SNDK vs. ASML
SNDK (Sandisk Corporation) and ASML (ASML Holding N.V.) are both stocks. Both are in the Technology sector — SNDK in Computer Hardware, ASML in Semiconductor Equipment & Materials. Over the past year, SNDK returned 4094.13% vs 134.10% for ASML. At a 0.40 correlation, their price movements are largely independent.
Performance
SNDK vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, SNDK achieves a 591.72% return, which is significantly higher than ASML's 64.06% return.
SNDK
- 1D
- 5.30%
- 1M
- 5.10%
- YTD
- 591.72%
- 6M
- 628.26%
- 1Y
- 4,094.13%
- 3Y*
- —
- 5Y*
- —
- 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%
SNDK vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SNDK Sandisk Corporation | 591.72% | 388.44% |
ASML ASML Holding N.V. | 64.06% | 46.81% |
Correlation
The correlation between SNDK and ASML is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | 0.40 |
Fundamentals
SNDK:
$257.79B
ASML:
$674.60B
SNDK:
$29.70
ASML:
$25.86
SNDK:
55.29
ASML:
67.64
SNDK:
18.90
ASML:
20.10
SNDK:
18.71
ASML:
32.39
SNDK:
$13.18B
ASML:
$33.69B
SNDK:
$7.39B
ASML:
$17.72B
SNDK:
$5.37B
ASML:
$12.99B
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Return for Risk
SNDK vs. ASML — Risk / Return Rank
SNDK
ASML
SNDK vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sandisk Corporation (SNDK) 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.
| SNDK | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +38.82 | ||
| Sortino ratioReturn per unit of downside risk | +4.44 | ||
| Omega ratioGain probability vs. loss probability | 2.12 | 1.45 | +0.67 |
| Calmar ratioReturn relative to maximum drawdown | 132.65 | 7.56 | +125.09 |
| Martin ratioReturn relative to average drawdown | 403.29 | 20.33 | +382.96 |
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
| SNDK | ASML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 42.05 | 3.24 | +38.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 15.00 | 0.56 | +14.44 |
Drawdowns
SNDK vs. ASML - Drawdown Comparison
The maximum SNDK drawdown since its inception was -47.50%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for SNDK and ASML.
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Drawdown Indicators
| SNDK | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.50% | -90.00% | +42.50% |
Max Drawdown (1Y)Largest decline over 1 year | -31.34% | -17.85% | -13.49% |
Max Drawdown (3Y)Largest decline over 3 years | — | -45.38% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.84% | — |
Current DrawdownCurrent decline from peak | -10.35% | -0.48% | -9.87% |
Average DrawdownAverage peak-to-trough decline | -13.75% | -28.14% | +14.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.29% | 6.62% | +3.67% |
Volatility
SNDK vs. ASML - Volatility Comparison
Sandisk Corporation (SNDK) has a higher volatility of 28.48% compared to ASML Holding N.V. (ASML) at 15.94%. This indicates that SNDK'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
| SNDK | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.48% | 15.94% | +12.54% |
Volatility (6M)Calculated over the trailing 6-month period | 71.36% | 33.30% | +38.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 99.05% | 41.73% | +57.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 97.38% | 42.23% | +55.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.38% | 38.62% | +58.76% |
Dividends
SNDK vs. ASML - Dividend Comparison
SNDK 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% |
SNDK Sandisk 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
SNDK vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Sandisk 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
SNDK vs. ASML - Profitability Comparison
SNDK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sandisk Corporation reported a gross profit of 4.66B and revenue of 5.95B. Therefore, the gross margin over that period was 78.4%.
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%.
SNDK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sandisk Corporation reported an operating income of 4.11B and revenue of 5.95B, resulting in an operating margin of 69.1%.
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%.
SNDK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sandisk Corporation reported a net income of 3.62B and revenue of 5.95B, resulting in a net margin of 60.8%.
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
SNDK and ASML have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNDK has higher volatility (28.48%) compared to ASML (15.94%). In terms of maximum drawdown, SNDK dropped -47.50% vs ASML's -90.00%.
SNDK currently has the higher Sharpe Ratio (42.05 vs 3.24), 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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