risk / Return Rank: 95
ASML Sharpe Ratio Rank: 96
ASML Sortino Ratio Rank: 94
ASML Omega Ratio Rank: 92
ASML Calmar Ratio Rank: 96
ASML Martin Ratio Rank: 96

ROBO

ROBO Risk / Return Rank: 65
ROBO Sharpe Ratio Rank: 69
ROBO Sortino Ratio Rank: 65
ROBO Omega Ratio Rank: 64
ROBO Calmar Ratio Rank: 62
ROBO Martin Ratio Rank: 66

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. ROBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and ROBO Global Robotics & Automation Index ETF (ROBO). 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.

	ASML	ROBO	Difference
Sharpe ratio: Return per unit of total volatility	3.24	2.04	+1.20
Sortino ratio: Return per unit of downside risk	3.63	2.70	+0.93
Omega ratio: Gain probability vs. loss probability	1.45	1.35	+0.10
Calmar ratio: Return relative to maximum drawdown	7.56	2.80	+4.75
Martin ratio: Return relative to average drawdown	20.33	11.09	+9.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASML vs. ROBO - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.24, which is higher than the ROBO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of ASML and ROBO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ASML	ROBO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.24	2.04	+1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.25	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.90	0.56	+0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.47	+0.09

Drawdowns

ASML vs. ROBO - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than ROBO's maximum drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for ASML and ROBO.

Drawdown Indicators

	ASML	ROBO	Difference
Max Drawdown Largest peak-to-trough decline	-90.00%	-43.65%	-46.35%
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	-17.35%	-0.50%
Max Drawdown (3Y) Largest decline over 3 years	-45.38%	-27.92%	-17.46%
Max Drawdown (5Y) Largest decline over 5 years	-56.84%	-43.65%	-13.19%
Max Drawdown (10Y) Largest decline over 10 years	-56.84%	-43.65%	-13.19%
Current Drawdown Current decline from peak	-0.48%	-6.65%	+6.17%
Average Drawdown Average peak-to-trough decline	-28.14%	-12.93%	-15.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.62%	4.38%	+2.24%

Volatility

ASML vs. ROBO - Volatility Comparison

ASML Holding N.V. (ASML) has a higher volatility of 15.94% compared to ROBO Global Robotics & Automation Index ETF (ROBO) at 9.66%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than ROBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASML	ROBO	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.94%	9.66%	+6.28%
Volatility (6M) Calculated over the trailing 6-month period	33.30%	19.04%	+14.26%
Volatility (1Y) Calculated over the trailing 1-year period	41.73%	23.89%	+17.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.23%	23.79%	+18.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.62%	23.24%	+15.38%

Dividends

ASML vs. ROBO - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.50%, more than ROBO's 0.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
ROBO ROBO Global Robotics & Automation Index ETF	0.35%	0.42%	0.55%	0.05%	0.00%	0.18%	0.20%	0.37%	0.37%	0.02%	0.19%	0.28%

Frequently Asked Questions

Can I hold both ASML and ROBO in my portfolio?

ASML and ROBO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ASML or ROBO?

ASML has higher volatility (15.94%) compared to ROBO (9.66%). In terms of maximum drawdown, ASML dropped -90.00% vs ROBO's -43.65%.

Which has better risk-adjusted returns?

ASML currently has the higher Sharpe Ratio (3.24 vs 2.04), 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.