ASML vs. TOELY
ASML (ASML Holding N.V.) and TOELY (Tokyo Electron ADR) are both stocks. Both operate in the Semiconductor Equipment & Materials industry within the Technology sector. Over the past 10 years, ASML returned 36.00%/yr vs 34.30%/yr for TOELY. At a 0.43 correlation, their price movements are largely independent.
Performance
ASML vs. TOELY - Performance Comparison
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Returns By Period
In the year-to-date period, ASML achieves a 74.80% return, which is significantly lower than TOELY's 95.90% return. Both investments have delivered pretty close results over the past 10 years, with ASML having a 36.00% annualized return and TOELY not far behind at 34.30%.
ASML
- 1D
- -1.89%
- 1M
- 24.09%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 146.81%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
TOELY
- 1D
- 2.93%
- 1M
- 35.96%
- YTD
- 95.90%
- 6M
- 124.61%
- 1Y
- 164.27%
- 3Y*
- 46.47%
- 5Y*
- 25.12%
- 10Y*
- 34.30%
ASML vs. TOELY - 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% |
TOELY Tokyo Electron ADR | 95.90% | 49.57% | -14.19% | 82.22% | -49.18% | 53.76% | 71.31% | 94.00% | -38.01% | 94.67% |
Correlation
The correlation between ASML and TOELY is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2009 | 0.43 |
The correlation between ASML and TOELY shifts across timeframes, from 0.43 (all time) to 0.60 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ASML:
$718.77B
TOELY:
$199.47B
ASML:
€25.86
TOELY:
¥632.07
ASML:
62.30
TOELY:
55.16
ASML:
4.10
TOELY:
4.53
ASML:
18.51
TOELY:
12.98
ASML:
29.83
TOELY:
15.37
ASML:
€33.69B
TOELY:
¥2.47T
ASML:
€17.72B
TOELY:
¥1.12T
ASML:
€12.99B
TOELY:
¥753.39B
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Return for Risk
ASML vs. TOELY — Risk / Return Rank
ASML
TOELY
ASML vs. TOELY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Tokyo Electron ADR (TOELY). 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 | TOELY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.40 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | 4.94 | +2.88 |
| Martin ratioReturn relative to average drawdown | 21.08 | 12.36 | +8.72 |
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Drawdowns
ASML vs. TOELY - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, roughly equal to the maximum TOELY drawdown of -92.92%. Use the drawdown chart below to compare losses from any high point for ASML and TOELY.
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Drawdown Indicators
| ASML | TOELY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -92.92% | +2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -30.30% | +12.45% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -53.52% | +8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -59.40% | +2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -59.40% | +2.56% |
Current DrawdownCurrent decline from peak | -1.89% | 0.00% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -49.60% | +21.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 12.12% | -5.49% |
Volatility
ASML vs. TOELY - Volatility Comparison
The current volatility for ASML Holding N.V. (ASML) is 17.27%, while Tokyo Electron ADR (TOELY) has a volatility of 20.95%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than TOELY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | TOELY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 20.95% | -3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 40.27% | -5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 54.00% | -11.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 44.98% | -2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 39.68% | -0.96% |
Dividends
ASML vs. TOELY - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.47%, while TOELY has not paid dividends to shareholders.
| 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% |
TOELY Tokyo Electron ADR | 0.00% | 1.02% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.11% | 2.27% | 0.00% |
Financials
ASML vs. TOELY - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Tokyo Electron ADR. 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
ASML vs. TOELY - Profitability Comparison
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a gross profit of 4.65B and revenue of 8.77B. Therefore, the gross margin over that period was 53.0%.
TOELY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a gross profit of 339.31B and revenue of 724.89B. Therefore, the gross margin over that period was 46.8%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported an operating income of 3.16B and revenue of 8.77B, resulting in an operating margin of 36.0%.
TOELY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported an operating income of 209.42B and revenue of 724.89B, resulting in an operating margin of 28.9%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a net income of 2.76B and revenue of 8.77B, resulting in a net margin of 31.4%.
TOELY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a net income of 218.23B and revenue of 724.89B, resulting in a net margin of 30.1%.
Frequently Asked Questions
ASML and TOELY have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOELY has higher volatility (20.95%) compared to ASML (17.27%). In terms of maximum drawdown, ASML dropped -90.00% vs TOELY's -92.92%.
ASML currently has the higher Sharpe Ratio (3.27 vs 2.77), 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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