MSF.DE vs. ASML
Compare and contrast key facts about Microsoft Corporation (MSF.DE) and ASML Holding N.V. (ASML).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSF.DE or ASML.
Performance
MSF.DE vs. ASML - Performance Comparison
Returns By Period
In the year-to-date period, MSF.DE achieves a 16.71% return, which is significantly higher than ASML's -11.41% return. Over the past 10 years, MSF.DE has outperformed ASML with an annualized return of 28.01%, while ASML has yielded a comparatively lower 21.46% annualized return.
MSF.DE
16.71%
2.44%
0.98%
16.33%
24.66%
28.01%
ASML
-11.41%
-7.81%
-28.89%
-2.26%
21.02%
21.46%
Fundamentals
| MSF.DE | ASML | |
|---|---|---|
| Market Cap | €2.94T | $278.96B |
| EPS | €11.30 | $18.51 |
| PE Ratio | 35.02 | 35.58 |
| PEG Ratio | 2.22 | 1.67 |
| Total Revenue (TTM) | €254.19B | $26.24B |
| Gross Profit (TTM) | €176.28B | $13.42B |
| EBITDA (TTM) | €139.95B | $8.87B |
Key characteristics
| MSF.DE | ASML | |
|---|---|---|
| Sharpe Ratio | 0.68 | -0.03 |
| Sortino Ratio | 1.00 | 0.26 |
| Omega Ratio | 1.14 | 1.04 |
| Calmar Ratio | 0.91 | -0.04 |
| Martin Ratio | 2.07 | -0.09 |
| Ulcer Index | 6.78% | 17.16% |
| Daily Std Dev | 20.71% | 45.03% |
| Max Drawdown | -75.25% | -90.00% |
| Current Drawdown | -8.16% | -39.21% |
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Correlation
The correlation between MSF.DE and ASML is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
MSF.DE vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSF.DE) 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
MSF.DE vs. ASML - Dividend Comparison
MSF.DE's dividend yield for the trailing twelve months is around 0.53%, less than ASML's 1.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSF.DE Microsoft Corporation | 0.53% | 0.76% | 1.07% | 0.65% | 1.01% | 1.19% | 1.66% | 1.97% | 2.21% | 2.25% | 2.23% | 2.70% |
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
MSF.DE vs. ASML - Drawdown Comparison
The maximum MSF.DE drawdown since its inception was -75.25%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for MSF.DE and ASML. For additional features, visit the drawdowns tool.
Volatility
MSF.DE vs. ASML - Volatility Comparison
Microsoft Corporation (MSF.DE) and ASML Holding N.V. (ASML) have volatilities of 8.85% 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
MSF.DE vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation 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