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GEN vs. ASML
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GEN vs. ASML - Performance Comparison

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

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Returns By Period

In the year-to-date period, GEN achieves a 2.04% return, which is significantly lower than ASML's 53.00% return. Over the past 10 years, GEN has underperformed ASML with an annualized return of 10.70%, while ASML has yielded a comparatively higher 32.27% annualized return.


GEN

1D
0.59%
1M
2.92%
6M
15.65%
YTD
2.04%
1Y
-2.79%
3Y*
14.73%
5Y*
4.19%
10Y*
10.70%
ALL TIME*
11.97%

ASML

1D
-1.36%
1M
-7.81%
6M
15.03%
YTD
53.00%
1Y
137.71%
3Y*
33.26%
5Y*
17.48%
10Y*
32.27%
ALL TIME*
26.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.24B$3.55B$3.45B
$104.55M$105.32M$168.92M

GEN vs. ASML - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GEN
Gen Digital Inc.
2.04%1.06%22.41%9.29%-15.81%27.59%44.36%37.17%-31.76%18.69%
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 GEN and ASML is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.07

Correlation (3Y)
Balances recent behavior with more history.

0.19

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.27

Correlation (10Y)
Provides a long-term view across more market conditions.

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 16, 1995

0.36

The correlation between GEN and ASML shifts across timeframes, from -0.07 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GEN:

$16.43B

ASML:

$627.85B

EPS

GEN:

$1.57

ASML:

€27.54

PE Ratio

GEN:

17.44

ASML:

51.36

PEG Ratio

GEN:

1.20

ASML:

3.38

PS Ratio

GEN:

3.39

ASML:

15.47

PB Ratio

GEN:

6.40

ASML:

24.94

Total Revenue (TTM)

GEN:

$5.00B

ASML:

€35.33B

Gross Profit (TTM)

GEN:

$3.92B

ASML:

€18.63B

EBITDA (TTM)

GEN:

$2.46B

ASML:

€13.77B

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Return for Risk

GEN vs. ASML — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GEN
GEN Risk / Return Rank: 3737
Overall Rank
GEN Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GEN Sortino Ratio Rank: 3434
Sortino Ratio Rank
GEN Omega Ratio Rank: 3434
Omega Ratio Rank
GEN Calmar Ratio Rank: 4141
Calmar Ratio Rank
GEN Martin Ratio Rank: 4040
Martin Ratio Rank

ASML
ASML Risk / Return Rank: 9696
Overall Rank
ASML Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ASML Sortino Ratio Rank: 9595
Sortino Ratio Rank
ASML Omega Ratio Rank: 9393
Omega Ratio Rank
ASML Calmar Ratio Rank: 9797
Calmar Ratio Rank
ASML Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GEN vs. ASML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gen Digital Inc. (GEN) 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.


GENASMLDifference
Sharpe ratioReturn per unit of total volatility

-3.13

Sortino ratioReturn per unit of downside risk

-3.33

Omega ratioGain probability vs. loss probability

1.00

1.41

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.12

6.23

-6.35

Martin ratioReturn relative to average drawdown

-0.22

21.34

-21.56

GEN vs. ASML - Sharpe Ratio Comparison

The current GEN Sharpe Ratio is -0.15, which is lower than the ASML Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of GEN 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.


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Drawdowns

GEN vs. ASML - Drawdown Comparison

The maximum GEN drawdown since its inception was -87.75%, roughly equal to the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for GEN and ASML.


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Drawdown Indicators


GENASMLDifference

Max Drawdown

Largest peak-to-trough decline

-87.75%

-90.00%

+2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-43.59%

-21.95%

-21.64%

Max Drawdown (3Y)

Largest decline over 3 years

-43.59%

-45.38%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-48.41%

-56.84%

+8.43%

Max Drawdown (10Y)

Largest decline over 10 years

-48.41%

-56.84%

+8.43%

Current Drawdown

Current decline from peak

-12.98%

-18.01%

+5.03%

Average Drawdown

Average peak-to-trough decline

-34.22%

-28.04%

-6.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.77%

6.40%

+16.37%

Volatility

GEN vs. ASML - Volatility Comparison

The current volatility for Gen Digital Inc. (GEN) is 8.71%, while ASML Holding N.V. (ASML) has a volatility of 14.49%. This indicates that GEN 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


GENASMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.71%

14.49%

-5.78%

Volatility (6M)

Calculated over the trailing 6-month period

30.27%

37.32%

-7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

35.02%

46.08%

-11.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.71%

43.25%

-11.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.39%

39.13%

-5.74%

Dividends

GEN vs. ASML - Dividend Comparison

GEN's dividend yield for the trailing twelve months is around 1.82%, more than ASML's 0.56% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
GEN
Gen Digital Inc.
1.82%1.84%1.83%2.19%2.33%1.92%60.15%1.37%1.59%1.07%18.31%2.86%

Financials

GEN vs. ASML - Financials Comparison

This section allows you to compare key financial metrics between Gen Digital 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

GEN vs. ASML - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

GEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Gen Digital Inc. reported a gross profit of 1.06B and revenue of 1.28B. Therefore, the gross margin over that period was 82.8%.

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%.

GEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Gen Digital Inc. reported an operating income of 792.00M and revenue of 1.28B, resulting in an operating margin of 61.7%.

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%.

GEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Gen Digital Inc. reported a net income of 512.00M and revenue of 1.28B, resulting in a net margin of 39.9%.

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


GEN and ASML have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASML has higher volatility (14.49%) compared to GEN (8.71%). In terms of maximum drawdown, GEN dropped -87.75% vs ASML's -90.00%.

ASML currently has the higher Sharpe Ratio (2.98 vs -0.15), 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.

Portfolio Optimizer

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