SHECY vs. ASML
SHECY (Shin-Etsu Chemical Co Ltd ADR) and ASML (ASML Holding N.V.) are both stocks. SHECY operates in Chemicals (Basic Materials), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, SHECY returned 15.03%/yr vs 35.31%/yr for ASML. At a 0.36 correlation, their price movements are largely independent.
Performance
SHECY vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, SHECY achieves a 44.71% return, which is significantly lower than ASML's 66.82% return. Over the past 10 years, SHECY has underperformed ASML with an annualized return of 15.03%, while ASML has yielded a comparatively higher 35.31% annualized return.
SHECY
- 1D
- -1.49%
- 1M
- 1.45%
- YTD
- 44.71%
- 6M
- 43.14%
- 1Y
- 49.23%
- 3Y*
- 12.24%
- 5Y*
- 6.59%
- 10Y*
- 15.03%
ASML
- 1D
- -7.82%
- 1M
- 8.91%
- YTD
- 66.82%
- 6M
- 68.08%
- 1Y
- 129.88%
- 3Y*
- 37.97%
- 5Y*
- 21.90%
- 10Y*
- 35.31%
SHECY vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHECY Shin-Etsu Chemical Co Ltd ADR | 44.71% | -4.97% | -20.30% | 71.18% | -29.73% | -1.27% | 59.93% | 43.23% | -24.32% | 31.25% |
ASML ASML Holding N.V. | 66.82% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
Correlation
The correlation between SHECY and ASML is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.36 |
The correlation between SHECY and ASML shifts across timeframes, from 0.25 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SHECY:
$83.35B
ASML:
$685.95B
SHECY:
¥127.52
ASML:
€25.86
SHECY:
28.43
ASML:
60.18
SHECY:
5.04
ASML:
3.96
SHECY:
5.24
ASML:
17.88
SHECY:
3.00
ASML:
28.82
SHECY:
¥2.61T
ASML:
€33.69B
SHECY:
¥892.54B
ASML:
€17.72B
SHECY:
¥944.29B
ASML:
€12.99B
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Return for Risk
SHECY vs. ASML — Risk / Return Rank
SHECY
ASML
SHECY vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shin-Etsu Chemical Co Ltd ADR (SHECY) 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.
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.
| SHECY | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 7.32 | -5.04 |
| Martin ratioReturn relative to average drawdown | 5.93 | 19.64 | -13.71 |
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Drawdowns
SHECY vs. ASML - Drawdown Comparison
The maximum SHECY drawdown since its inception was -82.68%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for SHECY and ASML.
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Drawdown Indicators
| SHECY | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.68% | -90.00% | +7.32% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -17.85% | -3.89% |
Max Drawdown (3Y)Largest decline over 3 years | -44.01% | -45.38% | +1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -49.23% | -56.84% | +7.61% |
Max Drawdown (10Y)Largest decline over 10 years | -49.23% | -56.84% | +7.61% |
Current DrawdownCurrent decline from peak | -9.60% | -7.84% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -50.10% | -28.10% | -22.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.33% | 6.64% | +1.69% |
Volatility
SHECY vs. ASML - Volatility Comparison
The current volatility for Shin-Etsu Chemical Co Ltd ADR (SHECY) is 15.15%, while ASML Holding N.V. (ASML) has a volatility of 18.58%. This indicates that SHECY experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHECY | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.15% | 18.58% | -3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 28.28% | 35.41% | -7.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.69% | 43.81% | -8.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.16% | 42.68% | -11.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.09% | 38.80% | -8.71% |
Dividends
SHECY vs. ASML - Dividend Comparison
SHECY has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.49% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
SHECY Shin-Etsu Chemical Co Ltd ADR | 0.00% | 1.18% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.39% | 0.00% |
Financials
SHECY vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Shin-Etsu Chemical Co Ltd ADR 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
SHECY vs. ASML - Profitability Comparison
SHECY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shin-Etsu Chemical Co Ltd ADR reported a gross profit of 205.09B and revenue of 651.73B. Therefore, the gross margin over that period was 31.5%.
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a gross profit of 4.65B and revenue of 8.77B. Therefore, the gross margin over that period was 53.0%.
SHECY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shin-Etsu Chemical Co Ltd ADR reported an operating income of 139.70B and revenue of 651.73B, resulting in an operating margin of 21.4%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported an operating income of 3.16B and revenue of 8.77B, resulting in an operating margin of 36.0%.
SHECY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shin-Etsu Chemical Co Ltd ADR reported a net income of 91.79B and revenue of 651.73B, resulting in a net margin of 14.1%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a net income of 2.76B and revenue of 8.77B, resulting in a net margin of 31.4%.
Frequently Asked Questions
SHECY and ASML have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (18.58%) compared to SHECY (15.15%). In terms of maximum drawdown, SHECY dropped -82.68% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (2.99 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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