ASML Holding N.V. (ASML) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ASML Holding N.V. (ASML): 1Y return 88.2%, Sharpe ratio 1.57, volatility 45.3%, max drawdown -22.0%. A Stock in the Equity asset class. Compare ASML with other assets and invest through your own broker with pfolio.
ASML Holding N.V. (ASML) Overview
- Type: Stock
- Asset Class: Equity
- Region: Europe
- Country: NL (Developed)
- Currency: USD
ASML Performance
- MTD
- Return: -3.4%, Sharpe: -3.84, Volatility: 27.4%, Max Drawdown: -6.3%
- YTD
- Return: 64.4%, Sharpe: 1.52, Volatility: 48.2%, Max Drawdown: -22.0%
- 1Y
- Return: 88.2%, Sharpe: 1.57, Volatility: 45.3%, Max Drawdown: -22.0%
- 5Y
- Return: 153.0%, Sharpe: 0.63, Volatility: 42.6%, Max Drawdown: -56.5%
- 10Y
- Return: 1773.4%, Sharpe: 0.93, Volatility: 38.6%, Max Drawdown: -56.9%
Frequently Asked Questions
- What is ASML Holding N.V. (ASML)?
- ASML Holding N.V. (ASML) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ASML compare to other assets?
- You can compare ASML with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ASML through pfolio?
- pfolio helps you build diversified portfolios that may include ASML. You invest through your own broker — pfolio provides the analytics.