ASML Holding NV ADR

10-Year Study

ASML.US · Technology · US · Common Stock

Executive Summary: ASML Holding NV ADR has compounded at 31.8% annually over the last 10 years, with a maximum drawdown of 49.5% and an annualized volatility of 50.6%.

1Y CAGR
+104.3%
3Y CAGR
+26.8%
5Y CAGR
+17.2%
10Y CAGR
+31.8%

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 →
49.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +93.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.5%
% 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.
202633.02.1-8.96.8————————32.0%
20256.7-3.9-6.61.110.38.8-13.16.930.49.60.10.955.8%
202414.99.62.0-9.910.16.5-8.2-3.5-7.8-19.12.10.9-7.7%
202320.9-6.310.2-6.413.80.3-1.2-7.6-10.91.714.510.739.9%
2022-14.9-1.60.2-15.62.9-17.420.7-14.5-15.213.729.1-10.1-30.5%
20219.56.28.95.04.52.311.08.6-10.69.1-2.40.664.1%
2020-5.2-1.4-5.410.814.211.7-3.95.8-1.3-2.221.711.466.3%
201912.54.52.812.3-9.910.67.2-0.111.65.53.89.493.2%
201816.8-3.71.6-4.34.40.78.1-4.2-8.3-8.3-0.6-9.2-9.7%
20178.20.29.10.30.1-1.315.44.09.55.6-2.9-1.056.5%
2016———-3.84.7-0.810.5-2.82.8-3.6-2.48.813.1%

