LITE vs. ASML
LITE (Lumentum Holdings Inc.) and ASML (ASML Holding N.V.) are both stocks. Both are in the Technology sector — LITE in Communication Equipment, ASML in Semiconductor Equipment & Materials. Over the past 10 years, LITE returned 37.52%/yr vs 32.27%/yr for ASML. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
LITE vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, LITE achieves a 93.69% return, which is significantly higher than ASML's 53.00% return. Over the past 10 years, LITE has outperformed ASML with an annualized return of 37.52%, while ASML has yielded a comparatively lower 32.27% annualized return.
LITE
- 1D
- 2.99%
- 1M
- -10.89%
- 6M
- 82.20%
- YTD
- 93.69%
- 1Y
- 548.56%
- 3Y*
- 140.32%
- 5Y*
- 53.42%
- 10Y*
- 37.52%
- ALL TIME*
- 36.04%
ASML
- 1D
- -1.36%
- 1M
- -11.50%
- 6M
- 15.03%
- YTD
- 53.00%
- 1Y
- 136.03%
- 3Y*
- 33.26%
- 5Y*
- 17.48%
- 10Y*
- 32.27%
- ALL TIME*
- 26.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.24B | $3.55B | $3.45B | |
| $3.39B | $3.22B | $4.79B |
LITE vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LITE Lumentum Holdings Inc. | 93.69% | 339.06% | 60.15% | 0.48% | -50.68% | 11.57% | 19.55% | 88.76% | -14.09% | 26.52% |
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 LITE and ASML is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2015 | 0.45 |
Fundamentals
LITE:
$55.54B
ASML:
$627.85B
LITE:
$5.03
ASML:
€27.54
LITE:
141.90
ASML:
51.36
LITE:
25.09
ASML:
15.47
LITE:
23.10
ASML:
24.94
LITE:
$2.49B
ASML:
€35.33B
LITE:
$938.50M
ASML:
€18.63B
LITE:
$470.10M
ASML:
€13.77B
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Return for Risk
LITE vs. ASML — Risk / Return Rank
LITE
ASML
LITE vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lumentum Holdings Inc. (LITE) 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.
| LITE | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.97 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.41 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 12.93 | 6.23 | +6.70 |
| Martin ratioReturn relative to average drawdown | 44.86 | 21.34 | +23.53 |
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Drawdowns
LITE vs. ASML - Drawdown Comparison
The maximum LITE drawdown since its inception was -66.89%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for LITE and ASML.
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Drawdown Indicators
| LITE | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.89% | -90.00% | +23.11% |
Max Drawdown (1Y)Largest decline over 1 year | -42.80% | -21.95% | -20.85% |
Max Drawdown (3Y)Largest decline over 3 years | -50.63% | -45.38% | -5.25% |
Max Drawdown (5Y)Largest decline over 5 years | -66.48% | -56.84% | -9.64% |
Max Drawdown (10Y)Largest decline over 10 years | -66.89% | -56.84% | -10.05% |
Current DrawdownCurrent decline from peak | -32.21% | -18.01% | -14.20% |
Average DrawdownAverage peak-to-trough decline | -23.59% | -28.04% | +4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.31% | 6.40% | +5.91% |
Volatility
LITE vs. ASML - Volatility Comparison
Lumentum Holdings Inc. (LITE) has a higher volatility of 31.86% compared to ASML Holding N.V. (ASML) at 14.49%. This indicates that LITE's price experiences larger fluctuations and is considered to be riskier 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
| LITE | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.86% | 14.49% | +17.37% |
Volatility (6M)Calculated over the trailing 6-month period | 70.58% | 37.32% | +33.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.02% | 46.08% | +46.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.98% | 43.25% | +18.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.45% | 39.13% | +18.32% |
Dividends
LITE vs. ASML - Dividend Comparison
LITE has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LITE Lumentum Holdings 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% |
Financials
LITE vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Lumentum Holdings 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
LITE vs. ASML - Profitability Comparison
LITE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Lumentum Holdings Inc. reported a gross profit of 357.00M and revenue of 808.40M. Therefore, the gross margin over that period was 44.2%.
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%.
LITE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Lumentum Holdings Inc. reported an operating income of 174.50M and revenue of 808.40M, resulting in an operating margin of 21.6%.
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%.
LITE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Lumentum Holdings Inc. reported a net income of 144.20M and revenue of 808.40M, resulting in a net margin of 17.8%.
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
LITE and ASML have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LITE has higher volatility (31.86%) compared to ASML (14.49%). In terms of maximum drawdown, LITE dropped -66.89% vs ASML's -90.00%.
LITE currently has the higher Sharpe Ratio (5.95 vs 2.98), 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.
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