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) | 116.9% | 1.89 | 44.9% | -17.9% |
| 2 | Arm Holdings plc (ARM) | 104.9% | 1.32 | 71.1% | -41.5% |
| 3 | HSBC Holdings plc (HSBC) | 66.8% | 1.99 | 26.7% | -16.3% |
| 4 | iShares MSCI Austria ETF (EWO) | 43.7% | 1.92 | 19.2% | -14.1% |
| 5 | GSK plc (GSK) | 41.7% | 1.40 | 26.6% | -18.5% |
| 6 | iShares MSCI Spain ETF (EWP) | 37.5% | 1.76 | 18.4% | -11.4% |
| 7 | TotalEnergies SE (TTE) | 34.4% | 1.35 | 23.2% | -20.1% |
| 8 | BP p.l.c. (BP) | 31.8% | 1.13 | 26.9% | -23.2% |
| 9 | iShares MSCI Poland ETF (EPOL) | 30.9% | 1.25 | 22.8% | -11.0% |
| 10 | Novartis AG (NVS) | 30.6% | 1.33 | 21.1% | -12.6% |
| 11 | EWI (EWI) | 30.2% | 1.50 | 18.1% | -12.5% |
| 12 | EWN (EWN) | 29.3% | 1.27 | 21.3% | -13.2% |
| 13 | RHHBY (RHHBY) | 28.7% | 1.02 | 27.6% | -19.3% |
| 14 | CB (CB) | 28.4% | 1.43 | 18.0% | -9.4% |
| 15 | EFNL (EFNL) | 27.1% | 1.33 | 18.8% | -10.6% |
| 16 | NXPI (NXPI) | 23.8% | 0.66 | 47.2% | -24.6% |
| 17 | ENOR (ENOR) | 23.4% | 1.24 | 17.6% | -14.6% |
| 18 | ACWI (ACWI) | 22.5% | 1.53 | 13.5% | -9.7% |
| 19 | AZN (AZN) | 21.2% | 0.82 | 27.3% | -18.8% |
| 20 | EWK (EWK) | 20.9% | 1.26 | 15.5% | -15.5% |