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 50.6%. The dominant macroeconomic risk driver is QUAL.US, accounting for 39.1% of variance. Idiosyncratic stock-specific factors contribute 11.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019622.467751327886
2016-05-0110077.555630062292
2016-06-019999.944855211845
2016-07-0111049.217826324797
2016-08-0110739.778362067445
2016-09-0111045.192256789427
2016-10-0110646.043251160247
2016-11-0110395.05726234802
2016-12-0111309.280647267466
2017-01-0112236.595404895093
2017-02-0112265.822142617655
2017-03-0113385.66941361238
2017-04-0113421.855423600204
2017-05-0113436.104836859658
2017-06-0113265.089819830946
2017-07-0115303.053697788915
2017-08-0115911.79701424059
2017-09-0117427.550777320936
2017-10-0118399.69824771921
2017-11-0117867.30840494803
2017-12-0117694.253030757558
2018-01-0120660.601475233372
2018-02-0119889.997176586847
2018-03-0120212.69344791685
2018-04-0119353.44941678872
2018-05-0120195.576505673296
2018-06-0120331.13342391784
2018-07-0121977.381813690026
2018-08-0121058.239513667086
2018-09-0119309.28947043357
2018-10-0117701.03583970072
2018-11-0117597.31952213732
2018-12-0115981.875011028957
2019-01-0117975.237784326528
2019-02-0118780.395807231467
2019-03-0119312.366549612663
2019-04-0121696.452204909212
2019-05-0119538.449152093737
2019-06-0121603.985424129594
2019-07-0123150.024704865093
2019-08-0123129.235119730365
2019-09-0125810.904109830775
2019-10-0127218.75055144788
2019-11-0128239.590869787717
2019-12-0130881.76516261095
2020-01-0129287.275671001782
2020-02-0128875.090437452574
2020-03-0127302.515484656516
2020-04-0130250.48968571882
2020-05-0134558.96301328769
2020-06-0138598.92533836842
2020-07-0137098.093754963025
2020-08-0139243.942896468965
2020-09-0138728.97880675502
2020-10-0137883.653320157406
2020-11-0146087.1684695336
2020-12-0151350.451746104576
2021-01-0156239.97467751327
2021-02-0159707.07088531648
2021-03-0164999.83456563552
2021-04-0168236.34835624415
2021-05-0171323.83887134059
2021-06-0172946.78307363814
2021-07-0180961.17365755528
2021-08-0187961.8817166352
2021-09-0178677.23093754963
2021-10-0185833.16054633044
2021-11-0183792.9357320581
2021-12-0184283.08466710194
2022-01-0171691.54431876334
2022-02-0170559.85194727276
2022-03-0170710.17663978542
2022-04-0159683.314510578966
2022-05-0161428.01840512449
2022-06-0150725.09881946037
2022-07-0161230.831671637054
2022-08-0152348.94739628368
2022-09-0144379.17997494221
2022-10-0150476.980359632245
2022-11-0165171.87527572394
2022-12-0158557.37925497185
2023-01-0170821.84483580088
2023-02-0166345.4666572553
2023-03-0173109.64769097744
2023-04-0168400.07323227866
2023-05-0177871.35603239866
2023-06-0178067.39575429246
2023-07-0177169.04303940426
2023-08-0171308.4093596146
2023-09-0163549.592810884256
2023-10-0164645.3418094549
2023-11-0174005.3313981189
2023-12-0181923.64873211103
2024-01-0194143.13822372019
2024-02-01103183.35421482644
2024-03-01105220.60121053839
2024-04-0194791.93871428823
2024-05-01104339.90585681766
2024-06-01111117.3657555277
2024-07-01101958.95242548836
2024-08-0198385.43780550212
2024-09-0190698.51903156929
2024-10-0173376.38303128695
2024-11-0174910.34560341632
2024-12-0175616.24300764086
2025-01-0180660.01694047893
2025-02-0177525.44380525507
2025-03-0172446.95071379414
2025-04-0173269.02715770528
2025-05-0180802.32358079373
2025-06-0187889.26705959167
2025-07-0176382.82173675201
2025-08-0181650.49453846019
2025-09-01106440.74582223083
2025-10-01116668.14087067005
2025-11-01116752.95355485361
2025-12-01117838.97501279361
2026-01-01156735.32928055903
2026-02-01159981.65884345936
2026-03-01145673.7810796026
2026-04-01155599.8429476433
Annual Return Matrix
YearAnnual Return
20170.5645781179754188
2018-0.0967759428302517
20190.9322992540799939
20200.6628081806759996
20210.641330928962969
2022-0.30522975652517326
20230.39903202251243597
2024-0.07699126957949931
20250.5583817752078244
20260.3204446400755785
Total Factor Risk
0.5056178960491184
VTI.US Exposure
-0.14284566470908344
VEA.US Exposure
0.22300351497528423
VWO.US Exposure
-0.05228055579682078
QQQ.US Exposure
0.07449588898970957
VTV.US Exposure
-0.06209953381795506
IJR.US Exposure
0.07036727566491861
QUAL.US Exposure
0.3912212751233979
SHV.US Exposure
0.36301343057655394
TLT.US Exposure
0.00604036549300933
LQD.US Exposure
0.03971174098953816
HYG.US Exposure
-0.018204037958447623
GLD.US Exposure
-0.0032458871485232647
USO.US Exposure
-0.005457433961799577
VNQ.US Exposure
-0.008299734949142332
BTC-USD.CC Exposure
-0.0009862808205380303
CPER.US Exposure
0.03627260472306471
VIX.INDX Exposure
-0.038694082629815635
UUP.US Exposure
-0.007792090355926831
TIP.US Exposure
0.017830016075123058
Idiosyncratic Exposure
0.11794918953745312
Value Score
31.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.6%

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 →46.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.67%
Market Cap$517.2B
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
$208
Avg Yield on Cost
2.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$207.682.08%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 →
+1.0%
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 →
+30.7%
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 →
7.6% 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 →
1.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ASML Holding NV ADR a high-risk investment?

ASML Holding NV ADR (ASML.US) has an annualized volatility of 50.6% and experienced a maximum drawdown of 49.5% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, ASML.US has generated a Compound Annual Growth Rate (CAGR) of 31.8%. 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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