ENGI.PA vs. ASML
ENGI.PA (ENGIE SA) and ASML (ASML Holding N.V.) are both stocks. ENGI.PA operates in Utilities - Diversified (Utilities), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, ENGI.PA returned 14.08%/yr vs 35.57%/yr for ASML. At a 0.23 correlation, their price movements are largely independent.
Performance
ENGI.PA vs. ASML - Performance Comparison
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Different Trading Currencies
ENGI.PA 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, ENGI.PA achieves a 28.95% return, which is significantly lower than ASML's 77.49% return. Over the past 10 years, ENGI.PA has underperformed ASML with an annualized return of 14.08%, while ASML has yielded a comparatively higher 35.57% annualized return.
ENGI.PA
- 1D
- 0.36%
- 1M
- 0.62%
- YTD
- 28.95%
- 6M
- 33.17%
- 1Y
- 45.36%
- 3Y*
- 34.44%
- 5Y*
- 27.00%
- 10Y*
- 14.08%
ASML
- 1D
- -1.81%
- 1M
- 18.65%
- YTD
- 77.49%
- 6M
- 75.58%
- 1Y
- 146.44%
- 3Y*
- 34.43%
- 5Y*
- 24.10%
- 10Y*
- 35.57%
ENGI.PA vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENGI.PA ENGIE SA | 28.95% | 58.96% | 5.44% | 30.78% | 10.71% | 8.28% | -13.06% | 18.15% | -7.81% | 25.78% |
ASML ASML Holding N.V. | 77.49% | 37.93% | -1.61% | 35.71% | -26.18% | 76.41% | 52.37% | 97.94% | -5.56% | 37.03% |
Correlation
The correlation between ENGI.PA and ASML is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.23 |
The correlation between ENGI.PA and ASML shifts across timeframes, from -0.04 (3 years) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ENGI.PA vs. ASML — Risk / Return Rank
ENGI.PA
ASML
ENGI.PA vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ENGIE SA (ENGI.PA) 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.
| ENGI.PA | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.46 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 8.63 | -5.12 |
| Martin ratioReturn relative to average drawdown | 9.32 | 22.10 | -12.79 |
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Drawdowns
ENGI.PA vs. ASML - Drawdown Comparison
The maximum ENGI.PA drawdown since its inception was -60.64%, roughly equal to the maximum ASML drawdown of -58.22%. Use the drawdown chart below to compare losses from any high point for ENGI.PA and ASML.
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Drawdown Indicators
| ENGI.PA | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.64% | -58.22% | -2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -16.25% | +2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.76% | -46.09% | +29.33% |
Max Drawdown (5Y)Largest decline over 5 years | -30.68% | -49.06% | +18.38% |
Max Drawdown (10Y)Largest decline over 10 years | -47.75% | -49.06% | +1.31% |
Current DrawdownCurrent decline from peak | -2.14% | -1.81% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -32.61% | -13.92% | -18.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.02% | 6.34% | -1.32% |
Volatility
ENGI.PA vs. ASML - Volatility Comparison
The current volatility for ENGIE SA (ENGI.PA) is 5.09%, while ASML Holding N.V. (ASML) has a volatility of 16.52%. This indicates that ENGI.PA 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.
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Volatility by Period
| ENGI.PA | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 16.52% | -11.43% |
Volatility (6M)Calculated over the trailing 6-month period | 17.07% | 33.22% | -16.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.46% | 41.73% | -21.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.30% | 40.99% | -19.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.30% | 37.87% | -14.57% |
Dividends
ENGI.PA vs. ASML - Dividend Comparison
ENGI.PA's dividend yield for the trailing twelve months is around 4.91%, more than ASML's 0.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.47% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
ENGI.PA ENGIE SA | 4.91% | 6.60% | 9.34% | 8.79% | 6.35% | 4.07% | 0.00% | 2.57% | 5.75% | 5.93% | 8.25% | 6.12% |
Financials
ENGI.PA vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between ENGIE SA 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
ENGI.PA and ASML have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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