KEYS vs. ASML

Last updated Apr 1, 2026

Compare and contrast key facts about Keysight Technologies, Inc. (KEYS) and ASML Holding N.V. (ASML).

Performance

KEYS vs. ASML - Performance Comparison

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

KEYS vs. ASML - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KEYS Keysight Technologies, Inc.	38.97%	26.50%	0.97%	-7.00%	-17.16%	56.34%	28.71%	65.32%	49.23%	13.75%
ASML ASML Holding N.V.	27.27%	56.51%	-7.70%	39.91%	-30.49%	64.13%	66.06%	93.56%	-9.80%	56.23%

Fundamentals

Market Cap KEYS : $48.85B ASML : $528.81B
EPS KEYS : $5.54 ASML : $23.77
PE Ratio KEYS : 50.99 ASML : 57.20
PEG Ratio KEYS : 9.02 ASML : 4.11
PS Ratio KEYS : 11.98 ASML : 16.83
PB Ratio KEYS : 7.87 ASML : 26.97
Total Revenue (TTM) KEYS : $4.08B ASML : $31.38B
Gross Profit (TTM) KEYS : $2.52B ASML : $16.58B
EBITDA (TTM) KEYS : $1.14B ASML : $11.94B

Returns By Period

In the year-to-date period, KEYS achieves a 38.97% return, which is significantly higher than ASML's 27.27% return. Over the past 10 years, KEYS has underperformed ASML with an annualized return of 26.08%, while ASML has yielded a comparatively higher 31.09% annualized return.

KEYS

• 1D: 4.81%
• 1M: -8.12%
• YTD: 38.97%
• 6M: 61.43%
• 1Y: 88.54%
• 3Y*: 20.48%
• 5Y*: 14.45%
• 10Y*: 26.08%

ASML

• 1D: 2.95%
• 1M: -4.48%
• YTD: 27.27%
• 6M: 35.95%
• 1Y: 106.05%
• 3Y*: 27.24%
• 5Y*: 17.57%
• 10Y*: 31.09%

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

Return for Risk

KEYS vs. ASML — Risk / Return Rank

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

KEYS

KEYS Risk / Return Rank: 93
KEYS Sharpe Ratio Rank: 92
KEYS Sortino Ratio Rank: 92
KEYS Omega Ratio Rank: 93
KEYS Calmar Ratio Rank: 95
KEYS Martin Ratio Rank: 96

ASML

ASML Risk / Return Rank: 93
ASML Sharpe Ratio Rank: 94
ASML Sortino Ratio Rank: 92
ASML Omega Ratio Rank: 90
ASML Calmar Ratio Rank: 95
ASML 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.

KEYS vs. ASML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keysight Technologies, Inc. (KEYS) 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.

	KEYS	ASML	Difference
Sharpe ratio Return per unit of total volatility	2.14	2.55	-0.41
Sortino ratio Return per unit of downside risk	3.05	3.12	-0.07
Omega ratio Gain probability vs. loss probability	1.44	1.40	+0.04
Calmar ratio Return relative to maximum drawdown	5.40	6.02	-0.62
Martin ratio Return relative to average drawdown	17.83	16.79	+1.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KEYS vs. ASML - Sharpe Ratio Comparison

The current KEYS Sharpe Ratio is 2.14, which is comparable to the ASML Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of KEYS and ASML, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	KEYS	ASML	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	2.55	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.43	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.82	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.54	+0.14

Correlation

The correlation between KEYS and ASML is 0.55, 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.

Dividends

KEYS vs. ASML - Dividend Comparison

KEYS has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.69%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KEYS Keysight Technologies, 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%
ASML ASML Holding N.V.	0.69%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%

Drawdowns

KEYS vs. ASML - Drawdown Comparison

The maximum KEYS drawdown since its inception was -45.54%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for KEYS and ASML.

Drawdown Indicators

	KEYS	ASML	Difference
Max Drawdown Largest peak-to-trough decline	-45.54%	-90.00%	+44.46%
Max Drawdown (1Y) Largest decline over 1 year	-16.27%	-17.85%	+1.58%
Max Drawdown (5Y) Largest decline over 5 years	-42.62%	-56.84%	+14.22%
Max Drawdown (10Y) Largest decline over 10 years	-42.62%	-56.84%	+14.22%
Current Drawdown Current decline from peak	-9.86%	-10.92%	+1.06%
Average Drawdown Average peak-to-trough decline	-14.15%	-28.28%	+14.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.93%	6.40%	-1.47%

Volatility

KEYS vs. ASML - Volatility Comparison

Keysight Technologies, Inc. (KEYS) and ASML Holding N.V. (ASML) have volatilities of 13.99% and 14.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KEYS	ASML	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.99%	14.55%	-0.56%
Volatility (6M) Calculated over the trailing 6-month period	32.25%	29.45%	+2.80%
Volatility (1Y) Calculated over the trailing 1-year period	41.67%	41.84%	-0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.32%	41.54%	-9.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.29%	38.06%	-5.77%

Financials