FIVE vs. ASML

Last updated Jun 9, 2026

FIVE (Five Below, Inc.) and ASML (ASML Holding N.V.) are both stocks. FIVE operates in Specialty Retail (Consumer Cyclical), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, FIVE returned 15.35%/yr vs 34.75%/yr for ASML. At a 0.30 correlation, their price movements are largely independent.

Performance

FIVE vs. ASML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Five Below, Inc. (FIVE) and ASML Holding N.V. (ASML). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FIVE achieves a -0.99% return, which is significantly lower than ASML's 64.06% return. Over the past 10 years, FIVE has underperformed ASML with an annualized return of 15.35%, while ASML has yielded a comparatively higher 34.75% annualized return.

FIVE

• 1D: -2.09%
• 1M: -16.42%
• YTD: -0.99%
• 6M: 6.80%
• 1Y: 46.44%
• 3Y*: 0.23%
• 5Y*: 0.09%
• 10Y*: 15.35%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIVE vs. ASML - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FIVE Five Below, Inc.	-0.99%	79.46%	-50.76%	20.52%	-14.51%	18.24%	36.85%	24.96%	54.28%	65.97%
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 FIVE and ASML 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	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jul 20, 2012	0.30

The correlation between FIVE and ASML shifts across timeframes, from 0.25 (3 years) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FIVE : $10.37B ASML : $674.60B
EPS FIVE : $7.93 ASML : $25.86
PE Ratio FIVE : 23.51 ASML : 67.64
PEG Ratio FIVE : 2.61 ASML : 4.45
PS Ratio FIVE : 2.04 ASML : 20.10
PB Ratio FIVE : 4.48 ASML : 32.39
Total Revenue (TTM) FIVE : $5.08B ASML : $33.69B
Gross Profit (TTM) FIVE : $1.77B ASML : $17.72B
EBITDA (TTM) FIVE : $757.48M ASML : $12.99B

Return for Risk

FIVE vs. ASML — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIVE

FIVE Risk / Return Rank: 76
FIVE Sharpe Ratio Rank: 77
FIVE Sortino Ratio Rank: 71
FIVE Omega Ratio Rank: 72
FIVE Calmar Ratio Rank: 74
FIVE Martin Ratio Rank: 85

ASML

ASML Risk / Return Rank: 95
ASML Sharpe Ratio Rank: 96
ASML Sortino Ratio Rank: 94
ASML Omega Ratio Rank: 92
ASML Calmar Ratio Rank: 96
ASML Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIVE vs. ASML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Five Below, Inc. (FIVE) 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.

	FIVE	ASML	Difference
Sharpe ratio: Return per unit of total volatility	1.20	3.24	-2.04
Sortino ratio: Return per unit of downside risk	1.72	3.63	-1.91
Omega ratio: Gain probability vs. loss probability	1.23	1.45	-0.22
Calmar ratio: Return relative to maximum drawdown	1.89	7.56	-5.67
Martin ratio: Return relative to average drawdown	8.48	20.33	-11.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIVE vs. ASML - Sharpe Ratio Comparison

The current FIVE Sharpe Ratio is 1.20, which is lower than the ASML Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of FIVE and ASML, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FIVE	ASML	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	3.24	-2.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	0.52	-0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.90	-0.57
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.56	-0.21

Drawdowns

FIVE vs. ASML - Drawdown Comparison

The maximum FIVE drawdown since its inception was -76.40%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for FIVE and ASML.

Drawdown Indicators

	FIVE	ASML	Difference
Max Drawdown Largest peak-to-trough decline	-76.40%	-90.00%	+13.60%
Max Drawdown (1Y) Largest decline over 1 year	-24.71%	-17.85%	-6.86%
Max Drawdown (3Y) Largest decline over 3 years	-74.13%	-45.38%	-28.75%
Max Drawdown (5Y) Largest decline over 5 years	-76.40%	-56.84%	-19.56%
Max Drawdown (10Y) Largest decline over 10 years	-76.40%	-56.84%	-19.56%
Current Drawdown Current decline from peak	-24.71%	-0.48%	-24.23%
Average Drawdown Average peak-to-trough decline	-23.20%	-28.14%	+4.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.50%	6.62%	-1.12%

Volatility

FIVE vs. ASML - Volatility Comparison

Five Below, Inc. (FIVE) has a higher volatility of 18.13% compared to ASML Holding N.V. (ASML) at 15.94%. This indicates that FIVE'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.

Volatility by Period

	FIVE	ASML	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.13%	15.94%	+2.19%
Volatility (6M) Calculated over the trailing 6-month period	29.44%	33.30%	-3.86%
Volatility (1Y) Calculated over the trailing 1-year period	39.05%	41.73%	-2.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.93%	42.23%	+5.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.13%	38.62%	+7.51%

Dividends

FIVE vs. ASML - Dividend Comparison

FIVE has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.50%.

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%
FIVE Five Below, 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

FIVE vs. ASML - Profitability Comparison

The chart below illustrates the profitability comparison between Five Below, Inc. and ASML Holding N.V. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

FIVE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported a gross profit of 427.52M and revenue of 1.29B. Therefore, the gross margin over that period was 33.3%.

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%.

FIVE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported an operating income of 154.24M and revenue of 1.29B, resulting in an operating margin of 12.0%.

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%.

FIVE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported a net income of 123.06M and revenue of 1.29B, resulting in a net margin of 9.6%.

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

Can I hold both FIVE and ASML in my portfolio?

FIVE and ASML 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.

Which is riskier, FIVE or ASML?

FIVE has higher volatility (18.13%) compared to ASML (15.94%). In terms of maximum drawdown, FIVE dropped -76.40% vs ASML's -90.00%.

Which has better risk-adjusted returns?

ASML currently has the higher Sharpe Ratio (3.24 vs 1.20), 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.