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BESIY vs. ASML
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BESIYASML
YTD Return-23.11%-4.76%
1Y Return13.29%22.73%
3Y Return (Ann)12.07%-3.13%
5Y Return (Ann)33.65%23.54%
10Y Return (Ann)49.25%23.05%
Sharpe Ratio0.230.50
Sortino Ratio0.610.92
Omega Ratio1.091.13
Calmar Ratio0.260.60
Martin Ratio0.501.55
Ulcer Index22.29%14.55%
Daily Std Dev49.51%44.74%
Max Drawdown-64.23%-90.00%
Current Drawdown-40.42%-34.65%

Fundamentals


BESIYASML
Market Cap$9.08B$282.74B
EPS$2.42$18.98
PE Ratio47.0237.34
PEG Ratio1.141.79
Total Revenue (TTM)$457.13M$26.24B
Gross Profit (TTM)$293.57M$13.42B
EBITDA (TTM)$176.46M$9.14B

Correlation

-0.50.00.51.00.4

The correlation between BESIY and ASML is 0.41, 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.

Performance

BESIY vs. ASML - Performance Comparison

In the year-to-date period, BESIY achieves a -23.11% return, which is significantly lower than ASML's -4.76% return. Over the past 10 years, BESIY has outperformed ASML with an annualized return of 49.25%, while ASML has yielded a comparatively lower 23.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%MayJuneJulyAugustSeptemberOctober
-15.78%
-17.69%
BESIY
ASML

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Risk-Adjusted Performance

BESIY vs. ASML - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BE Semiconductor Industries NV ADR (BESIY) 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.


BESIY
Sharpe ratio
The chart of Sharpe ratio for BESIY, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.23
Sortino ratio
The chart of Sortino ratio for BESIY, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.006.000.61
Omega ratio
The chart of Omega ratio for BESIY, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for BESIY, currently valued at 0.26, compared to the broader market0.002.004.006.000.26
Martin ratio
The chart of Martin ratio for BESIY, currently valued at 0.50, compared to the broader market-10.000.0010.0020.0030.000.50
ASML
Sharpe ratio
The chart of Sharpe ratio for ASML, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.50
Sortino ratio
The chart of Sortino ratio for ASML, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.006.000.92
Omega ratio
The chart of Omega ratio for ASML, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for ASML, currently valued at 0.60, compared to the broader market0.002.004.006.000.60
Martin ratio
The chart of Martin ratio for ASML, currently valued at 1.55, compared to the broader market-10.000.0010.0020.0030.001.55

BESIY vs. ASML - Sharpe Ratio Comparison

The current BESIY Sharpe Ratio is 0.23, which is lower than the ASML Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of BESIY 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 Ratio0.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
0.23
0.50
BESIY
ASML

Dividends

BESIY vs. ASML - Dividend Comparison

BESIY's dividend yield for the trailing twelve months is around 2.01%, more than ASML's 1.15% yield.


TTM20232022202120202019201820172016201520142013
BESIY
BE Semiconductor Industries NV ADR
2.01%2.07%5.81%2.41%1.84%4.83%13.38%2.26%0.69%8.25%2.03%3.39%
ASML
ASML Holding N.V.
1.15%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%

Drawdowns

BESIY vs. ASML - Drawdown Comparison

The maximum BESIY drawdown since its inception was -64.23%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for BESIY and ASML. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-40.42%
-34.65%
BESIY
ASML

Volatility

BESIY vs. ASML - Volatility Comparison

The current volatility for BE Semiconductor Industries NV ADR (BESIY) is 14.99%, while ASML Holding N.V. (ASML) has a volatility of 20.55%. This indicates that BESIY experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%MayJuneJulyAugustSeptemberOctober
14.99%
20.55%
BESIY
ASML

Financials

BESIY vs. ASML - Financials Comparison

This section allows you to compare key financial metrics between BE Semiconductor Industries NV ADR 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