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OR.PA vs. ASME.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

OR.PA vs. ASME.DE

Last updated Jun 13, 2026

OR.PA (L'Oréal S.A.) and ASME.DE (ASML Holding NV) are both stocks. OR.PA operates in Household & Personal Products (Consumer Defensive), while ASME.DE operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, OR.PA returned 11.36%/yr vs 35.85%/yr for ASME.DE. At a 0.29 correlation, their price movements are largely independent.

Performance

OR.PA vs. ASME.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L'Oréal S.A. (OR.PA) and ASML Holding NV (ASME.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OR.PA achieves a 8.54% return, which is significantly lower than ASME.DE's 77.51% return. Over the past 10 years, OR.PA has underperformed ASME.DE with an annualized return of 11.36%, while ASME.DE has yielded a comparatively higher 35.85% annualized return.

OR.PA

1D
1.81%
1M
8.74%
YTD
8.54%
6M
7.53%
1Y
7.24%
3Y*
0.41%
5Y*
1.96%
10Y*
11.36%

ASME.DE

1D
3.40%
1M
19.29%
YTD
77.51%
6M
76.86%
1Y
147.00%
3Y*
34.93%
5Y*
24.52%
10Y*
35.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OR.PA vs. ASME.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
OR.PA
L'Oréal S.A.		8.54%9.18%-22.98%36.99%-18.84%35.74%19.27%33.32%10.83%10.59%
ASME.DE
ASML Holding NV		77.51%37.42%-0.38%36.52%-28.25%81.30%51.01%96.94%-5.28%38.98%

Correlation

The correlation between OR.PA and ASME.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.19

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

0.28

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

0.39

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

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2007

0.29

The correlation between OR.PA and ASME.DE shifts across timeframes, from 0.19 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

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L'Oréal S.A.

ASML Holding NV

Often compared with OR.PA:
OR.PA vs. RMS.PAOR.PA vs. ELOR.PA vs. AI.PAOR.PA vs. SU.PAOR.PA vs. NESTE.HEOR.PA vs. MDLZOR.PA vs. MC.PA
Often compared with ASME.DE:
ASME.DE vs. ASML.ASASME.DE vs. QQQASME.DE vs. 1YD.DEASME.DE vs. LIN.DEASME.DE vs. VVSM.DEASME.DE vs. 3V64.DEASME.DE vs. VOO

Return for Risk

OR.PA vs. ASME.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OR.PA
OR.PA Risk / Return Rank: 4949
Overall Rank
OR.PA Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
OR.PA Sortino Ratio Rank: 4545
Sortino Ratio Rank
OR.PA Omega Ratio Rank: 4444
Omega Ratio Rank
OR.PA Calmar Ratio Rank: 5353
Calmar Ratio Rank
OR.PA Martin Ratio Rank: 5151
Martin Ratio Rank
ASME.DE
ASME.DE Risk / Return Rank: 9696
Overall Rank
ASME.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ASME.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
ASME.DE Omega Ratio Rank: 9494
Omega Ratio Rank
ASME.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
ASME.DE 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.

OR.PA vs. ASME.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (OR.PA) and ASML Holding NV (ASME.DE). 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.

OR.PAASME.DEDifference
Sharpe ratioReturn per unit of total volatility
0.23
3.52

-3.30

Sortino ratioReturn per unit of downside risk
0.53
3.86

-3.33

Omega ratioGain probability vs. loss probability

1.07

1.50

-0.43

Calmar ratioReturn relative to maximum drawdown

0.38

8.97

-8.59

Martin ratioReturn relative to average drawdown

0.73

23.23

-22.50

OR.PA vs. ASME.DE - Sharpe Ratio Comparison

The current OR.PA Sharpe Ratio is 0.23, which is lower than the ASME.DE Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of OR.PA and ASME.DE, 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

OR.PA vs. ASME.DE - Drawdown Comparison

The maximum OR.PA drawdown since its inception was -50.83%, roughly equal to the maximum ASME.DE drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for OR.PA and ASME.DE.

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Drawdown Indicators

OR.PAASME.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.83%

-51.21%

+0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-15.20%

-15.76%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-29.92%

-44.67%

+14.75%

Max Drawdown (5Y)

Largest decline over 5 years

-29.92%

-47.94%

+18.02%

Max Drawdown (10Y)

Largest decline over 10 years

-29.92%

-47.94%

+18.02%

Current Drawdown

Current decline from peak

-11.33%

0.00%

-11.33%

Average Drawdown

Average peak-to-trough decline

-9.67%

-13.30%

+3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

6.10%

+1.95%

Volatility

OR.PA vs. ASME.DE - Volatility Comparison

The current volatility for L'Oréal S.A. (OR.PA) is 6.19%, while ASML Holding NV (ASME.DE) has a volatility of 13.30%. This indicates that OR.PA experiences smaller price fluctuations and is considered to be less risky than ASME.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

OR.PAASME.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

13.30%

-7.11%

Volatility (6M)

Calculated over the trailing 6-month period

19.89%

30.78%

-10.89%

Volatility (1Y)

Calculated over the trailing 1-year period

25.72%

40.20%

-14.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.56%

38.24%

-13.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.57%

35.44%

-12.87%

Dividends

OR.PA vs. ASME.DE - Dividend Comparison

OR.PA's dividend yield for the trailing twelve months is around 1.84%, more than ASME.DE's 0.46% yield.

PositionTTM20252024202320222021202020192018201720162015
ASME.DE
ASML Holding NV		0.46%0.71%0.92%0.87%1.27%0.47%0.64%1.19%1.02%0.82%0.99%0.84%
OR.PA
L'Oréal S.A.		1.84%1.91%1.93%1.33%1.44%0.96%1.24%1.46%1.76%3.57%3.58%3.48%

Financials

OR.PA vs. ASME.DE - Financials Comparison

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

OR.PA and ASME.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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