ASML vs. SU.PA
ASML (ASML Holding N.V.) and SU.PA (Schneider Electric S.E.) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while SU.PA operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, ASML returned 36.00%/yr vs 20.68%/yr for SU.PA. At a 0.45 correlation, their price movements are largely independent.
Performance
ASML vs. SU.PA - Performance Comparison
Loading charts...
Different Trading Currencies
ASML is traded in USD, while SU.PA is traded in EUR. To make them comparable, the SU.PA 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 SU.PA's 12.96% return. Over the past 10 years, ASML has outperformed SU.PA with an annualized return of 36.00%, while SU.PA has yielded a comparatively lower 20.68% annualized return.
ASML
- 1D
- -1.89%
- 1M
- 17.83%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 138.89%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
SU.PA
- 1D
- 0.27%
- 1M
- -2.39%
- YTD
- 12.96%
- 6M
- 12.77%
- 1Y
- 21.78%
- 3Y*
- 21.53%
- 5Y*
- 16.36%
- 10Y*
- 20.68%
ASML vs. SU.PA - 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% |
SU.PA Schneider Electric S.E. | 12.96% | 12.59% | 26.19% | 46.36% | -27.10% | 38.52% | 45.34% | 54.98% | -17.23% | 25.79% |
Correlation
The correlation between ASML and SU.PA is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.45 |
The correlation between ASML and SU.PA has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ASML vs. SU.PA — Risk / Return Rank
ASML
SU.PA
ASML vs. SU.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Schneider Electric S.E. (SU.PA). 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 | SU.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.14 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | 1.06 | +6.76 |
| Martin ratioReturn relative to average drawdown | 21.08 | 2.81 | +18.27 |
Loading charts...
Drawdowns
ASML vs. SU.PA - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than SU.PA's maximum drawdown of -62.83%. Use the drawdown chart below to compare losses from any high point for ASML and SU.PA.
Loading charts...
Drawdown Indicators
| ASML | SU.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -62.83% | -27.17% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -20.24% | +2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -28.35% | -17.03% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -44.80% | -12.04% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -44.80% | -12.04% |
Current DrawdownCurrent decline from peak | -1.89% | -8.12% | +6.23% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -13.77% | -14.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 7.68% | -1.05% |
Volatility
ASML vs. SU.PA - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to Schneider Electric S.E. (SU.PA) at 11.23%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than SU.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ASML | SU.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 11.23% | +6.04% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 26.10% | +8.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 33.01% | +9.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 31.51% | +10.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 29.24% | +9.48% |
Dividends
ASML vs. SU.PA - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.47%, less than SU.PA's 1.58% 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% |
SU.PA Schneider Electric S.E. | 1.58% | 1.66% | 1.45% | 1.73% | 2.22% | 1.51% | 2.16% | 2.57% | 3.68% | 2.88% | 3.03% | 2.59% |
Financials
ASML vs. SU.PA - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Schneider Electric S.E.. 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
Frequently Asked Questions
ASML and SU.PA have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ASML and SU.PA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer