ASML vs. XRP-USD
ASML (ASML Holding N.V.) is a stock, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, ASML returned 22.97%/yr vs 5.05%/yr for XRP-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
ASML vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than XRP-USD's -38.55% return.
ASML
- 1D
- -1.89%
- 1M
- 17.83%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 138.89%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
XRP-USD
- 1D
- -1.01%
- 1M
- -20.80%
- YTD
- -38.55%
- 6M
- -43.70%
- 1Y
- -48.43%
- 3Y*
- 29.52%
- 5Y*
- 5.05%
- 10Y*
- —
ASML vs. XRP-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XRP-USD XRP | -38.55% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 38,242.83% |
Correlation
The correlation between ASML and XRP-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.16 |
The correlation between ASML and XRP-USD shifts across timeframes, from 0.16 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ASML vs. XRP-USD — Risk / Return Rank
ASML
XRP-USD
ASML vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and XRP (XRP-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.
| ASML | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.98 | ||
| Sortino ratioReturn per unit of downside risk | +4.63 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.91 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | -0.70 | +8.53 |
| Martin ratioReturn relative to average drawdown | 21.08 | -1.10 | +22.18 |
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Drawdowns
ASML vs. XRP-USD - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for ASML and XRP-USD.
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Drawdown Indicators
| ASML | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -95.87% | +5.87% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -69.23% | +51.38% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -69.23% | +23.85% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -77.83% | +20.99% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | — | — |
Current DrawdownCurrent decline from peak | -1.89% | -68.19% | +66.30% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -70.99% | +42.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 43.81% | -37.18% |
Volatility
ASML vs. XRP-USD - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to XRP (XRP-USD) at 14.71%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 14.71% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 46.28% | -11.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 56.25% | -13.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 72.37% | -29.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 111.79% | -73.07% |
Frequently Asked Questions
ASML and XRP-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (17.27%) compared to XRP-USD (14.71%). In terms of maximum drawdown, ASML dropped -90.00% vs XRP-USD's -95.87%.
ASML currently has the higher Sharpe Ratio (3.27 vs -0.72), 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.
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