SZLMY vs. ASML
SZLMY (Swiss Life Holding AG ADR) and ASML (ASML Holding N.V.) are both stocks. SZLMY operates in Insurance - Diversified (Financial Services), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 5 years, SZLMY returned 22.96%/yr vs 24.38%/yr for ASML. At a 0.15 correlation, their price movements are largely independent.
Performance
SZLMY vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, SZLMY achieves a -1.29% return, which is significantly lower than ASML's 80.96% return.
SZLMY
- 1D
- 1.43%
- 1M
- 0.05%
- YTD
- -1.29%
- 6M
- -1.75%
- 1Y
- 13.89%
- 3Y*
- 28.33%
- 5Y*
- 22.96%
- 10Y*
- —
ASML
- 1D
- -0.02%
- 1M
- 18.15%
- YTD
- 80.96%
- 6M
- 83.17%
- 1Y
- 157.02%
- 3Y*
- 41.76%
- 5Y*
- 24.38%
- 10Y*
- 36.42%
SZLMY vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SZLMY Swiss Life Holding AG ADR | -1.29% | 54.33% | 17.54% | 44.47% | -12.51% | 37.89% | -7.06% | 35.51% | 14.50% | -6.15% |
ASML ASML Holding N.V. | 80.96% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 1.54% |
Correlation
The correlation between SZLMY and ASML is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2017 | 0.15 |
Fundamentals
SZLMY:
$30.61B
ASML:
$744.11B
SZLMY:
CHF 4.34
ASML:
€25.86
SZLMY:
10.23
ASML:
65.06
SZLMY:
6.92
ASML:
4.28
SZLMY:
0.61
ASML:
19.33
SZLMY:
3.50
ASML:
31.15
SZLMY:
CHF 40.81B
ASML:
€33.69B
SZLMY:
CHF 42.70B
ASML:
€17.72B
SZLMY:
CHF 2.13B
ASML:
€12.99B
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Return for Risk
SZLMY vs. ASML — Risk / Return Rank
SZLMY
ASML
SZLMY vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Life Holding AG ADR (SZLMY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SZLMY | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.49 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 8.85 | -7.80 |
| Martin ratioReturn relative to average drawdown | 2.49 | 23.82 | -21.33 |
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Drawdowns
SZLMY vs. ASML - Drawdown Comparison
The maximum SZLMY drawdown since its inception was -50.48%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for SZLMY and ASML.
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Drawdown Indicators
| SZLMY | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.48% | -90.00% | +39.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -17.85% | +4.49% |
Max Drawdown (3Y)Largest decline over 3 years | -13.36% | -45.38% | +32.02% |
Max Drawdown (5Y)Largest decline over 5 years | -35.97% | -56.84% | +20.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.84% | — |
Current DrawdownCurrent decline from peak | -5.82% | -0.02% | -5.80% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -28.11% | +19.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.59% | 6.62% | -1.03% |
Volatility
SZLMY vs. ASML - Volatility Comparison
The current volatility for Swiss Life Holding AG ADR (SZLMY) is 6.23%, while ASML Holding N.V. (ASML) has a volatility of 16.29%. This indicates that SZLMY experiences smaller price fluctuations and is considered to be less risky 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
| SZLMY | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 16.29% | -10.06% |
Volatility (6M)Calculated over the trailing 6-month period | 17.95% | 34.37% | -16.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.22% | 43.11% | -19.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.52% | 42.53% | -10.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.86% | 38.77% | -1.91% |
Dividends
SZLMY vs. ASML - Dividend Comparison
SZLMY's dividend yield for the trailing twelve months is around 4.21%, more than ASML's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.46% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
SZLMY Swiss Life Holding AG ADR | 4.21% | 3.54% | 4.63% | 4.56% | 5.29% | 2.22% | 3.04% | 0.00% | 3.49% | 0.00% | 0.00% | 0.00% |
Financials
SZLMY vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Swiss Life Holding AG ADR 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
SZLMY vs. ASML - Profitability Comparison
SZLMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG ADR reported a gross profit of 22.53B and revenue of 22.53B. Therefore, the gross margin over that period was 100.0%.
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%.
SZLMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG ADR reported an operating income of 0.00 and revenue of 22.53B, resulting in an operating margin of 0.0%.
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%.
SZLMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG ADR reported a net income of 648.60M and revenue of 22.53B, resulting in a net margin of 2.9%.
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
SZLMY and ASML have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (16.29%) compared to SZLMY (6.23%). In terms of maximum drawdown, SZLMY dropped -50.48% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (3.67 vs 0.60), 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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