^AEX vs. ASML
Compare and contrast key facts about AEX Index (^AEX) and ASML Holding N.V. (ASML).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ASML.
Performance
^AEX vs. ASML - Performance Comparison
Returns By Period
In the year-to-date period, ^AEX achieves a 10.08% return, which is significantly higher than ASML's -10.49% return. Over the past 10 years, ^AEX has underperformed ASML with an annualized return of 7.32%, while ASML has yielded a comparatively higher 21.82% annualized return.
^AEX
10.08%
-3.47%
-5.27%
13.96%
7.76%
7.32%
ASML
-10.49%
-6.55%
-27.75%
-1.06%
21.50%
21.82%
Key characteristics
| ^AEX | ASML | |
|---|---|---|
| Sharpe Ratio | 1.12 | -0.02 |
| Sortino Ratio | 1.62 | 0.27 |
| Omega Ratio | 1.21 | 1.04 |
| Calmar Ratio | 1.46 | -0.03 |
| Martin Ratio | 3.97 | -0.06 |
| Ulcer Index | 3.36% | 17.68% |
| Daily Std Dev | 11.80% | 44.95% |
| Max Drawdown | -71.60% | -90.00% |
| Current Drawdown | -8.34% | -38.58% |
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Correlation
The correlation between ^AEX and ASML is 0.46, 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
^AEX vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) 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.
Drawdowns
^AEX vs. ASML - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ^AEX and ASML. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. ASML - Volatility Comparison
The current volatility for AEX Index (^AEX) is 4.69%, while ASML Holding N.V. (ASML) has a volatility of 8.96%. This indicates that ^AEX 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.