ASML Holding NV

10-Year Study

ASMLF.US · Technology · US · Common Stock

Executive Summary: ASML Holding NV has compounded at 32.0% annually over the last 10 years, with a maximum drawdown of 50.1% and an annualized volatility of 42.3%.

1Y CAGR
+109.3%
3Y CAGR
+27.0%
5Y CAGR
+17.5%
10Y CAGR
+32.0%

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 →
50.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +92.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.8%
% 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.
202633.31.5-7.86.9————————33.3%
20255.7-4.9-5.42.38.210.1-13.07.230.59.0-0.11.255.4%
202415.18.23.7-5.54.17.0-7.6-4.3-8.1-18.32.40.9-6.8%
202320.9-5.89.4-6.315.2-0.3-1.8-8.5-9.82.714.29.839.8%
2022-15.8-2.32.7-14.9-0.6-16.918.7-14.3-13.813.329.2-10.5-31.8%
20217.94.210.25.43.35.07.111.3-11.910.3-3.32.161.9%
2020-3.2-1.7-5.710.314.410.8-5.17.10.6-4.021.215.873.1%
201914.22.80.815.7-10.613.25.8-2.412.66.14.08.492.8%
201818.0-5.33.5-4.44.30.38.1-4.4-6.2-11.0-0.5-9.0-9.7%
201710.60.59.10.51.20.814.01.88.41.41.3-1.258.8%
2016———-1.81.8-0.511.2-1.91.0-3.8-1.25.710.0%

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 42.3%. The dominant macroeconomic risk driver is QUAL.US, accounting for 48.3% of variance. Idiosyncratic stock-specific factors contribute 17.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019821.334356032223
2016-05-019997.30654808089
2016-06-019946.020119974994
2016-07-0111055.37870155666
2016-08-0110847.184843957133
2016-09-0110952.78367701632
2016-10-0110533.314564148493
2016-11-0110404.139713673867
2016-12-0111002.063871388224
2017-01-0112164.737283138325
2017-02-0112220.047262876473
2017-03-0113329.161992844063
2017-04-0113400.621599932607
2017-05-0113566.196845890212
2017-06-0113677.936305958403
2017-07-0115592.747852997381
2017-08-0115876.72414175316
2017-09-0117212.975566068268
2017-10-0117451.6952120844
2017-11-0117683.298824635218
2017-12-0117476.069289327723
2018-01-0120630.123654936666
2018-02-0119529.03385990503
2018-03-0120214.70026202964
2018-04-0119318.767263585858
2018-05-0120154.0366309461
2018-06-0120215.531574350356
2018-07-0121859.423978150895
2018-08-0120898.09441047764
2018-09-0119611.887987869493
2018-10-0117450.431617356913
2018-11-0117356.149716023712
2018-12-0115788.095164200808
2019-01-0118037.68172487331
2019-02-0118544.99283962988
2019-03-0118688.47734618505
2019-04-0121616.536686366922
2019-05-0119326.326663622218
2019-06-0121882.988911402055
2019-07-0123145.774494894635
2019-08-0122595.246223625232
2019-09-0125441.681778077298
2019-10-0126990.095190802804
2019-11-0128077.994830345782
2019-12-0130445.94918132363
2020-01-0129469.190456977925
2020-02-0128980.82217896935
2020-03-0127334.513427356604
2020-04-0130142.930298341365
2020-05-0134482.258686659545
2020-06-0138212.445743015865
2020-07-0136281.418063640835
2020-08-0138866.58878193902
2020-09-0139082.19794543931
2020-10-0137525.85935525633
2020-11-0145487.92491143753
2020-12-0152689.58354577982
2021-01-0156835.748203256975
2021-02-0159242.95157993677
2021-03-0165262.55059920991
2021-04-0168756.20158991253
2021-05-0171009.3794198105
2021-06-0174595.20632063384
2021-07-0179896.48498982473
2021-08-0188934.26868900939
2021-09-0178352.7823469166
2021-10-0186448.53400843283
2021-11-0183567.58236642474
2021-12-0185299.16159381415
2022-01-0171832.2012706886
2022-02-0170150.29018342076
2022-03-0172043.49869428544
2022-04-0161302.26737664433
2022-05-0160932.98735961905
2022-06-0150632.09663617783
2022-07-0160125.505992099206
2022-08-0151508.92053540947
2022-09-0144390.44855395993
2022-10-0150280.385019530295
2022-11-0164973.32041658723
2022-12-0158177.25352143899
2023-01-0170338.29977787334
2023-02-0166227.97022350109
2023-03-0172466.28197227186
2023-04-0167885.08603528311
2023-05-0178233.32830851218
2023-06-0177991.46075984162
2023-07-0176578.90594864929
2023-08-0170031.98889810106
2023-09-0163175.31379269066
2023-10-0164884.092894163965
2023-11-0174086.46534868564
2023-12-0181330.06646064899
2024-01-0193573.75624592656
2024-02-01101218.094233131
2024-03-01104960.98374174784
2024-04-0199214.33226777567
2024-05-01103313.02344965795
2024-06-01110576.27678488297
2024-07-01102170.80032099738
2024-08-0197729.81906210235
2024-09-0189800.58480050722
2024-10-0173380.48167344279
2024-11-0175136.39064141842
2024-12-0175837.66354684389
2025-01-0180190.11558566507
2025-02-0176279.7554389994
2025-03-0172132.52670175173
2025-04-0173756.15725325543
2025-05-0179817.53248768549
2025-06-0187902.80961396071
2025-07-0176468.27490500871
2025-08-0181981.12810190338
2025-09-01107005.72386243222
2025-10-01116593.29319387976
2025-11-01116454.92957122019
2025-12-01117887.29178397407
2026-01-01157195.0081357766
2026-02-01159497.79868497475
2026-03-01146993.75296501396
2026-04-01157149.06427485181
Annual Return Matrix
YearAnnual Return
20170.5884355420600387
2018-0.09658774505762147
20190.9284118105874615
20200.7305942157356367
20210.618899901148416
2022-0.3179621882044621
20230.3979701951842385
2024-0.06753225655437722
20250.5544689310102058
20260.33304499489923023
Total Factor Risk
0.4233597029892876
VTI.US Exposure
-0.17605664661484458
VEA.US Exposure
0.2390129574307853
VWO.US Exposure
-0.05756905264215288
QQQ.US Exposure
0.08905672438929273
VTV.US Exposure
-0.07503982488235249
IJR.US Exposure
0.08829460447013762
QUAL.US Exposure
0.482611041985788
SHV.US Exposure
0.1994347958960869
TLT.US Exposure
0.014211012085276972
LQD.US Exposure
0.04334780314091798
HYG.US Exposure
-0.02195382792782271
GLD.US Exposure
-0.005237945816058115
USO.US Exposure
-0.006466346326194377
VNQ.US Exposure
-0.009091185396100331
BTC-USD.CC Exposure
-0.0008356200250124329
CPER.US Exposure
0.049915726845091
VIX.INDX Exposure
-0.04636553953117944
UUP.US Exposure
-0.008549579391196693
TIP.US Exposure
0.024596826720204416
Idiosyncratic Exposure
0.1766840755893329
Value Score
31.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
6.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.3%

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 →46.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.56%
Market Cap$523.8B
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
$212
Avg Yield on Cost
2.12%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$211.982.12%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 →
+31.4%
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 →
1.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ASML Holding NV a high-risk investment?

ASML Holding NV (ASMLF.US) has an annualized volatility of 42.3% and experienced a maximum drawdown of 50.1% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, ASMLF.US has generated a Compound Annual Growth Rate (CAGR) of 32.0%. 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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