MKSI vs. ASML
Compare and contrast key facts about MKS Instruments, Inc. (MKSI) and ASML Holding N.V. (ASML).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MKSI or ASML.
Key characteristics
| MKSI | ASML | |
|---|---|---|
| YTD Return | 17.59% | 21.59% |
| 1Y Return | 47.72% | 47.22% |
| 3Y Return (Ann) | -12.95% | 11.90% |
| 5Y Return (Ann) | 4.32% | 35.72% |
| 10Y Return (Ann) | 17.01% | 28.37% |
| Sharpe Ratio | 1.30 | 1.59 |
| Daily Std Dev | 39.28% | 32.68% |
| Max Drawdown | -85.67% | -90.01% |
| Current Drawdown | -37.20% | -12.26% |
Fundamentals
| MKSI | ASML | |
|---|---|---|
| Market Cap | $7.25B | $353.75B |
| EPS | -$27.54 | $19.25 |
| PE Ratio | 153.00 | 44.65 |
| PEG Ratio | 0.61 | 2.81 |
| Revenue (TTM) | $3.62B | $26.10B |
| Gross Profit (TTM) | $1.55B | $10.70B |
| EBITDA (TTM) | $796.00M | $8.93B |
Correlation
The correlation between MKSI and ASML is 0.60, 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.
Performance
MKSI vs. ASML - Performance Comparison
In the year-to-date period, MKSI achieves a 17.59% return, which is significantly lower than ASML's 21.59% return. Over the past 10 years, MKSI has underperformed ASML with an annualized return of 17.01%, while ASML has yielded a comparatively higher 28.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MKSI vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MKS Instruments, Inc. (MKSI) 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
MKSI vs. ASML - Dividend Comparison
MKSI's dividend yield for the trailing twelve months is around 0.73%, less than ASML's 0.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKSI MKS Instruments, Inc. | 0.73% | 0.86% | 1.04% | 0.49% | 0.53% | 0.73% | 1.21% | 0.75% | 1.14% | 1.88% | 1.79% | 2.14% |
ASML ASML Holding N.V. | 0.92% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
Drawdowns
MKSI vs. ASML - Drawdown Comparison
The maximum MKSI drawdown since its inception was -85.67%, roughly equal to the maximum ASML drawdown of -90.01%. Use the drawdown chart below to compare losses from any high point for MKSI and ASML. For additional features, visit the drawdowns tool.
Volatility
MKSI vs. ASML - Volatility Comparison
MKS Instruments, Inc. (MKSI) and ASML Holding N.V. (ASML) have volatilities of 11.49% and 12.04%, 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
MKSI vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between MKS Instruments, 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