CNSWF vs. ASML
CNSWF (Constellation Software Inc) and ASML (ASML Holding N.V.) are both stocks. Both are in the Technology sector — CNSWF in Software - Application, ASML in Semiconductor Equipment & Materials. Over the past 10 years, CNSWF returned 18.35%/yr vs 34.75%/yr for ASML. At a 0.25 correlation, their price movements are largely independent.
Performance
CNSWF vs. ASML - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CNSWF achieves a -11.52% return, which is significantly lower than ASML's 64.06% return. Over the past 10 years, CNSWF has underperformed ASML with an annualized return of 18.35%, while ASML has yielded a comparatively higher 34.75% annualized return.
CNSWF
- 1D
- -0.28%
- 1M
- 13.17%
- YTD
- -11.52%
- 6M
- -11.81%
- 1Y
- -40.43%
- 3Y*
- 1.73%
- 5Y*
- 7.86%
- 10Y*
- 18.35%
ASML
- 1D
- 6.54%
- 1M
- 9.86%
- YTD
- 64.06%
- 6M
- 56.76%
- 1Y
- 134.10%
- 3Y*
- 36.05%
- 5Y*
- 21.93%
- 10Y*
- 34.75%
CNSWF vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CNSWF Constellation Software Inc | -11.52% | -22.46% | 24.90% | 59.77% | -15.99% | 43.09% | 34.48% | 53.34% | 6.04% | 33.51% |
ASML ASML Holding N.V. | 64.06% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
Correlation
The correlation between CNSWF and ASML is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2007 | 0.25 |
The correlation between CNSWF and ASML shifts across timeframes, from -0.05 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CNSWF:
$44.97B
ASML:
$674.60B
CNSWF:
$34.82
ASML:
$25.86
CNSWF:
60.95
ASML:
67.64
CNSWF:
3.23
ASML:
4.45
CNSWF:
3.71
ASML:
20.10
CNSWF:
11.54
ASML:
32.39
CNSWF:
$12.11B
ASML:
$33.69B
CNSWF:
$4.15B
ASML:
$17.72B
CNSWF:
$2.77B
ASML:
$12.99B
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
CNSWF vs. ASML — Risk / Return Rank
CNSWF
ASML
CNSWF vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Software Inc (CNSWF) 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.
| CNSWF | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.23 | ||
| Sortino ratioReturn per unit of downside risk | -5.05 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.45 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 7.56 | -8.29 |
| Martin ratioReturn relative to average drawdown | -1.12 | 20.33 | -21.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CNSWF | ASML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.99 | 3.24 | -4.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.52 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.90 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.56 | +0.43 |
Drawdowns
CNSWF vs. ASML - Drawdown Comparison
The maximum CNSWF drawdown since its inception was -55.25%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for CNSWF and ASML.
Loading charts...
Drawdown Indicators
| CNSWF | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.25% | -90.00% | +34.75% |
Max Drawdown (1Y)Largest decline over 1 year | -55.12% | -17.85% | -37.27% |
Max Drawdown (3Y)Largest decline over 3 years | -55.25% | -45.38% | -9.87% |
Max Drawdown (5Y)Largest decline over 5 years | -55.25% | -56.84% | +1.59% |
Max Drawdown (10Y)Largest decline over 10 years | -55.25% | -56.84% | +1.59% |
Current DrawdownCurrent decline from peak | -42.73% | -0.48% | -42.25% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -28.14% | +21.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.19% | 6.62% | +29.57% |
Volatility
CNSWF vs. ASML - Volatility Comparison
The current volatility for Constellation Software Inc (CNSWF) is 13.34%, while ASML Holding N.V. (ASML) has a volatility of 15.94%. This indicates that CNSWF 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.
Loading charts...
Volatility by Period
| CNSWF | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.34% | 15.94% | -2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 33.23% | 33.30% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.92% | 41.73% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.94% | 42.23% | -12.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.86% | 38.62% | -9.76% |
Dividends
CNSWF vs. ASML - Dividend Comparison
CNSWF's dividend yield for the trailing twelve months is around 0.19%, less than ASML's 0.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.50% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
CNSWF Constellation Software Inc | 0.19% | 0.17% | 0.13% | 0.16% | 0.26% | 0.22% | 0.41% | 0.41% | 0.63% | 0.83% | 1.76% | 0.96% |
Financials
CNSWF vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Constellation Software 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.
Total Revenue: Total amount of money received from sales and other business activities
CNSWF vs. ASML - Profitability Comparison
CNSWF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Software Inc reported a gross profit of 733.69M and revenue of 3.14B. Therefore, the gross margin over that period was 23.4%.
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a gross profit of 4.65B and revenue of 8.77B. Therefore, the gross margin over that period was 53.0%.
CNSWF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Software Inc reported an operating income of 452.64M and revenue of 3.14B, resulting in an operating margin of 14.4%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported an operating income of 3.16B and revenue of 8.77B, resulting in an operating margin of 36.0%.
CNSWF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Software Inc reported a net income of 361.92M and revenue of 3.14B, resulting in a net margin of 11.5%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a net income of 2.76B and revenue of 8.77B, resulting in a net margin of 31.4%.
Frequently Asked Questions
CNSWF and ASML have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (15.94%) compared to CNSWF (13.34%). In terms of maximum drawdown, CNSWF dropped -55.25% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (3.24 vs -0.99), 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 CNSWF and ASML
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