TOM2.AS vs. ASML

Last updated Apr 2, 2026

Compare and contrast key facts about TomTom NV (TOM2.AS) and ASML Holding N.V. (ASML).

Performance

TOM2.AS vs. ASML - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in TomTom NV (TOM2.AS) and ASML Holding N.V. (ASML). The values are adjusted to include any dividend payments, if applicable.

TOM2.AS vs. ASML - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TOM2.AS TomTom NV	-19.71%	9.62%	-21.85%	-1.54%	-28.81%	7.94%	-10.40%	19.22%	-4.30%	-3.42%
ASML ASML Holding N.V.	29.23%	37.93%	-1.61%	35.71%	-26.18%	76.41%	52.37%	97.94%	-5.56%	37.03%

Different Trading Currencies

TOM2.AS is traded in EUR, while ASML is traded in USD. To make them comparable, the ASML values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TOM2.AS achieves a -19.71% return, which is significantly lower than ASML's 25.58% return. Over the past 10 years, TOM2.AS has underperformed ASML with an annualized return of -6.32%, while ASML has yielded a comparatively higher 30.52% annualized return.

TOM2.AS

• 1D: 1.95%
• 1M: -14.55%
• YTD: -19.71%
• 6M: -16.98%
• 1Y: -2.79%
• 3Y*: -16.50%
• 5Y*: -11.66%
• 10Y*: -6.32%

ASML

• 1D: 0.00%
• 1M: -6.20%
• YTD: 25.58%
• 6M: 34.00%
• 1Y: 86.84%
• 3Y*: 23.35%
• 5Y*: 17.32%
• 10Y*: 30.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TOM2.AS vs. ASML — Risk / Return Rank

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

TOM2.AS

TOM2.AS Risk / Return Rank: 38
TOM2.AS Sharpe Ratio Rank: 37
TOM2.AS Sortino Ratio Rank: 35
TOM2.AS Omega Ratio Rank: 35
TOM2.AS Calmar Ratio Rank: 42
TOM2.AS Martin Ratio Rank: 41

ASML

ASML Risk / Return Rank: 93
ASML Sharpe Ratio Rank: 94
ASML Sortino Ratio Rank: 92
ASML Omega Ratio Rank: 90
ASML Calmar Ratio Rank: 95
ASML Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TOM2.AS vs. ASML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TomTom NV (TOM2.AS) 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.

	TOM2.AS	ASML	Difference
Sharpe ratio Return per unit of total volatility	-0.06	2.04	-2.10
Sortino ratio Return per unit of downside risk	0.26	2.63	-2.37
Omega ratio Gain probability vs. loss probability	1.03	1.34	-0.31
Calmar ratio Return relative to maximum drawdown	0.04	5.45	-5.41
Martin ratio Return relative to average drawdown	0.11	13.60	-13.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TOM2.AS vs. ASML - Sharpe Ratio Comparison

The current TOM2.AS Sharpe Ratio is -0.06, which is lower than the ASML Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of TOM2.AS 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.

Sharpe Ratios by Period

	TOM2.AS	ASML	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	2.04	-2.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	0.43	-0.71
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.16	0.82	-0.98
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	0.77	-0.83

Correlation

The correlation between TOM2.AS and ASML is 0.31, 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.

Dividends

TOM2.AS vs. ASML - Dividend Comparison

TOM2.AS has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.69%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TOM2.AS TomTom NV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	34.28%	0.00%	0.00%	0.00%	0.00%
ASML ASML Holding N.V.	0.69%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%

Drawdowns

TOM2.AS vs. ASML - Drawdown Comparison

The maximum TOM2.AS drawdown since its inception was -96.05%, which is greater than ASML's maximum drawdown of -58.22%. Use the drawdown chart below to compare losses from any high point for TOM2.AS and ASML.

Drawdown Indicators

	TOM2.AS	ASML	Difference
Max Drawdown Largest peak-to-trough decline	-96.05%	-90.00%	-6.05%
Max Drawdown (1Y) Largest decline over 1 year	-39.32%	-17.85%	-21.47%
Max Drawdown (5Y) Largest decline over 5 years	-56.66%	-56.84%	+0.18%
Max Drawdown (10Y) Largest decline over 10 years	-65.37%	-56.84%	-8.53%
Current Drawdown Current decline from peak	-92.16%	-10.92%	-81.24%
Average Drawdown Average peak-to-trough decline	-78.32%	-28.28%	-50.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.48%	6.40%	+9.08%

Volatility

TOM2.AS vs. ASML - Volatility Comparison

The current volatility for TomTom NV (TOM2.AS) is 9.38%, while ASML Holding N.V. (ASML) has a volatility of 13.16%. This indicates that TOM2.AS 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.

Volatility by Period

	TOM2.AS	ASML	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.38%	13.16%	-3.78%
Volatility (6M) Calculated over the trailing 6-month period	28.49%	28.81%	-0.32%
Volatility (1Y) Calculated over the trailing 1-year period	45.32%	42.85%	+2.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.17%	40.11%	+1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.82%	37.28%	+2.54%

Financials