KEYS vs. ASML
Compare and contrast key facts about Keysight Technologies, Inc. (KEYS) and ASML Holding N.V. (ASML).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KEYS or ASML.
Performance
KEYS vs. ASML - Performance Comparison
Returns By Period
In the year-to-date period, KEYS achieves a -4.82% return, which is significantly higher than ASML's -11.41% return. Over the past 10 years, KEYS has underperformed ASML with an annualized return of 16.76%, while ASML has yielded a comparatively higher 21.46% annualized return.
KEYS
-4.82%
-5.33%
-5.21%
13.70%
7.11%
16.76%
ASML
-11.41%
-7.81%
-28.89%
-2.26%
21.02%
21.46%
Fundamentals
| KEYS | ASML | |
|---|---|---|
| Market Cap | $27.98B | $278.96B |
| EPS | $5.21 | $18.51 |
| PE Ratio | 30.94 | 35.58 |
| PEG Ratio | 3.35 | 1.67 |
| Total Revenue (TTM) | $3.69B | $26.24B |
| Gross Profit (TTM) | $2.36B | $13.42B |
| EBITDA (TTM) | $851.00M | $8.87B |
Key characteristics
| KEYS | ASML | |
|---|---|---|
| Sharpe Ratio | 0.47 | -0.03 |
| Sortino Ratio | 0.88 | 0.26 |
| Omega Ratio | 1.12 | 1.04 |
| Calmar Ratio | 0.33 | -0.04 |
| Martin Ratio | 1.54 | -0.09 |
| Ulcer Index | 9.13% | 17.16% |
| Daily Std Dev | 30.10% | 45.03% |
| Max Drawdown | -45.54% | -90.00% |
| Current Drawdown | -27.18% | -39.21% |
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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.
Risk-Adjusted Performance
KEYS vs. ASML - Risk-Adjusted Performance 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.
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 1.01%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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. | 1.01% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% | 0.75% |
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. For additional features, visit the drawdowns tool.
Volatility
KEYS vs. ASML - Volatility Comparison
Keysight Technologies, Inc. (KEYS) and ASML Holding N.V. (ASML) have volatilities of 8.51% and 8.89%, 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.
Financials
KEYS vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Keysight Technologies, 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.
Total Revenue: Total amount of money received from sales and other business activities