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ASML vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ASML vs. XLM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding N.V. (ASML) and Stellar (XLM-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than XLM-USD's -6.87% return. Over the past 10 years, ASML has underperformed XLM-USD with an annualized return of 36.00%, while XLM-USD has yielded a comparatively higher 60.23% annualized return.


ASML

1D
-1.89%
1M
17.61%
YTD
74.80%
6M
73.02%
1Y
146.81%
3Y*
37.59%
5Y*
22.97%
10Y*
36.00%

XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASML vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASML
ASML Holding N.V.
74.80%56.51%-7.70%39.91%-30.49%64.13%66.06%93.56%-9.80%56.23%
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%

Correlation

The correlation between ASML and XLM-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.12

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Return for Risk

ASML vs. XLM-USD — Risk / Return Rank

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

ASML
ASML Risk / Return Rank: 9595
Overall Rank
ASML Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ASML Sortino Ratio Rank: 9494
Sortino Ratio Rank
ASML Omega Ratio Rank: 9292
Omega Ratio Rank
ASML Calmar Ratio Rank: 9696
Calmar Ratio Rank
ASML Martin Ratio Rank: 9696
Martin Ratio Rank

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank
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. XLM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Stellar (XLM-USD). 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.


ASMLXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.60

Sortino ratioReturn per unit of downside risk

+3.67

Omega ratioGain probability vs. loss probability

1.45

1.00

+0.45

Calmar ratioReturn relative to maximum drawdown

7.83

-0.40

+8.22

Martin ratioReturn relative to average drawdown

21.08

-0.57

+21.65

ASML vs. XLM-USD - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.27, which is higher than the XLM-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of ASML and XLM-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASML vs. XLM-USD - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for ASML and XLM-USD.


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Drawdown Indicators


ASMLXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-90.00%

-96.21%

+6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-17.85%

-71.19%

+53.34%

Max Drawdown (3Y)

Largest decline over 3 years

-45.38%

-74.37%

+28.99%

Max Drawdown (5Y)

Largest decline over 5 years

-56.84%

-83.25%

+26.41%

Max Drawdown (10Y)

Largest decline over 10 years

-56.84%

-96.21%

+39.37%

Current Drawdown

Current decline from peak

-1.89%

-78.80%

+76.91%

Average Drawdown

Average peak-to-trough decline

-28.12%

-72.14%

+44.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

50.48%

-43.85%

Volatility

ASML vs. XLM-USD - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML) is 17.27%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASMLXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.27%

43.48%

-26.21%

Volatility (6M)

Calculated over the trailing 6-month period

34.58%

59.28%

-24.70%

Volatility (1Y)

Calculated over the trailing 1-year period

42.75%

70.60%

-27.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.44%

74.72%

-32.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.72%

112.79%

-74.07%

Frequently Asked Questions


ASML and XLM-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLM-USD has higher volatility (43.48%) compared to ASML (17.27%). In terms of maximum drawdown, ASML dropped -90.00% vs XLM-USD's -96.21%.

ASML currently has the higher Sharpe Ratio (3.27 vs -0.33), 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.

Portfolio Optimizer

Find the right allocation for ASML and XLM-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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