ASML vs. TSM
Compare and contrast key facts about ASML Holding N.V. (ASML) and Taiwan Semiconductor Manufacturing Company Limited (TSM).
Performance
ASML vs. TSM - Performance Comparison
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ASML vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 23.62% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 11.52% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Fundamentals
ASML:
$513.67B
TSM:
$1.75T
ASML:
$23.77
TSM:
$332.18
ASML:
55.57
TSM:
1.02
ASML:
3.99
TSM:
0.03
ASML:
16.35
TSM:
0.46
ASML:
26.20
TSM:
0.32
ASML:
$31.38B
TSM:
$3.82T
ASML:
$16.58B
TSM:
$2.29T
ASML:
$11.94B
TSM:
$2.90T
Returns By Period
In the year-to-date period, ASML achieves a 23.62% return, which is significantly higher than TSM's 11.52% return. Over the past 10 years, ASML has underperformed TSM with an annualized return of 30.71%, while TSM has yielded a comparatively higher 32.45% annualized return.
ASML
- 1D
- 5.33%
- 1M
- -8.94%
- YTD
- 23.62%
- 6M
- 36.86%
- 1Y
- 101.57%
- 3Y*
- 26.02%
- 5Y*
- 16.89%
- 10Y*
- 30.71%
TSM
- 1D
- 6.78%
- 1M
- -9.52%
- YTD
- 11.52%
- 6M
- 21.66%
- 1Y
- 106.05%
- 3Y*
- 56.00%
- 5Y*
- 24.08%
- 10Y*
- 32.45%
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Return for Risk
ASML vs. TSM — Risk / Return Rank
ASML
TSM
ASML vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Taiwan Semiconductor Manufacturing Company Limited (TSM). 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 | TSM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.45 | 2.76 | -0.32 |
Sortino ratioReturn per unit of downside risk | 3.04 | 3.33 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 5.49 | 5.90 | -0.41 |
Martin ratioReturn relative to average drawdown | 15.40 | 20.02 | -4.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASML | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 2.76 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.66 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.96 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.35 | +0.19 |
Correlation
The correlation between ASML and TSM is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ASML vs. TSM - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.71%, less than TSM's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.71% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.98% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Drawdowns
ASML vs. TSM - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, roughly equal to the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for ASML and TSM.
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Drawdown Indicators
| ASML | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -89.08% | -0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -18.14% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -56.47% | -0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -56.47% | -0.37% |
Current DrawdownCurrent decline from peak | -13.47% | -12.59% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -28.28% | -43.13% | +14.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 5.34% | +1.03% |
Volatility
ASML vs. TSM - Volatility Comparison
ASML Holding N.V. (ASML) and Taiwan Semiconductor Manufacturing Company Limited (TSM) have volatilities of 14.88% and 14.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.88% | 14.44% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 29.34% | 27.19% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.81% | 38.60% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.55% | 36.99% | +4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.06% | 33.85% | +4.21% |
Financials
ASML vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Taiwan Semiconductor Manufacturing Company Limited. 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. TSM - Profitability Comparison
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, ASML Holding N.V. reported a gross profit of 4.47B and revenue of 8.43B. Therefore, the gross margin over that period was 53.1%.
TSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 658.15B and revenue of 1.06T. Therefore, the gross margin over that period was 62.3%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, ASML Holding N.V. reported an operating income of 2.51B and revenue of 8.43B, resulting in an operating margin of 29.8%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 569.13B and revenue of 1.06T, resulting in an operating margin of 53.9%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, ASML Holding N.V. reported a net income of 2.07B and revenue of 8.43B, resulting in a net margin of 24.6%.
TSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 510.52B and revenue of 1.06T, resulting in a net margin of 48.4%.