SNPS vs. ASML.AS

Last updated Apr 1, 2026

Compare and contrast key facts about Synopsys, Inc. (SNPS) and ASML Holding NV (ASML.AS).

Performance

SNPS vs. ASML.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Synopsys, Inc. (SNPS) and ASML Holding NV (ASML.AS). The values are adjusted to include any dividend payments, if applicable.

SNPS vs. ASML.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SNPS Synopsys, Inc.	-15.59%	-3.22%	-5.74%	61.27%	-13.35%	42.15%	86.24%	65.24%	-1.17%	44.82%
ASML.AS ASML Holding NV	19.85%	55.50%	-5.84%	40.98%	-32.17%	66.56%	65.57%	91.52%	-9.12%	56.88%

Different Trading Currencies

SNPS is traded in USD, while ASML.AS is traded in EUR. To make them comparable, the ASML.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SNPS achieves a -15.59% return, which is significantly lower than ASML.AS's 19.85% return. Over the past 10 years, SNPS has underperformed ASML.AS with an annualized return of 23.18%, while ASML.AS has yielded a comparatively higher 30.51% annualized return.

SNPS

• 1D: 3.48%
• 1M: -4.23%
• YTD: -15.59%
• 6M: -19.64%
• 1Y: -7.55%
• 3Y*: 0.88%
• 5Y*: 9.29%
• 10Y*: 23.18%

ASML.AS

• 1D: 1.63%
• 1M: -11.13%
• YTD: 19.85%
• 6M: 33.72%
• 1Y: 99.41%
• 3Y*: 25.21%
• 5Y*: 16.84%
• 10Y*: 30.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SNPS vs. ASML.AS — Risk / Return Rank

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

SNPS

SNPS Risk / Return Rank: 36
SNPS Sharpe Ratio Rank: 36
SNPS Sortino Ratio Rank: 36
SNPS Omega Ratio Rank: 38
SNPS Calmar Ratio Rank: 35
SNPS Martin Ratio Rank: 36

ASML.AS

ASML.AS Risk / Return Rank: 92
ASML.AS Sharpe Ratio Rank: 93
ASML.AS Sortino Ratio Rank: 90
ASML.AS Omega Ratio Rank: 89
ASML.AS Calmar Ratio Rank: 96
ASML.AS Martin Ratio Rank: 95

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.

SNPS vs. ASML.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and ASML Holding NV (ASML.AS). 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.

	SNPS	ASML.AS	Difference
Sharpe ratio Return per unit of total volatility	-0.13	2.59	-2.72
Sortino ratio Return per unit of downside risk	0.23	3.10	-2.87
Omega ratio Gain probability vs. loss probability	1.04	1.40	-0.36
Calmar ratio Return relative to maximum drawdown	-0.23	6.43	-6.66
Martin ratio Return relative to average drawdown	-0.41	17.14	-17.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNPS vs. ASML.AS - Sharpe Ratio Comparison

The current SNPS Sharpe Ratio is -0.13, which is lower than the ASML.AS Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of SNPS and ASML.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SNPS	ASML.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.13	2.59	-2.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.42	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.86	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.67	-0.38

Correlation

The correlation between SNPS and ASML.AS is 0.40, 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.

Dividends

SNPS vs. ASML.AS - Dividend Comparison

SNPS has not paid dividends to shareholders, while ASML.AS's dividend yield for the trailing twelve months is around 0.59%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SNPS Synopsys, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ASML.AS ASML Holding NV	0.59%	0.71%	0.92%	0.87%	1.28%	0.47%	0.64%	1.19%	1.02%	0.83%	0.98%	0.85%

Drawdowns

SNPS vs. ASML.AS - Drawdown Comparison

The maximum SNPS drawdown since its inception was -60.95%, roughly equal to the maximum ASML.AS drawdown of -62.08%. Use the drawdown chart below to compare losses from any high point for SNPS and ASML.AS.

Drawdown Indicators

	SNPS	ASML.AS	Difference
Max Drawdown Largest peak-to-trough decline	-60.95%	-89.99%	+29.04%
Max Drawdown (1Y) Largest decline over 1 year	-41.04%	-15.81%	-25.23%
Max Drawdown (5Y) Largest decline over 5 years	-41.04%	-47.93%	+6.89%
Max Drawdown (10Y) Largest decline over 10 years	-41.04%	-47.93%	+6.89%
Current Drawdown Current decline from peak	-38.56%	-13.13%	-25.43%
Average Drawdown Average peak-to-trough decline	-20.25%	-32.74%	+12.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.28%	5.96%	+17.32%

Volatility

SNPS vs. ASML.AS - Volatility Comparison

The current volatility for Synopsys, Inc. (SNPS) is 10.69%, while ASML Holding NV (ASML.AS) has a volatility of 12.38%. This indicates that SNPS experiences smaller price fluctuations and is considered to be less risky than ASML.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPS	ASML.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.69%	12.38%	-1.69%
Volatility (6M) Calculated over the trailing 6-month period	29.32%	27.61%	+1.71%
Volatility (1Y) Calculated over the trailing 1-year period	57.46%	37.96%	+19.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.19%	39.51%	+0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.57%	34.84%	-0.27%

Financials