ASML vs. XLE
ASML (ASML Holding N.V.) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 10 years, ASML returned 32.35%/yr vs 10.08%/yr for XLE. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
ASML vs. XLE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ASML achieves a 54.27% return, which is significantly higher than XLE's 33.31% return. Over the past 10 years, ASML has outperformed XLE with an annualized return of 32.35%, while XLE has yielded a comparatively lower 10.08% annualized return.
ASML
- 1D
- 0.83%
- 1M
- -7.05%
- 6M
- 14.50%
- YTD
- 54.27%
- 1Y
- 139.68%
- 3Y*
- 35.61%
- 5Y*
- 16.81%
- 10Y*
- 32.35%
- ALL TIME*
- 26.77%
XLE
- 1D
- -1.28%
- 1M
- 10.47%
- 6M
- 19.08%
- YTD
- 33.31%
- 1Y
- 41.66%
- 3Y*
- 14.20%
- 5Y*
- 23.80%
- 10Y*
- 10.08%
- ALL TIME*
- 8.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.19B | $3.43B | $3.46B | |
| $1.70B | $1.73B | $1.97B |
ASML vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 54.27% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
XLE State Street Energy Select Sector SPDR ETF | 33.31% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between ASML and XLE is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.31 |
The correlation between ASML and XLE shifts across timeframes, from -0.16 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ASML vs. XLE — Risk / Return Rank
ASML
XLE
ASML vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and State Street Energy Select Sector SPDR ETF (XLE). 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 | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.32 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 6.40 | 2.79 | +3.61 |
| Martin ratioReturn relative to average drawdown | 21.60 | 7.45 | +14.14 |
Loading charts...
Drawdowns
ASML vs. XLE - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for ASML and XLE.
Loading charts...
Drawdown Indicators
| ASML | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -71.26% | -18.74% |
Max Drawdown (1Y)Largest decline over 1 year | -21.95% | -14.98% | -6.97% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -20.14% | -25.24% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -26.04% | -30.80% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -66.81% | +9.97% |
Current DrawdownCurrent decline from peak | -17.33% | -5.35% | -11.98% |
Average DrawdownAverage peak-to-trough decline | -28.04% | -17.93% | -10.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.49% | 5.60% | +0.89% |
Volatility
ASML vs. XLE - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 14.07% compared to State Street Energy Select Sector SPDR ETF (XLE) at 6.13%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ASML | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.07% | 6.13% | +7.94% |
Volatility (6M)Calculated over the trailing 6-month period | 37.25% | 16.74% | +20.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.98% | 21.04% | +24.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.27% | 25.77% | +17.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.14% | 29.58% | +9.56% |
Dividends
ASML vs. XLE - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.55%, less than XLE's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.55% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
XLE State Street Energy Select Sector SPDR ETF | 2.58% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
ASML and XLE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (14.07%) compared to XLE (6.13%). In terms of maximum drawdown, ASML dropped -90.00% vs XLE's -71.26%.
ASML currently has the higher Sharpe Ratio (3.06 vs 1.99), 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.
Find the right allocation for ASML and XLE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer