EL.PA vs. ASML.AS
EL.PA (EssilorLuxottica Société anonyme) and ASML.AS (ASML Holding N.V.) are both stocks. EL.PA operates in Medical Instruments & Supplies (Healthcare), while ASML.AS operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, EL.PA returned 7.01%/yr vs 35.87%/yr for ASML.AS. At a 0.40 correlation, their price movements are largely independent.
Performance
EL.PA vs. ASML.AS - Performance Comparison
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Returns By Period
In the year-to-date period, EL.PA achieves a -30.71% return, which is significantly lower than ASML.AS's 77.49% return. Over the past 10 years, EL.PA has underperformed ASML.AS with an annualized return of 7.01%, while ASML.AS has yielded a comparatively higher 35.87% annualized return.
EL.PA
- 1D
- 2.21%
- 1M
- 5.45%
- YTD
- -30.71%
- 6M
- -33.71%
- 1Y
- -22.72%
- 3Y*
- 5.74%
- 5Y*
- 6.68%
- 10Y*
- 7.01%
ASML.AS
- 1D
- 3.40%
- 1M
- 24.72%
- YTD
- 77.49%
- 6M
- 76.74%
- 1Y
- 147.16%
- 3Y*
- 34.95%
- 5Y*
- 24.36%
- 10Y*
- 35.87%
EL.PA vs. ASML.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL.PA EssilorLuxottica Société anonyme | -30.71% | 16.39% | 35.23% | 9.30% | -8.12% | 47.94% | -5.23% | 25.31% | -2.60% | 8.42% |
ASML.AS ASML Holding N.V. | 77.49% | 37.08% | 0.36% | 36.66% | -27.83% | 78.74% | 52.10% | 95.32% | -4.67% | 37.45% |
Correlation
The correlation between EL.PA and ASML.AS is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2006 | 0.40 |
The correlation between EL.PA and ASML.AS shifts across timeframes, from 0.29 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EL.PA vs. ASML.AS — Risk / Return Rank
EL.PA
ASML.AS
EL.PA vs. ASML.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EssilorLuxottica Société anonyme (EL.PA) and ASML Holding N.V. (ASML.AS). 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.
| EL.PA | ASML.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.27 | ||
| Sortino ratioReturn per unit of downside risk | -4.99 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.50 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 8.87 | -9.38 |
| Martin ratioReturn relative to average drawdown | -1.02 | 23.14 | -24.17 |
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Drawdowns
EL.PA vs. ASML.AS - Drawdown Comparison
The maximum EL.PA drawdown since its inception was -47.05%, smaller than the maximum ASML.AS drawdown of -56.76%. Use the drawdown chart below to compare losses from any high point for EL.PA and ASML.AS.
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Drawdown Indicators
| EL.PA | ASML.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.05% | -56.76% | +9.71% |
Max Drawdown (1Y)Largest decline over 1 year | -47.05% | -15.81% | -31.24% |
Max Drawdown (3Y)Largest decline over 3 years | -47.05% | -44.77% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -47.05% | -47.93% | +0.88% |
Max Drawdown (10Y)Largest decline over 10 years | -47.05% | -47.93% | +0.88% |
Current DrawdownCurrent decline from peak | -41.68% | 0.00% | -41.68% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -14.83% | +5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.53% | 6.09% | +17.44% |
Volatility
EL.PA vs. ASML.AS - Volatility Comparison
The current volatility for EssilorLuxottica Société anonyme (EL.PA) is 7.02%, while ASML Holding N.V. (ASML.AS) has a volatility of 13.41%. This indicates that EL.PA experiences smaller price fluctuations and is considered to be less risky than ASML.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL.PA | ASML.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 13.41% | -6.39% |
Volatility (6M)Calculated over the trailing 6-month period | 21.89% | 31.18% | -9.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.20% | 40.46% | -10.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.57% | 38.54% | -12.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.94% | 34.18% | -9.24% |
Dividends
EL.PA vs. ASML.AS - Dividend Comparison
EL.PA's dividend yield for the trailing twelve months is around 2.19%, more than ASML.AS's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML.AS ASML Holding N.V. | 0.46% | 0.71% | 0.92% | 0.87% | 1.28% | 0.47% | 0.64% | 1.19% | 1.02% | 0.83% | 0.98% | 0.85% |
EL.PA EssilorLuxottica Société anonyme | 2.19% | 1.46% | 1.68% | 1.82% | 1.48% | 0.59% | 0.90% | 1.50% | 1.39% | 1.30% | 1.03% | 0.89% |
Financials
EL.PA vs. ASML.AS - Financials Comparison
This section allows you to compare key financial metrics between EssilorLuxottica Société anonyme 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
EL.PA and ASML.AS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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