HNSS.L vs. ASML
Compare and contrast key facts about HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) and ASML Holding N.V. (ASML).
HNSS.L is a passively managed fund by HSBC that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Jan 25, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HNSS.L or ASML.
Key characteristics
| HNSS.L | ASML | |
|---|---|---|
| YTD Return | 16.13% | -9.91% |
| 1Y Return | 36.70% | 6.97% |
| Sharpe Ratio | 0.72 | 0.14 |
| Sortino Ratio | 1.34 | 0.48 |
| Omega Ratio | 1.24 | 1.07 |
| Calmar Ratio | 1.34 | 0.16 |
| Martin Ratio | 3.12 | 0.40 |
| Ulcer Index | 11.13% | 15.52% |
| Daily Std Dev | 47.94% | 44.76% |
| Max Drawdown | -29.74% | -90.00% |
| Current Drawdown | -23.66% | -38.19% |
Correlation
The correlation between HNSS.L and ASML is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HNSS.L vs. ASML - Performance Comparison
In the year-to-date period, HNSS.L achieves a 16.13% return, which is significantly higher than ASML's -9.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HNSS.L vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) 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.
Dividends
HNSS.L vs. ASML - Dividend Comparison
HNSS.L has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.99%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HNSS.L HSBC Nasdaq Global Semiconductor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASML ASML Holding N.V. | 0.99% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% | 0.75% |
Drawdowns
HNSS.L vs. ASML - Drawdown Comparison
The maximum HNSS.L drawdown since its inception was -29.74%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for HNSS.L and ASML. For additional features, visit the drawdowns tool.
Volatility
HNSS.L vs. ASML - Volatility Comparison
The current volatility for HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) is 7.03%, while ASML Holding N.V. (ASML) has a volatility of 20.83%. This indicates that HNSS.L 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.