ASML CDR (CAD Hedged)

10-Year Study

ASML.TO · · CA · Common Stock

Executive Summary: ASML CDR (CAD Hedged) has compounded at -17.2% annually over the last 10 years, with a maximum drawdown of 93.7% and an annualized volatility of 109.1%.

1Y CAGR
-86.8%
3Y CAGR
-39.6%
5Y CAGR
-25.9%
10Y CAGR
-17.2%

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 →
93.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
50.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +80.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -90.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202630.22.7-6.04.8————————31.8%
20255.9-6.0-10.1-3.5-4.84.010.34.25.1-90.60.3-0.4-90.2%
20245.68.213.021.821.66.1-10.9-4.2-6.3-20.5-5.97.830.8%
20235.016.11.52.44.41.68.6-4.72.020.3-1.16.880.4%
2022-5.9-12.2-8.1-1.41.2-14.34.34.9-7.89.38.9-1.1-22.9%
202117.21.5-0.611.31.9-9.72.69.0-10.1-4.62.710.031.2%
202021.0-20.7———-3.4—-2.83.7-1.12.2—-5.6%
2019———————————2.52.5%

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 109.1%. The dominant macroeconomic risk driver is QUAL.US, accounting for 26.7% of variance. Idiosyncratic stock-specific factors contribute 63.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2019-12-0110246.181468538362
2020-01-0112393.888957835803
2020-02-019830.2216366245
2020-06-019500.849013601615
2020-08-019235.992725391654
2020-09-019575.5529317066
2020-10-019473.684057913862
2020-11-019677.418905862716
2021-01-0111341.257073663528
2021-02-0111511.036596893679
2021-03-0111443.124787601617
2021-04-0112733.445684586808
2021-05-0112971.138176963663
2021-06-0111715.942318108695
2021-07-0112020.372846874829
2021-08-0113106.961795547782
2021-09-0111782.681514352622
2021-10-0111239.389359725441
2021-11-0111544.992501539708
2021-12-0112699.490939795425
2022-01-0111952.462197437417
2022-02-0110492.359457512786
2022-03-019643.463581144011
2022-04-019507.639962559892
2022-05-019618.443776625914
2022-06-018244.379634344225
2022-07-018596.704041049576
2022-08-019019.492517197745
2022-09-018314.680164281812
2022-10-019089.366800552556
2022-11-019900.303533961125
2022-12-019794.605979978589
2023-01-0110287.190449292895
2023-02-0111943.780685404507
2023-03-0112119.94288875718
2023-04-0112405.91897023465
2023-05-0112957.289512478295
2023-06-0113162.65917555212
2023-07-0114296.621227427779
2023-08-0113627.60198891875
2023-09-0113903.936198715577
2023-10-0116725.44616708634
2023-11-0116543.647070149167
2023-12-0117669.64903958236
2024-01-0118651.296659502634
2024-02-0120178.742879942285
2024-03-0122802.77947567611
2024-04-0127778.783242884
2024-05-0133777.354301958876
2024-06-0135851.404062042944
2024-07-0131934.201445874805
2024-08-0130592.210184219715
2024-09-0128666.308658198956
2024-10-0122777.49232466187
2024-11-0121444.17677576646
2024-12-0123110.822951667695
2025-01-0124481.174979151616
2025-02-0123018.229435487145
2025-03-0120703.444884287102
2025-04-0119970.609283244623
2025-05-0119018.260751562615
2025-06-0119785.983620532676
2025-07-0121830.71457484948
2025-08-0122758.062439615067
2025-09-0123913.449326530397
2025-10-012259.586343639415
2025-11-012266.4197722741387
2025-12-012257.3049125643574
2026-01-012938.374530519835
2026-02-013016.925573287155
2026-03-012836.7765783592004
2026-04-012974.3587221649386
Annual Return Matrix
YearAnnual Return
2020-0.055509710073169405
20210.3122807913277261
2022-0.22874026790428426
20230.8040183623211952
20240.3079389918779023
2025-0.9023269349912324
20260.31765926065610217
Total Factor Risk
1.0910481669699639
VTI.US Exposure
-0.002726825094643515
VEA.US Exposure
0.003924358159822557
VWO.US Exposure
0.014906580143854573
QQQ.US Exposure
-0.001267749043100924
VTV.US Exposure
-0.0028529923641982284
IJR.US Exposure
0.013182537039996958
QUAL.US Exposure
0.2665883536961807
SHV.US Exposure
0.00788421891487711
TLT.US Exposure
0.0013265920304382619
LQD.US Exposure
0.002479601477804573
HYG.US Exposure
-0.000809260028938227
GLD.US Exposure
0.026984560421927387
USO.US Exposure
0.0007801643796500581
VNQ.US Exposure
-0.0016970412640942816
BTC-USD.CC Exposure
0.0083624649927635
CPER.US Exposure
0.002748367784959977
VIX.INDX Exposure
-0.0007801954683972325
UUP.US Exposure
0.025775285879849875
TIP.US Exposure
0.005407844945020705
Idiosyncratic Exposure
0.629783133396226
Value Score
32.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
109.1%

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 →43.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →19.74%
Market Cap$371.6B
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.340.03%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 →
-13.7%
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 →
-68.8%
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 →
89.3% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ASML CDR (CAD Hedged) a high-risk investment?

ASML CDR (CAD Hedged) (ASML.TO) has an annualized volatility of 109.1% and experienced a maximum drawdown of 93.7% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of ASML.TO?

Over the past 10 years, ASML.TO has generated a Compound Annual Growth Rate (CAGR) of -17.2%. It has had a positive return in 57% 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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