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ASML vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.7

Performance

ASML vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding N.V. (ASML) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,570.18%
552.28%
ASML
VOO

Key characteristics

Sharpe Ratio

ASML:

-0.45

VOO:

0.57

Sortino Ratio

ASML:

-0.36

VOO:

0.92

Omega Ratio

ASML:

0.95

VOO:

1.13

Calmar Ratio

ASML:

-0.48

VOO:

0.58

Martin Ratio

ASML:

-0.78

VOO:

2.42

Ulcer Index

ASML:

28.16%

VOO:

4.51%

Daily Std Dev

ASML:

48.60%

VOO:

19.17%

Max Drawdown

ASML:

-90.00%

VOO:

-33.99%

Current Drawdown

ASML:

-38.19%

VOO:

-10.56%

Returns By Period

In the year-to-date period, ASML achieves a -2.40% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, ASML has outperformed VOO with an annualized return of 21.11%, while VOO has yielded a comparatively lower 12.02% annualized return.


ASML

YTD

-2.40%

1M

-7.12%

6M

-4.61%

1Y

-23.72%

5Y*

19.33%

10Y*

21.11%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

ASML vs. VOO — Risk-Adjusted Performance Rank

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

ASML
The Risk-Adjusted Performance Rank of ASML is 2828
Overall Rank
The Sharpe Ratio Rank of ASML is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of ASML is 2828
Sortino Ratio Rank
The Omega Ratio Rank of ASML is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ASML is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ASML is 3535
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ASML, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
ASML: -0.45
VOO: 0.57
The chart of Sortino ratio for ASML, currently valued at -0.36, compared to the broader market-6.00-4.00-2.000.002.004.00
ASML: -0.36
VOO: 0.92
The chart of Omega ratio for ASML, currently valued at 0.95, compared to the broader market0.501.001.502.00
ASML: 0.95
VOO: 1.13
The chart of Calmar ratio for ASML, currently valued at -0.48, compared to the broader market0.001.002.003.004.005.00
ASML: -0.48
VOO: 0.58
The chart of Martin ratio for ASML, currently valued at -0.78, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ASML: -0.78
VOO: 2.42

The current ASML Sharpe Ratio is -0.45, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ASML and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.45
0.57
ASML
VOO

Dividends

ASML vs. VOO - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 1.00%, less than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
ASML
ASML Holding N.V.
1.00%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
1.39%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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.19%
-10.56%
ASML
VOO

Volatility

ASML vs. VOO - Volatility Comparison

ASML Holding N.V. (ASML) has a higher volatility of 21.06% compared to Vanguard S&P 500 ETF (VOO) at 13.97%. 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.06%
13.97%
ASML
VOO