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XLM-USD vs. ASML
Performance
Return for Risk
Drawdowns
Volatility

Performance

XLM-USD vs. ASML - Performance Comparison

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

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Returns By Period

In the year-to-date period, XLM-USD achieves a -6.87% return, which is significantly lower than ASML's 74.80% return. Over the past 10 years, XLM-USD has outperformed ASML with an annualized return of 60.23%, while ASML has yielded a comparatively lower 36.00% annualized return.


XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%

ASML

1D
-1.89%
1M
17.61%
YTD
74.80%
6M
73.02%
1Y
146.81%
3Y*
37.59%
5Y*
22.97%
10Y*
36.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLM-USD vs. ASML - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%
ASML
ASML Holding N.V.
74.80%56.51%-7.70%39.91%-30.49%64.13%66.06%93.56%-9.80%56.23%

Correlation

The correlation between XLM-USD and ASML is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.12

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Return for Risk

XLM-USD vs. ASML — Risk / Return Rank

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

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank

ASML
ASML Risk / Return Rank: 9595
Overall Rank
ASML Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ASML Sortino Ratio Rank: 9494
Sortino Ratio Rank
ASML Omega Ratio Rank: 9292
Omega Ratio Rank
ASML Calmar Ratio Rank: 9696
Calmar Ratio Rank
ASML Martin Ratio Rank: 9696
Martin Ratio Rank
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.

XLM-USD vs. ASML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) 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.


XLM-USDASMLDifference
Sharpe ratioReturn per unit of total volatility

-3.60

Sortino ratioReturn per unit of downside risk

-3.67

Omega ratioGain probability vs. loss probability

1.00

1.45

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.40

7.83

-8.22

Martin ratioReturn relative to average drawdown

-0.57

21.08

-21.65

XLM-USD vs. ASML - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.33, which is lower than the ASML Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of XLM-USD and ASML, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XLM-USD vs. ASML - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than ASML's maximum drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for XLM-USD and ASML.


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Drawdown Indicators


XLM-USDASMLDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-90.00%

-6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-71.19%

-17.85%

-53.34%

Max Drawdown (3Y)

Largest decline over 3 years

-74.37%

-45.38%

-28.99%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-56.84%

-26.41%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

-56.84%

-39.37%

Current Drawdown

Current decline from peak

-78.80%

-1.89%

-76.91%

Average Drawdown

Average peak-to-trough decline

-72.14%

-28.12%

-44.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.48%

6.63%

+43.85%

Volatility

XLM-USD vs. ASML - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 43.48% compared to ASML Holding N.V. (ASML) at 17.27%. This indicates that XLM-USD'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


XLM-USDASMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.48%

17.27%

+26.21%

Volatility (6M)

Calculated over the trailing 6-month period

59.28%

34.58%

+24.70%

Volatility (1Y)

Calculated over the trailing 1-year period

70.60%

42.75%

+27.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.72%

42.44%

+32.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.79%

38.72%

+74.07%

Frequently Asked Questions


XLM-USD and ASML have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLM-USD has higher volatility (43.48%) compared to ASML (17.27%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs ASML's -90.00%.

ASML currently has the higher Sharpe Ratio (3.27 vs -0.33), 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.

Portfolio Optimizer

Find the right allocation for XLM-USD and ASML

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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