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SQM vs. ASML
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SQM and ASML is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

SQM vs. ASML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sociedad Química y Minera de Chile S.A. (SQM) and ASML Holding N.V. (ASML). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%NovemberDecember2025FebruaryMarchApril
1,867.25%
37,770.16%
SQM
ASML

Key characteristics

Sharpe Ratio

SQM:

-0.45

ASML:

-0.50

Sortino Ratio

SQM:

-0.41

ASML:

-0.44

Omega Ratio

SQM:

0.95

ASML:

0.94

Calmar Ratio

SQM:

-0.28

ASML:

-0.53

Martin Ratio

SQM:

-0.97

ASML:

-0.86

Ulcer Index

SQM:

20.45%

ASML:

28.27%

Daily Std Dev

SQM:

44.21%

ASML:

48.59%

Max Drawdown

SQM:

-78.66%

ASML:

-90.00%

Current Drawdown

SQM:

-65.62%

ASML:

-37.98%

Fundamentals

Market Cap

SQM:

$9.92B

ASML:

$265.41B

EPS

SQM:

-$1.42

ASML:

$25.11

PEG Ratio

SQM:

0.69

ASML:

1.30

PS Ratio

SQM:

2.19

ASML:

8.64

PB Ratio

SQM:

1.98

ASML:

13.36

Total Revenue (TTM)

SQM:

$4.52B

ASML:

$30.71B

Gross Profit (TTM)

SQM:

$1.25B

ASML:

$15.98B

EBITDA (TTM)

SQM:

$1.15B

ASML:

$11.31B

Returns By Period

In the year-to-date period, SQM achieves a -1.54% return, which is significantly higher than ASML's -2.07% return. Over the past 10 years, SQM has underperformed ASML with an annualized return of 8.44%, while ASML has yielded a comparatively higher 21.14% annualized return.


SQM

YTD

-1.54%

1M

-13.98%

6M

-12.32%

1Y

-17.48%

5Y*

14.39%

10Y*

8.44%

ASML

YTD

-2.07%

1M

-4.04%

6M

-4.41%

1Y

-24.32%

5Y*

19.39%

10Y*

21.14%

*Annualized

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Risk-Adjusted Performance

SQM vs. ASML — Risk-Adjusted Performance Rank

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

SQM
The Risk-Adjusted Performance Rank of SQM is 2929
Overall Rank
The Sharpe Ratio Rank of SQM is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SQM is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SQM is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SQM is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SQM is 2929
Martin Ratio Rank

ASML
The Risk-Adjusted Performance Rank of ASML is 2525
Overall Rank
The Sharpe Ratio Rank of ASML is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ASML is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ASML is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ASML is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ASML is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SQM, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
SQM: -0.45
ASML: -0.50
The chart of Sortino ratio for SQM, currently valued at -0.41, compared to the broader market-6.00-4.00-2.000.002.004.00
SQM: -0.41
ASML: -0.44
The chart of Omega ratio for SQM, currently valued at 0.95, compared to the broader market0.501.001.502.00
SQM: 0.95
ASML: 0.94
The chart of Calmar ratio for SQM, currently valued at -0.28, compared to the broader market0.001.002.003.004.005.00
SQM: -0.28
ASML: -0.53
The chart of Martin ratio for SQM, currently valued at -0.97, compared to the broader market-5.000.005.0010.0015.0020.00
SQM: -0.97
ASML: -0.86

The current SQM Sharpe Ratio is -0.45, which is comparable to the ASML Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of SQM and ASML, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.45
-0.50
SQM
ASML

Dividends

SQM vs. ASML - Dividend Comparison

SQM's dividend yield for the trailing twelve months is around 0.39%, less than ASML's 0.99% yield.


TTM20242023202220212020201920182017201620152014
SQM
Sociedad Química y Minera de Chile S.A.
0.39%0.39%5.41%6.26%2.54%1.09%2.98%3.79%1.97%4.12%0.15%0.35%
ASML
ASML Holding N.V.
0.99%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%

Drawdowns

SQM vs. ASML - Drawdown Comparison

The maximum SQM drawdown since its inception was -78.66%, 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.


-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-65.62%
-37.98%
SQM
ASML

Volatility

SQM vs. ASML - Volatility Comparison

Sociedad Química y Minera de Chile S.A. (SQM) and ASML Holding N.V. (ASML) have volatilities of 20.50% and 20.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.50%
20.89%
SQM
ASML

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items