ILKAY vs. ASML.AS

Last updated Jun 4, 2026

ILKAY (Iluka Resources Ltd ADR) and ASML.AS (ASML Holding NV) are both stocks. ILKAY operates in Other Industrial Metals & Mining (Basic Materials), while ASML.AS operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, ILKAY returned 11.57%/yr vs 34.06%/yr for ASML.AS. At a 0.05 correlation, their price movements are largely independent.

Performance

ILKAY vs. ASML.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iluka Resources Ltd ADR (ILKAY) and ASML Holding NV (ASML.AS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ILKAY is traded in USD, while ASML.AS is traded in EUR. To make them comparable, the ASML.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ILKAY achieves a 52.99% return, which is significantly lower than ASML.AS's 59.83% return. Over the past 10 years, ILKAY has underperformed ASML.AS with an annualized return of 11.57%, while ASML.AS has yielded a comparatively higher 34.06% annualized return.

ILKAY

• 1D: -3.21%
• 1M: -0.85%
• YTD: 52.99%
• 6M: 28.50%
• 1Y: 142.51%
• 3Y*: -7.82%
• 5Y*: 0.20%
• 10Y*: 11.57%

ASML.AS

• 1D: 1.34%
• 1M: 24.16%
• YTD: 59.83%
• 6M: 53.84%
• 1Y: 133.99%
• 3Y*: 34.80%
• 5Y*: 21.60%
• 10Y*: 34.06%

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

ILKAY vs. ASML.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ILKAY Iluka Resources Ltd ADR	52.99%	19.25%	-26.93%	-30.67%	-8.72%	83.16%	24.66%	6.24%	-17.73%	44.05%
ASML.AS ASML Holding NV	59.83%	55.50%	-5.84%	40.98%	-32.17%	66.56%	65.57%	91.52%	-9.12%	56.88%

Correlation

The correlation between ILKAY and ASML.AS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (10Y) Calculated over the trailing 10-year period	0.04
Correlation (All Time) Calculated using the full available price history since Feb 7, 2011	0.05

Return for Risk

ILKAY vs. ASML.AS — Risk / Return Rank

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

ILKAY

ILKAY Risk / Return Rank: 83
ILKAY Sharpe Ratio Rank: 87
ILKAY Sortino Ratio Rank: 82
ILKAY Omega Ratio Rank: 82
ILKAY Calmar Ratio Rank: 84
ILKAY Martin Ratio Rank: 79

ASML.AS

ASML.AS Risk / Return Rank: 94
ASML.AS Sharpe Ratio Rank: 95
ASML.AS Sortino Ratio Rank: 92
ASML.AS Omega Ratio Rank: 91
ASML.AS Calmar Ratio Rank: 96
ASML.AS Martin Ratio Rank: 95

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.

ILKAY vs. ASML.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Iluka Resources Ltd ADR (ILKAY) and ASML Holding NV (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.

	ILKAY	ASML.AS	Difference
Sharpe ratio: Return per unit of total volatility	1.89	3.24	-1.36
Sortino ratio: Return per unit of downside risk	2.43	3.66	-1.24
Omega ratio: Gain probability vs. loss probability	1.33	1.47	-0.14
Calmar ratio: Return relative to maximum drawdown	3.26	8.11	-4.85
Martin ratio: Return relative to average drawdown	6.29	20.66	-14.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ILKAY vs. ASML.AS - Sharpe Ratio Comparison

The current ILKAY Sharpe Ratio is 1.89, which is lower than the ASML.AS Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of ILKAY and ASML.AS, 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

	ILKAY	ASML.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	3.24	-1.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	0.53	-0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	0.95	-0.72
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.71	-0.63

Drawdowns

ILKAY vs. ASML.AS - Drawdown Comparison

The maximum ILKAY drawdown since its inception was -79.51%, which is greater than ASML.AS's maximum drawdown of -62.08%. Use the drawdown chart below to compare losses from any high point for ILKAY and ASML.AS.

Drawdown Indicators

	ILKAY	ASML.AS	Difference
Max Drawdown Largest peak-to-trough decline	-79.51%	-62.08%	-17.43%
Max Drawdown (1Y) Largest decline over 1 year	-43.96%	-16.24%	-27.72%
Max Drawdown (3Y) Largest decline over 3 years	-76.29%	-44.77%	-31.52%
Max Drawdown (5Y) Largest decline over 5 years	-77.94%	-56.04%	-21.90%
Max Drawdown (10Y) Largest decline over 10 years	-77.94%	-56.04%	-21.90%
Current Drawdown Current decline from peak	-30.66%	0.00%	-30.66%
Average Drawdown Average peak-to-trough decline	-47.27%	-14.19%	-33.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.74%	6.41%	+16.33%

Volatility

ILKAY vs. ASML.AS - Volatility Comparison

Iluka Resources Ltd ADR (ILKAY) has a higher volatility of 16.25% compared to ASML Holding NV (ASML.AS) at 14.84%. This indicates that ILKAY's price experiences larger fluctuations and is considered to be riskier than ASML.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILKAY	ASML.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.25%	14.84%	+1.41%
Volatility (6M) Calculated over the trailing 6-month period	46.51%	31.69%	+14.82%
Volatility (1Y) Calculated over the trailing 1-year period	76.31%	40.58%	+35.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.59%	40.20%	+14.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.17%	35.39%	+15.78%

Dividends

ILKAY vs. ASML.AS - Dividend Comparison

ILKAY's dividend yield for the trailing twelve months is around 0.60%, more than ASML.AS's 0.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASML.AS ASML Holding NV	0.50%	0.71%	0.92%	0.87%	1.28%	0.47%	0.64%	1.19%	1.02%	0.83%	0.98%	0.85%
ILKAY Iluka Resources Ltd ADR	0.60%	1.03%	1.68%	3.58%	7.39%	1.33%	73.30%	2.45%	4.10%	0.55%	9.11%	2.95%

Financials

Frequently Asked Questions

Can I hold both ILKAY and ASML.AS in my portfolio?

ILKAY and ASML.AS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.