ASML vs. URA

Last updated Jun 9, 2026

ASML (ASML Holding N.V.) is a stock, while URA (Global X Uranium ETF) is Commodity Producers Equities fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Over the past 10 years, ASML returned 34.75%/yr vs 15.57%/yr for URA. At a 0.41 correlation, their price movements are largely independent.

Performance

ASML vs. URA - Performance Comparison

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

Returns By Period

In the year-to-date period, ASML achieves a 64.06% return, which is significantly higher than URA's 7.47% return. Over the past 10 years, ASML has outperformed URA with an annualized return of 34.75%, while URA has yielded a comparatively lower 15.57% annualized return.

ASML

• 1D: 6.54%
• 1M: 9.86%
• YTD: 64.06%
• 6M: 56.76%
• 1Y: 134.10%
• 3Y*: 36.05%
• 5Y*: 21.93%
• 10Y*: 34.75%

URA

• 1D: 1.35%
• 1M: -16.78%
• YTD: 7.47%
• 6M: 0.63%
• 1Y: 43.02%
• 3Y*: 33.80%
• 5Y*: 19.23%
• 10Y*: 15.57%

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

ASML vs. URA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASML ASML Holding N.V.	64.06%	56.51%	-7.70%	39.91%	-30.49%	64.13%	66.06%	93.56%	-9.80%	56.23%
URA Global X Uranium ETF	7.47%	67.18%	-0.58%	46.25%	-11.32%	57.57%	41.33%	-3.54%	-22.11%	19.36%

Correlation

The correlation between ASML and URA is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since Nov 5, 2010	0.41

Return for Risk

ASML vs. URA — 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

URA

URA Risk / Return Rank: 28
URA Sharpe Ratio Rank: 26
URA Sortino Ratio Rank: 29
URA Omega Ratio Rank: 27
URA Calmar Ratio Rank: 34
URA Martin Ratio Rank: 25

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. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Global X Uranium ETF (URA). 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	URA	Difference
Sharpe ratio: Return per unit of total volatility	3.24	0.85	+2.39
Sortino ratio: Return per unit of downside risk	3.63	1.44	+2.19
Omega ratio: Gain probability vs. loss probability	1.45	1.17	+0.28
Calmar ratio: Return relative to maximum drawdown	7.56	1.52	+6.03
Martin ratio: Return relative to average drawdown	20.33	3.16	+17.17
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. URA - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.24, which is higher than the URA Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of ASML and URA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ASML	URA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.24	0.85	+2.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.44	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.90	0.41	+0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	-0.07	+0.62

Drawdowns

ASML vs. URA - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, roughly equal to the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for ASML and URA.

Drawdown Indicators

	ASML	URA	Difference
Max Drawdown Largest peak-to-trough decline	-90.00%	-93.54%	+3.54%
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	-28.43%	+10.58%
Max Drawdown (3Y) Largest decline over 3 years	-45.38%	-37.81%	-7.57%
Max Drawdown (5Y) Largest decline over 5 years	-56.84%	-37.90%	-18.94%
Max Drawdown (10Y) Largest decline over 10 years	-56.84%	-61.45%	+4.61%
Current Drawdown Current decline from peak	-0.48%	-47.89%	+47.41%
Average Drawdown Average peak-to-trough decline	-28.14%	-74.99%	+46.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.62%	13.66%	-7.04%

Volatility

ASML vs. URA - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML) is 15.94%, while Global X Uranium ETF (URA) has a volatility of 16.85%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASML	URA	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.94%	16.85%	-0.91%
Volatility (6M) Calculated over the trailing 6-month period	33.30%	39.19%	-5.89%
Volatility (1Y) Calculated over the trailing 1-year period	41.73%	51.23%	-9.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.23%	43.83%	-1.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.62%	37.84%	+0.78%

Dividends

ASML vs. URA - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.50%, less than URA's 4.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASML ASML Holding N.V.	0.50%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
URA Global X Uranium ETF	4.54%	4.88%	2.86%	6.07%	0.76%	5.84%	1.69%	1.66%	0.44%	2.03%	7.28%	1.96%

Frequently Asked Questions

Can I hold both ASML and URA in my portfolio?

ASML and URA have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ASML or URA?

URA has higher volatility (16.85%) compared to ASML (15.94%). In terms of maximum drawdown, ASML dropped -90.00% vs URA's -93.54%.

Which has better risk-adjusted returns?

ASML currently has the higher Sharpe Ratio (3.24 vs 0.85), 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.