ASML Holding NV

10-Year Study

0QB8.LSE · · GB · Common Stock

Executive Summary: ASML Holding NV has compounded at 31.3% annually over the last 10 years, with a maximum drawdown of 39.2% and an annualized volatility of 52.5%.

1Y CAGR
+97.6%
3Y CAGR
+23.3%
5Y CAGR
+18.4%
10Y CAGR
+31.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
39.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +95.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -28.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202632.10.9-8.58.4————————32.2%
20257.1-5.8-10.4-4.312.33.6-9.33.829.611.5-1.61.837.3%
202416.88.43.3-6.75.810.1-11.7-5.2-7.4-16.45.42.7-0.2%
202319.1-3.67.7-8.017.9-1.5-1.7-6.6-7.50.610.69.436.4%
2022-16.81.31.9-10.2-1.2-15.421.6-11.4-11.411.117.6-10.4-28.0%
202110.26.111.24.62.24.910.99.6-8.38.51.40.379.3%
2020-3.5-2.4-2.312.28.211.6-8.36.7-1.5-0.918.58.352.7%
201912.25.13.812.2-8.88.510.4-0.312.43.45.66.695.8%
201812.1-1.2-0.7-1.06.51.48.1-4.3-8.4-6.2-1.2-8.4-5.3%
20176.31.68.4-1.3-3.1-2.812.31.810.26.8-3.3-2.038.7%
2016———-3.85.7-1.211.9-3.32.2-1.21.38.520.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 52.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.1% of variance. Idiosyncratic stock-specific factors contribute 10.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019620.597824734314
2016-05-0110167.438213992384
2016-06-0110050.237686353566
2016-07-0111245.14049627915
2016-08-0110869.508947460115
2016-09-0111108.029069912141
2016-10-0110971.502526195276
2016-11-0111109.348166952885
2016-12-0112055.35229846437
2017-01-0112816.02329575151
2017-02-0113017.534035192513
2017-03-0114110.629931058511
2017-04-0113928.457652007266
2017-05-0113498.133353244231
2017-06-0113122.165808009158
2017-07-0114730.132656362775
2017-08-0114989.385002115532
2017-09-0116517.608701062745
2017-10-0117639.276736603697
2017-11-0117064.299758580353
2017-12-0116719.990542323103
2018-01-0118744.306727394905
2018-02-0118526.08327733393
2018-03-0118393.99935289579
2018-04-0118213.793275093954
2018-05-0119395.666890664277
2018-06-0119662.161825829415
2018-07-0121261.081659573407
2018-08-0120350.394484681052
2018-09-0118642.54959058214
2018-10-0117486.224146942433
2018-11-0117275.35528509918
2018-12-0115829.363597899399
2019-01-0117755.033724084722
2019-02-0118668.035540954228
2019-03-0119372.49558226934
2019-04-0121743.784066303295
2019-05-0119840.58836705742
2019-06-0121532.84053858981
2019-07-0123766.519823788545
2019-08-0123702.058289156026
2019-09-0126631.859926827445
2019-10-0127540.095572313894
2019-11-0129073.545882177255
2019-12-0130998.046243062297
2020-01-0129926.914557355834
2020-02-0129203.016501157323
2020-03-0128537.980039324022
2020-04-0132017.60870106274
2020-05-0134655.66589511934
2020-06-0138671.918166206226
2020-07-0135454.19248861346
2020-08-0137814.25620348938
2020-09-0137228.67667189327
2020-10-0136909.26852335797
2020-11-0143719.90343214117
2020-12-0147336.00886034993
2021-01-0152187.1873366684
2021-02-0155382.89902685483
2021-03-0161569.94947609448
2021-04-0164396.77443440603
2021-05-0165786.65472012744
2021-06-0169004.28084322656
2021-07-0176528.52236242814
2021-08-0183903.20814355758
2021-09-0176935.71268573134
2021-10-0183439.38375768437
2021-11-0184571.18146295327
2021-12-0184857.71173996365
2022-01-0170600.38826252519
2022-02-0171511.74743024963
2022-03-0172837.1412927151
2022-04-0165443.838821274796
2022-05-0164677.567883720345
2022-06-0154685.22113541899
2022-07-0166511.26210209313
2022-08-0158961.73374150676
2022-09-0152212.41195649468
2022-10-0158013.900296174616
2022-11-0168238.61967694566
2022-12-0161132.80569451703
2023-01-0172785.50984345056
2023-02-0170144.57801339008
2023-03-0175534.08496976033
2023-04-0169460.14086960851
2023-05-0181912.67826476517
2023-06-0180644.876676871
2023-07-0179267.88869807612
2023-08-0174066.73884367457
2023-09-0168546.05639762065
2023-10-0168926.00612260135
2023-11-0176225.51581672017
2023-12-0183400.13439856641
2024-01-0197448.54277109934
2024-02-01105665.98222952287
2024-03-01109139.46340127927
2024-04-01101866.46009109236
2024-05-01107758.31902237487
2024-06-01118588.06839393714
2024-07-01104731.60108514398
2024-08-0199301.1772318873
2024-09-0191908.23564548645
2024-10-0176869.42183727818
2024-11-0181030.60056248288
2024-12-0183245.88715498146
2025-01-0189149.71751412429
2025-02-0183991.61253391075
2025-03-0175272.58020358894
2025-04-0172067.92105328654
2025-05-0180901.65260459443
2025-06-0183833.85599442494
2025-07-0176054.97896911322
2025-08-0178970.14609621943
2025-09-01102341.14836108414
2025-10-01114091.20436048684
2025-11-01112264.4540680455
2025-12-01114314.89086338633
2026-01-01151061.18868065407
2026-02-01152368.15251748427
2026-03-01139426.0683441599
2026-04-01151086.38841185693
Annual Return Matrix
YearAnnual Return
20170.3869350416621935
2018-0.05326719187844453
20190.9582623174551264
20200.5270642700890948
20210.7926672269795654
2022-0.2795845605423438
20230.3642451618419098
2024-0.0018494843527205873
20250.373219684121604
20260.3216684831761323
Total Factor Risk
0.5245898093537736
VTI.US Exposure
-0.10987362880885143
VEA.US Exposure
0.21388251693136245
VWO.US Exposure
-0.04978521269061071
QQQ.US Exposure
0.06010140839244917
VTV.US Exposure
-0.05624688117695926
IJR.US Exposure
0.08267942680319258
QUAL.US Exposure
0.3318594926506095
SHV.US Exposure
0.3514808925597721
TLT.US Exposure
0.005368447351741926
LQD.US Exposure
0.0531195576987279
HYG.US Exposure
-0.016007838725870683
GLD.US Exposure
-0.0018634269762076278
USO.US Exposure
-0.0037950901949904926
VNQ.US Exposure
-0.0056067169156778065
BTC-USD.CC Exposure
0.00011282748224699612
CPER.US Exposure
0.03694951016656758
VIX.INDX Exposure
-0.036189340968317524
UUP.US Exposure
0.020957652739772674
TIP.US Exposure
0.013628781084444317
Idiosyncratic Exposure
0.10922762259659845
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.42%
Market Cap$229.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$199
Avg Yield on Cost
1.99%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$199.111.99%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+31.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ASML Holding NV a high-risk investment?

ASML Holding NV (0QB8.LSE) has an annualized volatility of 52.5% and experienced a maximum drawdown of 39.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0QB8.LSE?

Over the past 10 years, 0QB8.LSE has generated a Compound Annual Growth Rate (CAGR) of 31.3%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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