DY vs. ASML
DY (Dycom Industries, Inc.) and ASML (ASML Holding N.V.) are both stocks. DY operates in Engineering & Construction (Industrials), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, DY returned 15.82%/yr vs 32.27%/yr for ASML. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
DY vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, DY achieves a 18.69% return, which is significantly lower than ASML's 53.00% return. Over the past 10 years, DY has underperformed ASML with an annualized return of 15.82%, while ASML has yielded a comparatively higher 32.27% annualized return.
DY
- 1D
- -3.85%
- 1M
- -14.76%
- 6M
- 10.07%
- YTD
- 18.69%
- 1Y
- 49.20%
- 3Y*
- 58.45%
- 5Y*
- 42.03%
- 10Y*
- 15.82%
- ALL TIME*
- 13.01%
ASML
- 1D
- -1.36%
- 1M
- -11.50%
- 6M
- 15.03%
- YTD
- 53.00%
- 1Y
- 136.03%
- 3Y*
- 33.26%
- 5Y*
- 17.48%
- 10Y*
- 32.27%
- ALL TIME*
- 26.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.24B | $3.55B | $3.45B | |
| $195.20M | $192.79M | $262.31M |
DY vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DY Dycom Industries, Inc. | 18.69% | 94.13% | 51.24% | 22.96% | -0.17% | 24.15% | 60.17% | -12.75% | -51.50% | 38.78% |
ASML ASML Holding N.V. | 53.00% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
Correlation
The correlation between DY and ASML is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 1995 | 0.33 |
The correlation between DY and ASML shifts across timeframes, from 0.33 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
DY:
$12.04B
ASML:
$627.85B
DY:
$10.48
ASML:
€27.54
DY:
38.26
ASML:
51.36
DY:
0.54
ASML:
3.38
DY:
1.91
ASML:
15.47
DY:
6.43
ASML:
24.94
DY:
$6.25B
ASML:
€35.33B
DY:
$1.23B
ASML:
€18.63B
DY:
$1.07B
ASML:
€13.77B
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Return for Risk
DY vs. ASML — Risk / Return Rank
DY
ASML
DY vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dycom Industries, Inc. (DY) 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.
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.
| DY | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.41 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 6.23 | -4.61 |
| Martin ratioReturn relative to average drawdown | 4.91 | 21.34 | -16.43 |
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Drawdowns
DY vs. ASML - Drawdown Comparison
The maximum DY drawdown since its inception was -93.54%, roughly equal to the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for DY and ASML.
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Drawdown Indicators
| DY | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.54% | -90.00% | -3.54% |
Max Drawdown (1Y)Largest decline over 1 year | -30.51% | -21.95% | -8.56% |
Max Drawdown (3Y)Largest decline over 3 years | -32.58% | -45.38% | +12.80% |
Max Drawdown (5Y)Largest decline over 5 years | -33.70% | -56.84% | +23.14% |
Max Drawdown (10Y)Largest decline over 10 years | -89.01% | -56.84% | -32.17% |
Current DrawdownCurrent decline from peak | -25.06% | -18.01% | -7.05% |
Average DrawdownAverage peak-to-trough decline | -45.56% | -28.04% | -17.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.06% | 6.40% | +3.66% |
Volatility
DY vs. ASML - Volatility Comparison
Dycom Industries, Inc. (DY) has a higher volatility of 19.81% compared to ASML Holding N.V. (ASML) at 14.49%. This indicates that DY'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.
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Volatility by Period
| DY | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.81% | 14.49% | +5.32% |
Volatility (6M)Calculated over the trailing 6-month period | 42.94% | 37.32% | +5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.41% | 46.08% | +4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.18% | 43.25% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.32% | 39.13% | +14.19% |
Dividends
DY vs. ASML - Dividend Comparison
DY has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.56% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
DY Dycom Industries, 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% |
Financials
DY vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Dycom Industries, 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
DY vs. ASML - Profitability Comparison
DY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Dycom Industries, Inc. reported a gross profit of 275.08M and revenue of 1.96B. Therefore, the gross margin over that period was 14.0%.
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, ASML Holding N.V. reported a gross profit of 5.04B and revenue of 9.33B. Therefore, the gross margin over that period was 54.0%.
DY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Dycom Industries, Inc. reported an operating income of 143.75M and revenue of 1.96B, resulting in an operating margin of 7.3%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, ASML Holding N.V. reported an operating income of 3.46B and revenue of 9.33B, resulting in an operating margin of 37.1%.
DY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Dycom Industries, Inc. reported a net income of 91.29M and revenue of 1.96B, resulting in a net margin of 4.7%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, ASML Holding N.V. reported a net income of 2.92B and revenue of 9.33B, resulting in a net margin of 31.3%.
Frequently Asked Questions
DY and ASML have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DY has higher volatility (19.81%) compared to ASML (14.49%). In terms of maximum drawdown, DY dropped -93.54% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (2.98 vs 0.98), 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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