PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AXON vs. ASML
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AXON and ASML is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

AXON vs. ASML - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%JulyAugustSeptemberOctoberNovemberDecember
110,567.48%
2,733.68%
AXON
ASML

Key characteristics

Sharpe Ratio

AXON:

3.35

ASML:

-0.06

Sortino Ratio

AXON:

6.02

ASML:

0.23

Omega Ratio

AXON:

1.77

ASML:

1.03

Calmar Ratio

AXON:

9.55

ASML:

-0.06

Martin Ratio

AXON:

25.54

ASML:

-0.12

Ulcer Index

AXON:

5.87%

ASML:

20.32%

Daily Std Dev

AXON:

44.75%

ASML:

45.02%

Max Drawdown

AXON:

-91.78%

ASML:

-90.00%

Current Drawdown

AXON:

-8.42%

ASML:

-35.52%

Fundamentals

Market Cap

AXON:

$49.51B

ASML:

$289.08B

EPS

AXON:

$3.83

ASML:

$18.53

PE Ratio

AXON:

169.53

ASML:

39.68

PEG Ratio

AXON:

2.86

ASML:

1.87

Total Revenue (TTM)

AXON:

$1.94B

ASML:

$26.24B

Gross Profit (TTM)

AXON:

$1.16B

ASML:

$13.42B

EBITDA (TTM)

AXON:

$218.88M

ASML:

$8.87B

Returns By Period

In the year-to-date period, AXON achieves a 144.53% return, which is significantly higher than ASML's -6.02% return. Over the past 10 years, AXON has outperformed ASML with an annualized return of 37.66%, while ASML has yielded a comparatively lower 21.77% annualized return.


AXON

YTD

144.53%

1M

3.59%

6M

116.96%

1Y

145.95%

5Y*

54.83%

10Y*

37.66%

ASML

YTD

-6.02%

1M

7.18%

6M

-31.64%

1Y

-5.82%

5Y*

20.29%

10Y*

21.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AXON vs. ASML - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axon Enterprise, Inc. (AXON) and ASML Holding N.V. (ASML). 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.


Sharpe ratio
The chart of Sharpe ratio for AXON, currently valued at 3.35, compared to the broader market-4.00-2.000.002.003.35-0.06
The chart of Sortino ratio for AXON, currently valued at 6.02, compared to the broader market-4.00-2.000.002.004.006.020.23
The chart of Omega ratio for AXON, currently valued at 1.77, compared to the broader market0.501.001.502.001.771.03
The chart of Calmar ratio for AXON, currently valued at 9.55, compared to the broader market0.002.004.006.009.55-0.06
The chart of Martin ratio for AXON, currently valued at 25.54, compared to the broader market-5.000.005.0010.0015.0020.0025.0025.54-0.12
AXON
ASML

The current AXON Sharpe Ratio is 3.35, which is higher than the ASML Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of AXON and ASML, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.35
-0.06
AXON
ASML

Dividends

AXON vs. ASML - Dividend Comparison

AXON has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.95%.


TTM20232022202120202019201820172016201520142013
AXON
Axon Enterprise, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASML
ASML Holding N.V.
0.95%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%0.75%

Drawdowns

AXON vs. ASML - Drawdown Comparison

The maximum AXON drawdown since its inception was -91.78%, roughly equal to the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for AXON and ASML. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.42%
-35.52%
AXON
ASML

Volatility

AXON vs. ASML - Volatility Comparison

Axon Enterprise, Inc. (AXON) has a higher volatility of 12.29% compared to ASML Holding N.V. (ASML) at 6.61%. This indicates that AXON's price experiences larger fluctuations and is considered to be riskier than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.29%
6.61%
AXON
ASML

Financials

AXON vs. ASML - Financials Comparison

This section allows you to compare key financial metrics between Axon Enterprise, Inc. and ASML Holding N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab