ASML vs. U-U.TO

Last updated Jun 13, 2026

ASML (ASML Holding N.V.) and U-U.TO (Sprott Physical Uranium Trust Fund) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while U-U.TO operates in Uranium (Energy). Over the past 3 years, ASML returned 37.59%/yr vs 9.68%/yr for U-U.TO. At a 0.28 correlation, their price movements are largely independent.

Performance

ASML vs. U-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding N.V. (ASML) and Sprott Physical Uranium Trust Fund (U-U.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ASML is traded in USD, while U-U.TO is traded in CAD. To make them comparable, the U-U.TO 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 U-U.TO's -7.16% 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%

U-U.TO

• 1D: -1.14%
• 1M: -8.64%
• YTD: -7.16%
• 6M: 1.40%
• 1Y: 5.77%
• 3Y*: 9.68%
• 5Y*: —
• 10Y*: —

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

ASML vs. U-U.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ASML ASML Holding N.V.	74.80%	56.51%	-7.70%	39.91%	-30.49%	6.69%
U-U.TO Sprott Physical Uranium Trust Fund	-7.16%	18.18%	-25.16%	86.49%	-0.07%	17.76%

Correlation

The correlation between ASML and U-U.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (All Time) Calculated using the full available price history since Jul 26, 2021	0.28

Return for Risk

ASML vs. U-U.TO — Risk / Return Rank

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

ASML

ASML Risk / Return Rank: 95
ASML Sharpe Ratio Rank: 96
ASML Sortino Ratio Rank: 94
ASML Omega Ratio Rank: 92
ASML Calmar Ratio Rank: 96
ASML Martin Ratio Rank: 96

U-U.TO

U-U.TO Risk / Return Rank: 49
U-U.TO Sharpe Ratio Rank: 51
U-U.TO Sortino Ratio Rank: 46
U-U.TO Omega Ratio Rank: 45
U-U.TO Calmar Ratio Rank: 52
U-U.TO Martin Ratio Rank: 51

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. U-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Sprott Physical Uranium Trust Fund (U-U.TO). 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	U-U.TO	Difference
Sharpe ratio: Return per unit of total volatility	3.27	0.16	+3.11
Sortino ratio: Return per unit of downside risk	3.70	0.48	+3.22
Omega ratio: Gain probability vs. loss probability	1.45	1.06	+0.39
Calmar ratio: Return relative to maximum drawdown	7.83	0.23	+7.60
Martin ratio: Return relative to average drawdown	21.08	0.46	+20.62

ASML vs. U-U.TO - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.27, which is higher than the U-U.TO Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of ASML and U-U.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ASML vs. U-U.TO - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than U-U.TO's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for ASML and U-U.TO.

Drawdown Indicators

	ASML	U-U.TO	Difference
Max Drawdown Largest peak-to-trough decline	-90.00%	-51.83%	-38.17%
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	-25.40%	+7.55%
Max Drawdown (3Y) Largest decline over 3 years	-45.38%	-51.83%	+6.45%
Max Drawdown (5Y) Largest decline over 5 years	-56.84%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-56.84%	—	—
Current Drawdown Current decline from peak	-1.89%	-29.49%	+27.60%
Average Drawdown Average peak-to-trough decline	-28.12%	-24.20%	-3.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.63%	12.69%	-6.06%

Volatility

ASML vs. U-U.TO - Volatility Comparison

ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to Sprott Physical Uranium Trust Fund (U-U.TO) at 6.16%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than U-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASML	U-U.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.27%	6.16%	+11.11%
Volatility (6M) Calculated over the trailing 6-month period	34.58%	25.78%	+8.80%
Volatility (1Y) Calculated over the trailing 1-year period	42.75%	35.47%	+7.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.44%	42.18%	+0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.72%	42.18%	-3.46%

Dividends

ASML vs. U-U.TO - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.47%, while U-U.TO 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%
U-U.TO Sprott Physical Uranium Trust Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both ASML and U-U.TO in my portfolio?

ASML and U-U.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.