ASML Holding (ASML): analysis and statistics
Return, volatility, Sharpe ratio and risk for ASML Holding, a component of the Nasdaq 100 in the Information Technology. Data as of 2026-10-29.
| Last close price | $1,662.85 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +42.70% |
| Total return over period | +188.93% |
| Annualized volatility | 43.57% |
| Period volatility | 75.27% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.35 |
| Sortino ratio | 3.40 |
| Max drawdown | -45.48% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.39% |
| Correlation with the S&P 500 | 0.62 |
| Period range | $574.42 – $1,986.85 |
| Trading days analyzed | 752 |
Over the last 3.0 years, ASML Holding (ASML) has posted an annualized return of +42.70% with annual volatility of 43.57%, a Sharpe ratio of 2.35. Its worst stretch (max drawdown from a peak) was -45.48%. Its correlation with the S&P 500 is 0.62, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
No, ASML Holding (ASML) is not part of the S&P 500 — it is of the Nasdaq 100.
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