TOELY vs. ASML
TOELY (Tokyo Electron ADR) and ASML (ASML Holding N.V.) are both stocks. Both operate in the Semiconductor Equipment & Materials industry within the Technology sector. Over the past 10 years, TOELY returned 32.57%/yr vs 34.01%/yr for ASML. At a 0.44 correlation, their price movements are largely independent.
Performance
TOELY vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, TOELY achieves a 96.44% return, which is significantly higher than ASML's 61.90% return. Both investments have delivered pretty close results over the past 10 years, with TOELY having a 32.57% annualized return and ASML not far ahead at 34.01%.
TOELY
- 1D
- -4.39%
- 1M
- 0.28%
- 6M
- 70.10%
- YTD
- 96.44%
- 1Y
- 139.02%
- 3Y*
- 45.52%
- 5Y*
- 26.12%
- 10Y*
- 32.57%
ASML
- 1D
- -3.97%
- 1M
- -7.38%
- 6M
- 35.19%
- YTD
- 61.90%
- 1Y
- 116.93%
- 3Y*
- 33.12%
- 5Y*
- 20.44%
- 10Y*
- 34.01%
TOELY vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOELY Tokyo Electron ADR | 96.44% | 49.57% | -14.19% | 82.22% | -49.18% | 53.76% | 71.31% | 94.00% | -38.01% | 94.67% |
ASML ASML Holding N.V. | 61.90% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
Correlation
The correlation between TOELY and ASML is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2009 | 0.44 |
The correlation between TOELY and ASML shifts across timeframes, from 0.44 (all time) to 0.62 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
TOELY:
$198.54B
ASML:
$665.25B
TOELY:
¥632.09
ASML:
€25.88
TOELY:
56.07
ASML:
58.50
TOELY:
4.60
ASML:
3.85
TOELY:
13.20
ASML:
17.38
TOELY:
15.62
ASML:
28.04
TOELY:
¥2.47T
ASML:
€33.69B
TOELY:
¥1.12T
ASML:
€17.72B
TOELY:
¥753.39B
ASML:
€12.99B
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Return for Risk
TOELY vs. ASML — Risk / Return Rank
TOELY
ASML
TOELY vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tokyo Electron ADR (TOELY) 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.
| TOELY | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 6.59 | -1.97 |
| Martin ratioReturn relative to average drawdown | 11.37 | 16.96 | -5.59 |
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Drawdowns
TOELY vs. ASML - Drawdown Comparison
The maximum TOELY drawdown since its inception was -92.92%, roughly equal to the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for TOELY and ASML.
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Drawdown Indicators
| TOELY | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.92% | -90.00% | -2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -30.30% | -17.85% | -12.45% |
Max Drawdown (3Y)Largest decline over 3 years | -53.52% | -45.38% | -8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -59.40% | -56.84% | -2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -59.40% | -56.84% | -2.56% |
Current DrawdownCurrent decline from peak | -11.92% | -13.24% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -49.41% | -28.07% | -21.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.28% | 6.92% | +5.36% |
Volatility
TOELY vs. ASML - Volatility Comparison
Tokyo Electron ADR (TOELY) has a higher volatility of 24.37% compared to ASML Holding N.V. (ASML) at 20.65%. This indicates that TOELY'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.
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Volatility by Period
| TOELY | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.37% | 20.65% | +3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 43.80% | 36.84% | +6.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.78% | 45.79% | +10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.91% | 43.07% | +2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.17% | 39.00% | +1.17% |
Dividends
TOELY vs. ASML - Dividend Comparison
TOELY has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.51% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
TOELY Tokyo Electron ADR | 0.00% | 1.02% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.11% | 2.27% | 0.00% |
Financials
TOELY vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Tokyo Electron 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
TOELY vs. ASML - Profitability Comparison
TOELY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Tokyo Electron ADR reported a gross profit of 339.31B and revenue of 724.89B. Therefore, the gross margin over that period was 46.8%.
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
TOELY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Tokyo Electron ADR reported an operating income of 209.42B and revenue of 724.89B, resulting in an operating margin of 28.9%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
TOELY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Tokyo Electron ADR reported a net income of 218.23B and revenue of 724.89B, resulting in a net margin of 30.1%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
TOELY and ASML have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOELY has higher volatility (24.37%) compared to ASML (20.65%). In terms of maximum drawdown, TOELY dropped -92.92% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (2.57 vs 2.47), 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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