SQM vs. ASML
Compare and contrast key facts about Sociedad Química y Minera de Chile S.A. (SQM) and ASML Holding N.V. (ASML).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SQM or ASML.
Key characteristics
| SQM | ASML | |
|---|---|---|
| YTD Return | -23.90% | 13.11% |
| 1Y Return | -23.37% | 35.67% |
| 3Y Return (Ann) | 2.00% | 10.77% |
| 5Y Return (Ann) | 10.54% | 33.82% |
| 10Y Return (Ann) | 8.96% | 27.82% |
| Sharpe Ratio | -0.50 | 1.08 |
| Daily Std Dev | 47.14% | 32.91% |
| Max Drawdown | -77.80% | -90.00% |
| Current Drawdown | -53.95% | -18.40% |
Fundamentals
| SQM | ASML | |
|---|---|---|
| Market Cap | $12.61B | $362.62B |
| EPS | $7.04 | $19.30 |
| PE Ratio | 6.27 | 47.62 |
| PEG Ratio | 3.90 | 2.81 |
| Revenue (TTM) | $7.47B | $26.10B |
| Gross Profit (TTM) | $5.74B | $10.70B |
| EBITDA (TTM) | $3.16B | $8.93B |
Correlation
The correlation between SQM and ASML is 0.30, 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
SQM vs. ASML - Performance Comparison
In the year-to-date period, SQM achieves a -23.90% return, which is significantly lower than ASML's 13.11% return. Over the past 10 years, SQM has underperformed ASML with an annualized return of 8.96%, while ASML has yielded a comparatively higher 27.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SQM vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sociedad Química y Minera de Chile S.A. (SQM) 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.
Dividends
SQM vs. ASML - Dividend Comparison
SQM's dividend yield for the trailing twelve months is around 11.17%, more than ASML's 0.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SQM Sociedad Química y Minera de Chile S.A. | 11.17% | 8.50% | 9.79% | 3.91% | 1.65% | 4.59% | 5.41% | 2.38% | 5.31% | 2.37% | 5.80% | 3.94% |
ASML ASML Holding N.V. | 0.77% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
Drawdowns
SQM vs. ASML - Drawdown Comparison
The maximum SQM drawdown since its inception was -77.80%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for SQM and ASML. For additional features, visit the drawdowns tool.
Volatility
SQM vs. ASML - Volatility Comparison
Sociedad Química y Minera de Chile S.A. (SQM) has a higher volatility of 14.34% compared to ASML Holding N.V. (ASML) at 12.32%. This indicates that SQM'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.
Financials
SQM vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Sociedad Química y Minera de Chile S.A. 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