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

Correlation

The correlation between TEL and ASML is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

TEL vs. ASML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TE Connectivity Ltd. (TEL) and ASML Holding N.V. (ASML). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
412.68%
2,443.28%
TEL
ASML

Key characteristics

Sharpe Ratio

TEL:

0.27

ASML:

-0.06

Sortino Ratio

TEL:

0.53

ASML:

0.23

Omega Ratio

TEL:

1.06

ASML:

1.03

Calmar Ratio

TEL:

0.29

ASML:

-0.06

Martin Ratio

TEL:

1.14

ASML:

-0.12

Ulcer Index

TEL:

4.85%

ASML:

20.32%

Daily Std Dev

TEL:

20.70%

ASML:

45.02%

Max Drawdown

TEL:

-81.07%

ASML:

-90.00%

Current Drawdown

TEL:

-9.23%

ASML:

-35.52%

Fundamentals

Market Cap

TEL:

$44.26B

ASML:

$289.08B

EPS

TEL:

$10.35

ASML:

$18.53

PE Ratio

TEL:

14.29

ASML:

39.68

PEG Ratio

TEL:

3.04

ASML:

1.87

Total Revenue (TTM)

TEL:

$15.85B

ASML:

$26.24B

Gross Profit (TTM)

TEL:

$5.46B

ASML:

$13.42B

EBITDA (TTM)

TEL:

$3.69B

ASML:

$8.87B

Returns By Period

In the year-to-date period, TEL achieves a 4.02% return, which is significantly higher than ASML's -6.02% return. Over the past 10 years, TEL has underperformed ASML with an annualized return of 10.41%, while ASML has yielded a comparatively higher 21.77% annualized return.


TEL

YTD

4.02%

1M

-4.14%

6M

-4.66%

1Y

3.67%

5Y*

10.52%

10Y*

10.41%

ASML

YTD

-6.02%

1M

7.18%

6M

-31.64%

1Y

-5.82%

5Y*

20.29%

10Y*

21.77%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TEL vs. ASML - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TE Connectivity Ltd. (TEL) 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.


Sharpe ratio
The chart of Sharpe ratio for TEL, currently valued at 0.27, compared to the broader market-4.00-2.000.002.000.27-0.06
The chart of Sortino ratio for TEL, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.530.23
The chart of Omega ratio for TEL, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.03
The chart of Calmar ratio for TEL, currently valued at 0.29, compared to the broader market0.002.004.006.000.29-0.06
The chart of Martin ratio for TEL, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.001.14-0.12
TEL
ASML

The current TEL Sharpe Ratio is 0.27, which is higher than the ASML Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of TEL 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.27
-0.06
TEL
ASML

Dividends

TEL vs. ASML - Dividend Comparison

TEL's dividend yield for the trailing twelve months is around 1.77%, more than ASML's 0.95% yield.


TTM20232022202120202019201820172016201520142013
TEL
TE Connectivity Ltd.
1.77%1.66%1.90%1.23%1.57%1.90%2.27%1.65%2.08%1.98%1.77%1.74%
ASML
ASML Holding N.V.
0.95%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%0.75%

Drawdowns

TEL vs. ASML - Drawdown Comparison

The maximum TEL drawdown since its inception was -81.07%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for TEL and ASML. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.23%
-35.52%
TEL
ASML

Volatility

TEL vs. ASML - Volatility Comparison

The current volatility for TE Connectivity Ltd. (TEL) is 5.39%, while ASML Holding N.V. (ASML) has a volatility of 6.61%. This indicates that TEL 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.39%
6.61%
TEL
ASML

Financials

TEL vs. ASML - Financials Comparison

This section allows you to compare key financial metrics between TE Connectivity Ltd. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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