ASML Holding (ASML): analysis and statistics
Return, volatility, Sharpe ratio and risk for ASML Holding, an S&P 500 component in the Information Technology sector. Data as of 2026-07-30.
| Last close price | $1,651.44 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +33.50% |
| Total return over period | +136.85% |
| Annualized volatility | 43.05% |
| Sharpe ratio | 0.69 |
| Sortino ratio | 1.00 |
| Max drawdown | -45.48% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.24% |
| Correlation with the S&P 500 | 0.63 |
| Period range | $556.59 – $1,986.85 |
| Trading days analyzed | 752 |
Over the last 3.0 years, ASML Holding (ASML) has posted an annualized return of +33.50% with annual volatility of 43.05%, a Sharpe ratio of 0.69. Its worst stretch (max drawdown from a peak) was -45.48%. Its correlation with the S&P 500 is 0.63, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ASML would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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