ASML vs. SOXX
Compare and contrast key facts about ASML Holding N.V. (ASML) and iShares PHLX Semiconductor ETF (SOXX).
SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASML or SOXX.
Key characteristics
| ASML | SOXX | |
|---|---|---|
| YTD Return | 18.06% | 8.71% |
| 1Y Return | 48.49% | 59.44% |
| 3Y Return (Ann) | 10.91% | 16.13% |
| 5Y Return (Ann) | 34.98% | 28.42% |
| 10Y Return (Ann) | 28.06% | 27.63% |
| Sharpe Ratio | 1.32 | 1.90 |
| Daily Std Dev | 32.83% | 28.47% |
| Max Drawdown | -90.01% | -69.65% |
| Current Drawdown | -14.81% | -12.20% |
Correlation
The correlation between ASML and SOXX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ASML vs. SOXX - Performance Comparison
In the year-to-date period, ASML achieves a 18.06% return, which is significantly higher than SOXX's 8.71% return. Both investments have delivered pretty close results over the past 10 years, with ASML having a 28.06% annualized return and SOXX not far behind at 27.63%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ASML vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and iShares PHLX Semiconductor ETF (SOXX). 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.
Dividends
ASML vs. SOXX - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.73%, less than SOXX's 1.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.73% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
SOXX iShares PHLX Semiconductor ETF | 1.76% | 2.35% | 3.76% | 1.91% | 2.43% | 3.70% | 4.11% | 2.70% | 3.23% | 3.86% | 4.69% | 3.55% |
Drawdowns
ASML vs. SOXX - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.01%, which is greater than SOXX's maximum drawdown of -69.65%. Use the drawdown chart below to compare losses from any high point for ASML and SOXX. For additional features, visit the drawdowns tool.
Volatility
ASML vs. SOXX - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 11.76% compared to iShares PHLX Semiconductor ETF (SOXX) at 8.79%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.