ASML vs. SI=F

Last updated Jun 13, 2026

ASML (ASML Holding N.V.) is a stock, while SI=F (Silver Futures) is an asset. At a 0.00 correlation, their price movements are largely independent.

Performance

ASML vs. SI=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding N.V. (ASML) and Silver Futures (SI=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ASML

• 1D: -1.89%
• 1M: 17.61%
• YTD: 74.80%
• 6M: 73.02%
• 1Y: 146.81%
• 3Y*: 37.59%
• 5Y*: 22.97%
• 10Y*: 36.00%

SI=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ASML vs. SI=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ASML ASML Holding N.V.	74.80%	56.51%	-7.70%	39.91%	-14.19%
SI=F Silver Futures	0.00%	0.00%	0.00%	0.00%	1.09%

Correlation

The correlation between ASML and SI=F is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	0.00

Return for Risk

ASML vs. SI=F — 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

SI=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SI=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Silver Futures (SI=F). 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	SI=F	Difference
Sharpe ratio: Return per unit of total volatility	3.27	—	—
Sortino ratio: Return per unit of downside risk	3.70	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	7.83	—	—
Martin ratio: Return relative to average drawdown	21.08	—	—

Drawdowns

Drawdown Indicators

	ASML	SI=F	Difference
Max Drawdown Largest peak-to-trough decline	-90.00%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-45.38%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-56.84%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-56.84%	—	—
Current Drawdown Current decline from peak	-1.89%	—	—
Average Drawdown Average peak-to-trough decline	-28.12%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	6.63%	—	—

Volatility

Volatility by Period

	ASML	SI=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.27%	—	—
Volatility (6M) Calculated over the trailing 6-month period	34.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	42.75%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.44%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.72%	—	—

Frequently Asked Questions

Can I hold both ASML and SI=F in my portfolio?

ASML and SI=F have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.