DR0.DE vs. ASML
DR0.DE (Deutsche Rohstoff AG) and ASML (ASML Holding N.V.) are both stocks. DR0.DE operates in Oil & Gas E&P (Energy), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, DR0.DE returned 24.45%/yr vs 33.20%/yr for ASML. At a 0.10 correlation, their price movements are largely independent.
Performance
DR0.DE vs. ASML - Performance Comparison
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Different Trading Currencies
DR0.DE is traded in EUR, while ASML is traded in USD. To make them comparable, the ASML values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DR0.DE achieves a 125.71% return, which is significantly higher than ASML's 57.01% return. Over the past 10 years, DR0.DE has underperformed ASML with an annualized return of 24.45%, while ASML has yielded a comparatively higher 33.20% annualized return.
DR0.DE
- 1D
- 0.91%
- 1M
- 19.18%
- YTD
- 125.71%
- 6M
- 135.82%
- 1Y
- 212.14%
- 3Y*
- 66.78%
- 5Y*
- 52.41%
- 10Y*
- 24.45%
ASML
- 1D
- -5.84%
- 1M
- 8.38%
- YTD
- 57.01%
- 6M
- 51.42%
- 1Y
- 119.81%
- 3Y*
- 29.89%
- 5Y*
- 21.69%
- 10Y*
- 33.20%
DR0.DE vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DR0.DE Deutsche Rohstoff AG | 125.71% | 60.69% | 3.83% | 30.99% | 30.57% | 138.82% | -42.67% | 11.20% | -27.54% | -21.96% |
ASML ASML Holding N.V. | 57.01% | 37.93% | -1.61% | 35.71% | -26.18% | 76.41% | 52.37% | 97.94% | -5.56% | 37.03% |
Correlation
The correlation between DR0.DE and ASML is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.10 |
The correlation between DR0.DE and ASML shifts across timeframes, from -0.03 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DR0.DE vs. ASML — Risk / Return Rank
DR0.DE
ASML
DR0.DE vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Rohstoff AG (DR0.DE) 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.
| DR0.DE | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.43 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 10.66 | 7.42 | +3.25 |
| Martin ratioReturn relative to average drawdown | 23.29 | 18.95 | +4.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DR0.DE | ASML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.45 | 2.99 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.54 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.88 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.80 | -0.31 |
Drawdowns
DR0.DE vs. ASML - Drawdown Comparison
The maximum DR0.DE drawdown since its inception was -75.09%, which is greater than ASML's maximum drawdown of -58.22%. Use the drawdown chart below to compare losses from any high point for DR0.DE and ASML.
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Drawdown Indicators
| DR0.DE | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.09% | -58.22% | -16.87% |
Max Drawdown (1Y)Largest decline over 1 year | -19.53% | -16.25% | -3.28% |
Max Drawdown (3Y)Largest decline over 3 years | -31.39% | -46.09% | +14.70% |
Max Drawdown (5Y)Largest decline over 5 years | -38.23% | -49.06% | +10.83% |
Max Drawdown (10Y)Largest decline over 10 years | -74.35% | -49.06% | -25.29% |
Current DrawdownCurrent decline from peak | 0.00% | -5.84% | +5.84% |
Average DrawdownAverage peak-to-trough decline | -26.09% | -13.93% | -12.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.96% | 6.35% | +2.61% |
Volatility
DR0.DE vs. ASML - Volatility Comparison
Deutsche Rohstoff AG (DR0.DE) and ASML Holding N.V. (ASML) have volatilities of 13.99% and 14.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DR0.DE | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.99% | 14.23% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 37.22% | 31.58% | +5.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.84% | 40.25% | +6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.92% | 40.67% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.55% | 37.71% | +3.84% |
Dividends
DR0.DE vs. ASML - Dividend Comparison
DR0.DE's dividend yield for the trailing twelve months is around 1.81%, more than ASML's 0.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.54% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
DR0.DE Deutsche Rohstoff AG | 1.81% | 4.08% | 5.45% | 4.01% | 2.31% | 0.00% | 1.17% | 4.65% | 4.61% | 3.01% | 2.08% | 3.37% |
Financials
DR0.DE vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Rohstoff AG 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
Frequently Asked Questions
DR0.DE and ASML have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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