ASML vs. SOXX

Last updated Apr 2, 2026

Compare and contrast key facts about ASML Holding N.V. (ASML) and iShares 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.

Performance

ASML vs. SOXX - Performance Comparison

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

ASML vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASML ASML Holding N.V.	27.27%	56.51%	-7.70%	39.91%	-30.49%	64.13%	66.06%	93.56%	-9.80%	56.23%
SOXX iShares Semiconductor ETF	12.48%	40.74%	12.92%	67.12%	-35.09%	44.09%	52.72%	62.42%	-6.49%	39.79%

Returns By Period

In the year-to-date period, ASML achieves a 27.27% return, which is significantly higher than SOXX's 12.48% return. Over the past 10 years, ASML has outperformed SOXX with an annualized return of 31.09%, while SOXX has yielded a comparatively lower 28.39% annualized return.

ASML

• 1D: 2.95%
• 1M: -4.48%
• YTD: 27.27%
• 6M: 35.95%
• 1Y: 106.05%
• 3Y*: 27.24%
• 5Y*: 17.57%
• 10Y*: 31.09%

SOXX

• 1D: 3.01%
• 1M: -3.78%
• YTD: 12.48%
• 6M: 22.76%
• 1Y: 80.97%
• 3Y*: 32.61%
• 5Y*: 19.19%
• 10Y*: 28.39%

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

Return for Risk

ASML vs. SOXX — Risk / Return Rank

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

ASML

ASML Risk / Return Rank: 93
ASML Sharpe Ratio Rank: 94
ASML Sortino Ratio Rank: 92
ASML Omega Ratio Rank: 90
ASML Calmar Ratio Rank: 95
ASML Martin Ratio Rank: 95

SOXX

SOXX Risk / Return Rank: 92
SOXX Sharpe Ratio Rank: 90
SOXX Sortino Ratio Rank: 90
SOXX Omega Ratio Rank: 89
SOXX Calmar Ratio Rank: 96
SOXX Martin Ratio Rank: 95

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. SOXX - Risk-Adjusted Trends Comparison

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

	ASML	SOXX	Difference
Sharpe ratio Return per unit of total volatility	2.55	2.03	+0.52
Sortino ratio Return per unit of downside risk	3.12	2.63	+0.50
Omega ratio Gain probability vs. loss probability	1.40	1.38	+0.02
Calmar ratio Return relative to maximum drawdown	6.02	4.44	+1.58
Martin ratio Return relative to average drawdown	16.79	16.46	+0.33
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. SOXX - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 2.55, which is comparable to the SOXX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of ASML and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ASML	SOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.55	2.03	+0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.54	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	0.86	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.37	+0.17

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.

Dividends

ASML vs. SOXX - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.69%, more than SOXX's 0.49% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASML ASML Holding N.V.	0.69%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
SOXX iShares Semiconductor ETF	0.49%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%

Drawdowns

ASML vs. SOXX - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ASML and SOXX.

Drawdown Indicators

	ASML	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-90.00%	-70.21%	-19.79%
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	-18.27%	+0.42%
Max Drawdown (5Y) Largest decline over 5 years	-56.84%	-45.75%	-11.09%
Max Drawdown (10Y) Largest decline over 10 years	-56.84%	-45.75%	-11.09%
Current Drawdown Current decline from peak	-10.92%	-7.95%	-2.97%
Average Drawdown Average peak-to-trough decline	-28.28%	-20.10%	-8.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.40%	4.92%	+1.48%

Volatility

ASML vs. SOXX - Volatility Comparison

ASML Holding N.V. (ASML) has a higher volatility of 14.55% compared to iShares Semiconductor ETF (SOXX) at 12.83%. 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.

Volatility by Period

	ASML	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.55%	12.83%	+1.72%
Volatility (6M) Calculated over the trailing 6-month period	29.45%	26.41%	+3.04%
Volatility (1Y) Calculated over the trailing 1-year period	41.84%	40.12%	+1.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.54%	35.48%	+6.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.06%	32.98%	+5.08%