ASML vs. RY.TO
ASML (ASML Holding N.V.) and RY.TO (Royal Bank of Canada) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while RY.TO operates in Banks - Diversified (Financial Services). Over the past 10 years, ASML returned 36.00%/yr vs 17.12%/yr for RY.TO. At a 0.34 correlation, their price movements are largely independent.
Performance
ASML vs. RY.TO - Performance Comparison
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Different Trading Currencies
ASML is traded in USD, while RY.TO is traded in CAD. To make them comparable, the RY.TO 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 RY.TO's 18.47% return. Over the past 10 years, ASML has outperformed RY.TO with an annualized return of 36.00%, while RY.TO has yielded a comparatively lower 17.12% annualized return.
ASML
- 1D
- -1.89%
- 1M
- 24.09%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 146.81%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
RY.TO
- 1D
- 0.18%
- 1M
- 8.50%
- YTD
- 18.47%
- 6M
- 22.15%
- 1Y
- 61.13%
- 3Y*
- 33.54%
- 5Y*
- 18.10%
- 10Y*
- 17.12%
ASML vs. RY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 74.80% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
RY.TO Royal Bank of Canada | 18.47% | 46.28% | 23.88% | 12.48% | -7.39% | 33.15% | 9.11% | 19.24% | -12.83% | 25.63% |
Correlation
The correlation between ASML and RY.TO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2006 | 0.34 |
Fundamentals
ASML:
$718.77B
RY.TO:
CA$389.54B
ASML:
€25.86
RY.TO:
CA$15.77
ASML:
62.30
RY.TO:
17.69
ASML:
4.10
RY.TO:
2.60
ASML:
18.51
RY.TO:
3.25
ASML:
29.83
RY.TO:
3.01
ASML:
€33.69B
RY.TO:
CA$120.33B
ASML:
€17.72B
RY.TO:
CA$65.64B
ASML:
€12.99B
RY.TO:
CA$14.74B
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Return for Risk
ASML vs. RY.TO — Risk / Return Rank
ASML
RY.TO
ASML vs. RY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Royal Bank of Canada (RY.TO). 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 | RY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.74 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | 6.18 | +1.65 |
| Martin ratioReturn relative to average drawdown | 21.08 | 22.81 | -1.74 |
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Drawdowns
ASML vs. RY.TO - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than RY.TO's maximum drawdown of -63.01%. Use the drawdown chart below to compare losses from any high point for ASML and RY.TO.
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Drawdown Indicators
| ASML | RY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -63.01% | -26.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -9.82% | -8.03% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -19.58% | -25.80% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -28.47% | -28.37% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -39.33% | -17.51% |
Current DrawdownCurrent decline from peak | -1.89% | 0.00% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -9.84% | -18.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 2.65% | +3.98% |
Volatility
ASML vs. RY.TO - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to Royal Bank of Canada (RY.TO) at 4.32%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than RY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | RY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 4.32% | +12.95% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 10.83% | +23.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 14.58% | +28.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 16.55% | +25.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 18.66% | +20.06% |
Dividends
ASML vs. RY.TO - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.47%, less than RY.TO's 2.28% yield.
| 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% |
RY.TO Royal Bank of Canada | 2.28% | 2.58% | 3.23% | 3.99% | 3.90% | 3.22% | 4.10% | 3.96% | 4.03% | 3.39% | 3.57% | 4.15% |
Financials
ASML vs. RY.TO - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Royal Bank of Canada. 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
ASML vs. RY.TO - Profitability Comparison
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a gross profit of 4.65B and revenue of 8.77B. Therefore, the gross margin over that period was 53.0%.
RY.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Royal Bank of Canada reported a gross profit of 16.52B and revenue of 33.95B. Therefore, the gross margin over that period was 48.7%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported an operating income of 3.16B and revenue of 8.77B, resulting in an operating margin of 36.0%.
RY.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Royal Bank of Canada reported an operating income of 7.10B and revenue of 33.95B, resulting in an operating margin of 20.9%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a net income of 2.76B and revenue of 8.77B, resulting in a net margin of 31.4%.
RY.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Royal Bank of Canada reported a net income of 5.51B and revenue of 33.95B, resulting in a net margin of 16.2%.
Frequently Asked Questions
ASML and RY.TO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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