ZD vs. ASML
ZD (Ziff Davis, Inc.) and ASML (ASML Holding N.V.) are both stocks. ZD operates in Advertising Agencies (Communication Services), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, ZD returned -0.02%/yr vs 36.42%/yr for ASML. At a 0.33 correlation, their price movements are largely independent.
Performance
ZD vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, ZD achieves a 28.93% return, which is significantly lower than ASML's 80.96% return. Over the past 10 years, ZD has underperformed ASML with an annualized return of -0.02%, while ASML has yielded a comparatively higher 36.42% annualized return.
ZD
- 1D
- -1.54%
- 1M
- 3.71%
- YTD
- 28.93%
- 6M
- 27.37%
- 1Y
- 44.19%
- 3Y*
- -11.26%
- 5Y*
- -15.41%
- 10Y*
- -0.02%
ASML
- 1D
- -0.02%
- 1M
- 18.15%
- YTD
- 80.96%
- 6M
- 83.17%
- 1Y
- 157.02%
- 3Y*
- 41.76%
- 5Y*
- 24.38%
- 10Y*
- 36.42%
ZD vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZD Ziff Davis, Inc. | 28.93% | -35.31% | -19.12% | -15.06% | -28.65% | 50.14% | 4.25% | 36.49% | -5.54% | -6.48% |
ASML ASML Holding N.V. | 80.96% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
Correlation
The correlation between ZD and ASML is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 1999 | 0.33 |
The correlation between ZD and ASML shifts across timeframes, from 0.15 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ZD:
$1.70B
ASML:
$744.11B
ZD:
$1.12
ASML:
€25.86
ZD:
40.50
ASML:
65.06
ZD:
1.32
ASML:
19.33
ZD:
0.99
ASML:
31.15
ZD:
$1.39B
ASML:
€33.69B
ZD:
$1.03B
ASML:
€17.72B
ZD:
$307.62M
ASML:
€12.99B
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Return for Risk
ZD vs. ASML — Risk / Return Rank
ZD
ASML
ZD vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ziff Davis, Inc. (ZD) 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.
| ZD | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.49 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 8.85 | -7.53 |
| Martin ratioReturn relative to average drawdown | 4.10 | 23.82 | -19.72 |
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Drawdowns
ZD vs. ASML - Drawdown Comparison
The maximum ZD drawdown since its inception was -97.28%, which is greater than ASML's maximum drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ZD and ASML.
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Drawdown Indicators
| ZD | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.28% | -90.00% | -7.28% |
Max Drawdown (1Y)Largest decline over 1 year | -33.79% | -17.85% | -15.94% |
Max Drawdown (3Y)Largest decline over 3 years | -64.55% | -45.38% | -19.17% |
Max Drawdown (5Y)Largest decline over 5 years | -80.06% | -56.84% | -23.22% |
Max Drawdown (10Y)Largest decline over 10 years | -80.06% | -56.84% | -23.22% |
Current DrawdownCurrent decline from peak | -65.92% | -0.02% | -65.90% |
Average DrawdownAverage peak-to-trough decline | -39.41% | -28.11% | -11.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.82% | 6.62% | +4.20% |
Volatility
ZD vs. ASML - Volatility Comparison
The current volatility for Ziff Davis, Inc. (ZD) is 12.90%, while ASML Holding N.V. (ASML) has a volatility of 16.29%. This indicates that ZD 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.
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Volatility by Period
| ZD | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.90% | 16.29% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 50.31% | 34.37% | +15.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.01% | 43.11% | +24.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.66% | 42.53% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.96% | 38.77% | -0.81% |
Dividends
ZD vs. ASML - Dividend Comparison
ZD has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.46% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
ZD Ziff Davis, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 16.85% | 0.00% | 0.96% | 2.42% | 2.03% | 1.66% | 1.48% |
Financials
ZD vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Ziff Davis, Inc. 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
ZD vs. ASML - Profitability Comparison
ZD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ziff Davis, Inc. reported a gross profit of 178.54M and revenue of 267.64M. Therefore, the gross margin over that period was 66.7%.
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
ZD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ziff Davis, Inc. reported an operating income of 9.93M and revenue of 267.64M, resulting in an operating margin of 3.7%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.
ZD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ziff Davis, Inc. reported a net income of 22.26M and revenue of 267.64M, resulting in a net margin of 8.3%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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
ZD and ASML have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (16.29%) compared to ZD (12.90%). In terms of maximum drawdown, ZD dropped -97.28% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (3.67 vs 0.65), 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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