Compare 85+ assets from Europe — including ASML, ARM, HSBC — by Sharpe ratio, risk-adjusted returns, and volatility. Explore europe investment opportunities and build diversified portfolios to invest through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | ASML Holding N.V. (ASML) | 126.8% | 1.96 | 45.5% | -22.0% |
| 2 | Arm Holdings plc (ARM) | 81.4% | 1.13 | 74.7% | -48.8% |
| 3 | HSBC Holdings plc (HSBC) | 66.6% | 1.98 | 26.6% | -16.3% |
| 4 | Materialise NV (MTLS) | 46.9% | 1.05 | 44.5% | -27.3% |
| 5 | iShares MSCI Austria ETF (EWO) | 45.7% | 1.99 | 19.2% | -14.1% |
| 6 | TotalEnergies SE (TTE) | 45.0% | 1.62 | 24.0% | -20.1% |
| 7 | Roche Holding AG (RHHBY) | 42.2% | 1.34 | 28.4% | -19.3% |
| 8 | iShares MSCI Poland ETF (EPOL) | 40.3% | 1.57 | 22.4% | -11.0% |
| 9 | iShares MSCI Norway ETF (ENOR) | 37.1% | 1.81 | 17.7% | -14.6% |
| 10 | iShares MSCI Spain ETF (EWP) | 34.9% | 1.66 | 18.4% | -11.4% |
| 11 | EWN (EWN) | 34.8% | 1.42 | 22.1% | -13.2% |
| 12 | EFNL (EFNL) | 34.3% | 1.61 | 18.8% | -12.2% |
| 13 | GSK (GSK) | 30.4% | 1.10 | 26.4% | -18.5% |
| 14 | SHEL (SHEL) | 27.6% | 1.18 | 22.0% | -18.0% |
| 15 | BP (BP) | 27.6% | 0.97 | 28.3% | -23.2% |
| 16 | EIRL (EIRL) | 27.5% | 1.43 | 17.5% | -14.3% |
| 17 | EWI (EWI) | 26.2% | 1.36 | 17.7% | -12.5% |
| 18 | NVS (NVS) | 25.6% | 1.14 | 21.3% | -12.6% |
| 19 | CB (CB) | 24.7% | 1.21 | 19.0% | -9.4% |
| 20 | CCEP (CCEP) | 24.5% | 1.07 | 22.0% | -18.2% |