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LRLCY vs. ASML.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

LRLCY vs. ASML.AS

Last updated Jun 13, 2026

LRLCY (L'Oréal S.A.) and ASML.AS (ASML Holding N.V.) are both stocks. LRLCY operates in Household & Personal Products (Consumer Defensive), while ASML.AS operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, LRLCY returned 11.70%/yr vs 36.30%/yr for ASML.AS. At a 0.38 correlation, their price movements are largely independent.

Performance

LRLCY vs. ASML.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L'Oréal S.A. (LRLCY) and ASML Holding N.V. (ASML.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LRLCY 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, LRLCY achieves a 7.78% return, which is significantly lower than ASML.AS's 74.79% return. Over the past 10 years, LRLCY has underperformed ASML.AS with an annualized return of 11.70%, while ASML.AS has yielded a comparatively higher 36.30% annualized return.

LRLCY

1D
0.61%
1M
9.25%
YTD
7.78%
6M
5.39%
1Y
8.50%
3Y*
2.87%
5Y*
1.02%
10Y*
11.70%

ASML.AS

1D
3.29%
1M
24.10%
YTD
74.79%
6M
74.13%
1Y
147.50%
3Y*
38.10%
5Y*
23.23%
10Y*
36.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LRLCY vs. ASML.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LRLCY
L'Oréal S.A.		7.78%23.82%-28.09%41.40%-24.25%26.75%31.11%31.01%5.07%26.15%
ASML.AS
ASML Holding N.V.		74.79%55.50%-5.84%40.98%-32.17%66.56%65.57%91.52%-9.12%56.88%

Correlation

The correlation between LRLCY and ASML.AS is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.38

The correlation between LRLCY and ASML.AS shifts across timeframes, from 0.22 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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L'Oréal S.A.

ASML Holding N.V.

Often compared with LRLCY:
LRLCY vs. MC.PALRLCY vs. ELLRLCY vs. ^SIXRLRLCY vs. SPYLRLCY vs. AI.PALRLCY vs. SKXLRLCY vs. RMS.PA
Often compared with ASML.AS:
ASML.AS vs. NVDAASML.AS vs. ASMLASML.AS vs. SPYASML.AS vs. ASME.DEASML.AS vs. TSMASML.AS vs. AMDASML.AS vs. KLAC

Return for Risk

LRLCY vs. ASML.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LRLCY
LRLCY Risk / Return Rank: 4848
Overall Rank
LRLCY Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LRLCY Sortino Ratio Rank: 4444
Sortino Ratio Rank
LRLCY Omega Ratio Rank: 4444
Omega Ratio Rank
LRLCY Calmar Ratio Rank: 5151
Calmar Ratio Rank
LRLCY Martin Ratio Rank: 5252
Martin Ratio Rank
ASML.AS
ASML.AS Risk / Return Rank: 9696
Overall Rank
ASML.AS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ASML.AS Sortino Ratio Rank: 9595
Sortino Ratio Rank
ASML.AS Omega Ratio Rank: 9494
Omega Ratio Rank
ASML.AS Calmar Ratio Rank: 9797
Calmar Ratio Rank
ASML.AS Martin Ratio Rank: 9797
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LRLCY) and ASML Holding N.V. (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.

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.

LRLCYASML.ASDifference
Sharpe ratioReturn per unit of total volatility
0.22
3.40

-3.18

Sortino ratioReturn per unit of downside risk
0.52
3.79

-3.27

Omega ratioGain probability vs. loss probability

1.06

1.48

-0.42

Calmar ratioReturn relative to maximum drawdown

0.36

8.62

-8.26

Martin ratioReturn relative to average drawdown

0.76

22.05

-21.29

LRLCY vs. ASML.AS - Sharpe Ratio Comparison

The current LRLCY Sharpe Ratio is 0.22, which is lower than the ASML.AS Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of LRLCY 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.

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Drawdowns

LRLCY vs. ASML.AS - Drawdown Comparison

The maximum LRLCY drawdown since its inception was -59.55%, roughly equal to the maximum ASML.AS drawdown of -62.21%. Use the drawdown chart below to compare losses from any high point for LRLCY and ASML.AS.

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Drawdown Indicators

LRLCYASML.ASDifference

Max Drawdown

Largest peak-to-trough decline

-59.55%

-62.21%

+2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.83%

-16.24%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-32.42%

-44.77%

+12.35%

Max Drawdown (5Y)

Largest decline over 5 years

-39.05%

-56.04%

+16.99%

Max Drawdown (10Y)

Largest decline over 10 years

-39.05%

-56.04%

+16.99%

Current Drawdown

Current decline from peak

-5.39%

0.00%

-5.39%

Average Drawdown

Average peak-to-trough decline

-12.15%

-15.04%

+2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

6.38%

+1.74%

Volatility

LRLCY vs. ASML.AS - Volatility Comparison

The current volatility for L'Oréal S.A. (LRLCY) is 6.68%, while ASML Holding N.V. (ASML.AS) has a volatility of 13.97%. This indicates that LRLCY experiences smaller price fluctuations and is considered to be less risky than ASML.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LRLCYASML.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

13.97%

-7.29%

Volatility (6M)

Calculated over the trailing 6-month period

22.12%

32.33%

-10.21%

Volatility (1Y)

Calculated over the trailing 1-year period

27.63%

41.20%

-13.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.00%

40.32%

-13.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

35.45%

-10.37%

Dividends

LRLCY vs. ASML.AS - Dividend Comparison

LRLCY's dividend yield for the trailing twelve months is around 1.81%, more than ASML.AS's 0.46% yield.

PositionTTM20252024202320222021202020192018201720162015
ASML.AS
ASML Holding N.V.		0.46%0.71%0.92%0.87%1.28%0.47%0.64%1.19%1.02%0.83%0.98%0.85%
LRLCY
L'Oréal S.A.		1.81%1.79%2.02%1.29%1.53%1.00%1.14%1.48%1.91%3.34%3.87%1.87%

Financials

LRLCY vs. ASML.AS - Financials Comparison

This section allows you to compare key financial metrics between L'Oréal S.A. 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.

Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities

Values in EUR except per share items

Frequently Asked Questions

LRLCY and ASML.AS have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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