SITM vs. ASML
SITM (SiTime Corporation) and ASML (ASML Holding N.V.) are both stocks. Both are in the Technology sector — SITM in Semiconductors, ASML in Semiconductor Equipment & Materials. Over the past 5 years, SITM returned 43.34%/yr vs 21.93%/yr for ASML. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
SITM vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, SITM achieves a 88.08% return, which is significantly higher than ASML's 64.06% return.
SITM
- 1D
- 6.17%
- 1M
- -20.26%
- YTD
- 88.08%
- 6M
- 83.53%
- 1Y
- 222.72%
- 3Y*
- 81.68%
- 5Y*
- 43.34%
- 10Y*
- —
ASML
- 1D
- 6.54%
- 1M
- 9.86%
- YTD
- 64.06%
- 6M
- 56.76%
- 1Y
- 134.10%
- 3Y*
- 36.05%
- 5Y*
- 21.93%
- 10Y*
- 34.75%
SITM vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SITM SiTime Corporation | 88.08% | 64.63% | 75.73% | 20.13% | -65.26% | 161.36% | 338.94% | 96.15% |
ASML ASML Holding N.V. | 64.06% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 10.07% |
Correlation
The correlation between SITM and ASML is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2019 | 0.59 |
The correlation between SITM and ASML shifts across timeframes, from 0.50 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SITM:
$17.50B
ASML:
$674.60B
SITM:
-$0.94
ASML:
$25.86
SITM:
45.11
ASML:
20.10
SITM:
15.10
ASML:
32.39
SITM:
$379.91M
ASML:
$33.69B
SITM:
$211.60M
ASML:
$17.72B
SITM:
-$13.71M
ASML:
$12.99B
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Return for Risk
SITM vs. ASML — Risk / Return Rank
SITM
ASML
SITM vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SiTime Corporation (SITM) 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.
| SITM | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.45 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 7.33 | 7.56 | -0.23 |
| Martin ratioReturn relative to average drawdown | 17.94 | 20.33 | -2.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SITM | ASML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.94 | 3.24 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.52 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.56 | +0.47 |
Drawdowns
SITM vs. ASML - Drawdown Comparison
The maximum SITM drawdown since its inception was -78.12%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for SITM and ASML.
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Drawdown Indicators
| SITM | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.12% | -90.00% | +11.88% |
Max Drawdown (1Y)Largest decline over 1 year | -30.59% | -17.85% | -12.74% |
Max Drawdown (3Y)Largest decline over 3 years | -55.26% | -45.38% | -9.88% |
Max Drawdown (5Y)Largest decline over 5 years | -78.12% | -56.84% | -21.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.84% | — |
Current DrawdownCurrent decline from peak | -26.31% | -0.48% | -25.83% |
Average DrawdownAverage peak-to-trough decline | -36.81% | -28.14% | -8.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.47% | 6.62% | +5.85% |
Volatility
SITM vs. ASML - Volatility Comparison
SiTime Corporation (SITM) has a higher volatility of 22.72% compared to ASML Holding N.V. (ASML) at 15.94%. This indicates that SITM'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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Volatility by Period
| SITM | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.72% | 15.94% | +6.78% |
Volatility (6M)Calculated over the trailing 6-month period | 55.94% | 33.30% | +22.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.55% | 41.73% | +34.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.29% | 42.23% | +34.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.56% | 38.62% | +41.94% |
Dividends
SITM vs. ASML - Dividend Comparison
SITM has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.50%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.50% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
SITM SiTime Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SITM vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between SiTime 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
SITM vs. ASML - Profitability Comparison
SITM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SiTime Corporation reported a gross profit of 66.96M and revenue of 113.57M. Therefore, the gross margin over that period was 59.0%.
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%.
SITM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SiTime Corporation reported an operating income of -12.34M and revenue of 113.57M, resulting in an operating margin of -10.9%.
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%.
SITM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SiTime Corporation reported a net income of -5.22M and revenue of 113.57M, resulting in a net margin of -4.6%.
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
SITM and ASML have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SITM has higher volatility (22.72%) compared to ASML (15.94%). In terms of maximum drawdown, SITM dropped -78.12% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (3.24 vs 2.94), 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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