Correlation
The correlation between ASML and VOO is 0.65, 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.
ASML vs. VOO
Compare and contrast key facts about ASML Holding N.V. (ASML) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASML or VOO.
Performance
ASML vs. VOO - Performance Comparison
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Key characteristics
ASML:
-0.44
VOO:
0.70
ASML:
-0.33
VOO:
1.05
ASML:
0.96
VOO:
1.15
ASML:
-0.47
VOO:
0.69
ASML:
-0.70
VOO:
2.62
ASML:
30.06%
VOO:
4.93%
ASML:
48.56%
VOO:
19.55%
ASML:
-90.00%
VOO:
-33.99%
ASML:
-31.40%
VOO:
-3.45%
Returns By Period
In the year-to-date period, ASML achieves a 8.32% return, which is significantly higher than VOO's 1.00% return. Over the past 10 years, ASML has outperformed VOO with an annualized return of 22.11%, while VOO has yielded a comparatively lower 12.81% annualized return.
ASML
8.32%
12.15%
11.98%
-21.29%
9.62%
18.85%
22.11%
VOO
1.00%
6.44%
-0.84%
13.62%
14.14%
15.91%
12.81%
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Risk-Adjusted Performance
ASML vs. VOO — Risk-Adjusted Performance Rank
ASML
VOO
ASML vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
ASML vs. VOO - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.91%, less than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.91% | 0.97% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
ASML vs. VOO - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ASML and VOO.
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Volatility
ASML vs. VOO - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 9.03% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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