ZBRA vs. ASML
Compare and contrast key facts about Zebra Technologies Corporation (ZBRA) and ASML Holding N.V. (ASML).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZBRA or ASML.
Performance
ZBRA vs. ASML - Performance Comparison
Returns By Period
In the year-to-date period, ZBRA achieves a 41.19% return, which is significantly higher than ASML's -12.29% return. Over the past 10 years, ZBRA has underperformed ASML with an annualized return of 18.41%, while ASML has yielded a comparatively higher 21.31% annualized return.
ZBRA
41.19%
2.77%
21.40%
79.09%
10.19%
18.41%
ASML
-12.29%
-8.72%
-28.50%
-3.23%
20.54%
21.31%
Fundamentals
| ZBRA | ASML | |
|---|---|---|
| Market Cap | $20.79B | $264.27B |
| EPS | $7.35 | $18.74 |
| PE Ratio | 54.85 | 35.71 |
| PEG Ratio | 0.85 | 1.68 |
| Total Revenue (TTM) | $4.65B | $26.24B |
| Gross Profit (TTM) | $2.13B | $13.42B |
| EBITDA (TTM) | $780.00M | $9.14B |
Key characteristics
| ZBRA | ASML | |
|---|---|---|
| Sharpe Ratio | 2.40 | -0.05 |
| Sortino Ratio | 3.37 | 0.24 |
| Omega Ratio | 1.41 | 1.03 |
| Calmar Ratio | 1.20 | -0.05 |
| Martin Ratio | 15.74 | -0.12 |
| Ulcer Index | 4.95% | 16.98% |
| Daily Std Dev | 32.51% | 44.94% |
| Max Drawdown | -73.42% | -90.00% |
| Current Drawdown | -37.20% | -39.82% |
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Correlation
The correlation between ZBRA and ASML is 0.40, 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.
Risk-Adjusted Performance
ZBRA vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zebra Technologies Corporation (ZBRA) 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.
Dividends
ZBRA vs. ASML - Dividend Comparison
ZBRA has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 1.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZBRA Zebra Technologies Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASML ASML Holding N.V. | 1.02% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% | 0.75% |
Drawdowns
ZBRA vs. ASML - Drawdown Comparison
The maximum ZBRA drawdown since its inception was -73.42%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ZBRA and ASML. For additional features, visit the drawdowns tool.
Volatility
ZBRA vs. ASML - Volatility Comparison
The current volatility for Zebra Technologies Corporation (ZBRA) is 8.29%, while ASML Holding N.V. (ASML) has a volatility of 9.49%. This indicates that ZBRA 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.
Financials
ZBRA vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Zebra Technologies Corporation 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