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PRPL vs. ASML
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRPL and ASML is 0.28, 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.


Performance

PRPL vs. ASML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Purple Innovation, Inc. (PRPL) and ASML Holding N.V. (ASML). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRPL:

-0.41

ASML:

-0.48

Sortino Ratio

PRPL:

-0.05

ASML:

-0.47

Omega Ratio

PRPL:

0.99

ASML:

0.94

Calmar Ratio

PRPL:

-0.33

ASML:

-0.55

Martin Ratio

PRPL:

-0.90

ASML:

-0.83

Ulcer Index

PRPL:

36.23%

ASML:

30.12%

Daily Std Dev

PRPL:

88.10%

ASML:

48.46%

Max Drawdown

PRPL:

-98.59%

ASML:

-90.00%

Current Drawdown

PRPL:

-98.01%

ASML:

-32.34%

Fundamentals

Market Cap

PRPL:

$86.21M

ASML:

$293.93B

EPS

PRPL:

-$0.62

ASML:

$24.83

PEG Ratio

PRPL:

2.00

ASML:

1.44

PS Ratio

PRPL:

0.18

ASML:

9.57

PB Ratio

PRPL:

64.57

ASML:

14.74

Total Revenue (TTM)

PRPL:

$472.02M

ASML:

$30.71B

Gross Profit (TTM)

PRPL:

$180.46M

ASML:

$15.98B

EBITDA (TTM)

PRPL:

-$33.77M

ASML:

$11.31B

Returns By Period

In the year-to-date period, PRPL achieves a 2.13% return, which is significantly lower than ASML's 6.83% return.


PRPL

YTD

2.13%

1M

23.95%

6M

-16.97%

1Y

-36.27%

3Y*

-46.41%

5Y*

-43.90%

10Y*

N/A

ASML

YTD

6.83%

1M

10.51%

6M

7.84%

1Y

-22.58%

3Y*

9.56%

5Y*

18.52%

10Y*

22.11%

*Annualized

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Purple Innovation, Inc.

ASML Holding N.V.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PRPL vs. ASML — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRPL
The Risk-Adjusted Performance Rank of PRPL is 3131
Overall Rank
The Sharpe Ratio Rank of PRPL is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PRPL is 3434
Sortino Ratio Rank
The Omega Ratio Rank of PRPL is 3535
Omega Ratio Rank
The Calmar Ratio Rank of PRPL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of PRPL is 3030
Martin Ratio Rank

ASML
The Risk-Adjusted Performance Rank of ASML is 2323
Overall Rank
The Sharpe Ratio Rank of ASML is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ASML is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ASML is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ASML is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ASML is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRPL vs. ASML - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Purple Innovation, Inc. (PRPL) 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.


The current PRPL Sharpe Ratio is -0.41, which is comparable to the ASML Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of PRPL and ASML, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PRPL vs. ASML - Dividend Comparison

PRPL has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.92%.


TTM20242023202220212020201920182017201620152014
PRPL
Purple Innovation, Inc.
0.00%0.00%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASML
ASML Holding N.V.
0.92%0.97%0.85%1.21%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%

Drawdowns

PRPL vs. ASML - Drawdown Comparison

The maximum PRPL drawdown since its inception was -98.59%, which is greater than ASML's maximum drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for PRPL and ASML.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PRPL vs. ASML - Volatility Comparison

Purple Innovation, Inc. (PRPL) has a higher volatility of 29.22% compared to ASML Holding N.V. (ASML) at 9.23%. This indicates that PRPL'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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Financials

PRPL vs. ASML - Financials Comparison

This section allows you to compare key financial metrics between Purple Innovation, 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.


Quarterly
Annual

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


0.002.00B4.00B6.00B8.00B10.00B20212022202320242025
104.17M
7.74B
(PRPL) Total Revenue
(ASML) Total Revenue
Values in USD except per share items

PRPL vs. ASML - Profitability Comparison

The chart below illustrates the profitability comparison between Purple Innovation, Inc. and ASML Holding N.V. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%55.0%20212022202320242025
39.4%
54.0%
(PRPL) Gross Margin
(ASML) Gross Margin
PRPL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Purple Innovation, Inc. reported a gross profit of 41.05M and revenue of 104.17M. Therefore, the gross margin over that period was 39.4%.

ASML - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, ASML Holding N.V. reported a gross profit of 4.18B and revenue of 7.74B. Therefore, the gross margin over that period was 54.0%.

PRPL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Purple Innovation, Inc. reported an operating income of -14.48M and revenue of 104.17M, resulting in an operating margin of -13.9%.

ASML - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, ASML Holding N.V. reported an operating income of 2.74B and revenue of 7.74B, resulting in an operating margin of 35.4%.

PRPL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Purple Innovation, Inc. reported a net income of -19.14M and revenue of 104.17M, resulting in a net margin of -18.4%.

ASML - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, ASML Holding N.V. reported a net income of 2.36B and revenue of 7.74B, resulting in a net margin of 30.4%.