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ASML vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASML vs. SLV - Performance Comparison

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

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Returns By Period

In the year-to-date period, ASML achieves a 64.06% return, which is significantly higher than SLV's -4.41% return. Over the past 10 years, ASML has outperformed SLV with an annualized return of 34.75%, while SLV has yielded a comparatively lower 14.08% 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%

SLV

1D
0.02%
1M
-15.66%
YTD
-4.41%
6M
16.83%
1Y
88.38%
3Y*
40.36%
5Y*
19.02%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASML vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SLV
iShares Silver Trust
-4.41%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between ASML and SLV is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2006

0.19

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Return for Risk

ASML vs. SLV — Risk / Return Rank

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

ASML
ASML Risk / Return Rank: 9595
Overall Rank
ASML Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ASML Sortino Ratio Rank: 9494
Sortino Ratio Rank
ASML Omega Ratio Rank: 9292
Omega Ratio Rank
ASML Calmar Ratio Rank: 9696
Calmar Ratio Rank
ASML Martin Ratio Rank: 9696
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 4343
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5454
Omega Ratio Rank
SLV Calmar Ratio Rank: 4747
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
Martin Ratio Rank
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. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and iShares Silver Trust (SLV). 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.


ASMLSLVDifference
Sharpe ratioReturn per unit of total volatility

+1.74

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.45

1.30

+0.15

Calmar ratioReturn relative to maximum drawdown

7.56

2.09

+5.46

Martin ratioReturn relative to average drawdown

20.33

4.40

+15.93

ASML vs. SLV - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.24, which is higher than the SLV Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of ASML and SLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ASMLSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.24

1.50

+1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.53

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.44

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.23

+0.32

Drawdowns

ASML vs. SLV - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for ASML and SLV.


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Drawdown Indicators


ASMLSLVDifference

Max Drawdown

Largest peak-to-trough decline

-90.00%

-76.28%

-13.72%

Max Drawdown (1Y)

Largest decline over 1 year

-17.85%

-42.45%

+24.60%

Max Drawdown (3Y)

Largest decline over 3 years

-45.38%

-42.45%

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-56.84%

-42.45%

-14.39%

Max Drawdown (10Y)

Largest decline over 10 years

-56.84%

-42.81%

-14.03%

Current Drawdown

Current decline from peak

-0.48%

-41.69%

+41.21%

Average Drawdown

Average peak-to-trough decline

-28.14%

-44.67%

+16.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

20.15%

-13.53%

Volatility

ASML vs. SLV - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML) is 15.94%, while iShares Silver Trust (SLV) has a volatility of 16.89%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASMLSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.94%

16.89%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

33.30%

58.88%

-25.58%

Volatility (1Y)

Calculated over the trailing 1-year period

41.73%

59.53%

-17.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.23%

36.33%

+5.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.62%

31.92%

+6.70%

Dividends

ASML vs. SLV - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.50%, while SLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SLV
iShares Silver Trust
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 SLV have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.89%) compared to ASML (15.94%). In terms of maximum drawdown, ASML dropped -90.00% vs SLV's -76.28%.

ASML currently has the higher Sharpe Ratio (3.24 vs 1.50), 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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