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AA vs. LRCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AA vs. LRCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alcoa Corporation (AA) and Lam Research Corporation (LRCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AA achieves a 29.83% return, which is significantly lower than LRCX's 114.54% return.


AA

1D
-0.30%
1M
0.64%
YTD
29.83%
6M
49.53%
1Y
140.52%
3Y*
24.73%
5Y*
14.08%
10Y*

LRCX

1D
1.18%
1M
24.16%
YTD
114.54%
6M
128.79%
1Y
303.12%
3Y*
81.91%
5Y*
43.22%
10Y*
48.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AA vs. LRCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AA
Alcoa Corporation
29.83%42.46%12.43%-24.33%-23.12%159.05%7.16%-19.07%-50.66%91.84%
LRCX
Lam Research Corporation
114.54%139.16%-6.84%88.63%-40.72%53.66%64.18%119.33%-24.40%76.21%

Correlation

The correlation between AA and LRCX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2016

0.37

Fundamentals

Market Cap

AA:

$18.13B

LRCX:

$463.20B

EPS

AA:

$3.92

LRCX:

$5.29

PE Ratio

AA:

17.55

LRCX:

69.37

PEG Ratio

AA:

0.05

LRCX:

5.25

PS Ratio

AA:

1.42

LRCX:

21.46

PB Ratio

AA:

2.66

LRCX:

43.76

Total Revenue (TTM)

AA:

$12.66B

LRCX:

$21.68B

Gross Profit (TTM)

AA:

$948.00M

LRCX:

$10.84B

EBITDA (TTM)

AA:

$1.70B

LRCX:

$6.10B

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Return for Risk

AA vs. LRCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AA
AA Risk / Return Rank: 9292
Overall Rank
AA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AA Sortino Ratio Rank: 9090
Sortino Ratio Rank
AA Omega Ratio Rank: 8787
Omega Ratio Rank
AA Calmar Ratio Rank: 9595
Calmar Ratio Rank
AA Martin Ratio Rank: 9696
Martin Ratio Rank

LRCX
LRCX Risk / Return Rank: 9898
Overall Rank
LRCX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
LRCX Sortino Ratio Rank: 9898
Sortino Ratio Rank
LRCX Omega Ratio Rank: 9797
Omega Ratio Rank
LRCX Calmar Ratio Rank: 9999
Calmar Ratio Rank
LRCX Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AA vs. LRCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alcoa Corporation (AA) and Lam Research Corporation (LRCX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AALRCXDifference
Sharpe ratioReturn per unit of total volatility

-3.19

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

1.36

1.63

-0.26

Calmar ratioReturn relative to maximum drawdown

6.49

15.26

-8.77

Martin ratioReturn relative to average drawdown

20.55

51.20

-30.65

AA vs. LRCX - Sharpe Ratio Comparison

The current AA Sharpe Ratio is 2.60, which is lower than the LRCX Sharpe Ratio of 5.79. The chart below compares the historical Sharpe Ratios of AA and LRCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AA vs. LRCX - Drawdown Comparison

The maximum AA drawdown since its inception was -90.90%, roughly equal to the maximum LRCX drawdown of -87.90%. Use the drawdown chart below to compare losses from any high point for AA and LRCX.


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Drawdown Indicators


AALRCXDifference

Max Drawdown

Largest peak-to-trough decline

-90.90%

-87.90%

-3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-21.77%

-20.01%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-52.25%

-47.10%

-5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-75.46%

-56.39%

-19.07%

Max Drawdown (10Y)

Largest decline over 10 years

-56.39%

Current Drawdown

Current decline from peak

-24.27%

0.00%

-24.27%

Average Drawdown

Average peak-to-trough decline

-46.12%

-28.17%

-17.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.87%

5.95%

+0.92%

Volatility

AA vs. LRCX - Volatility Comparison

Alcoa Corporation (AA) and Lam Research Corporation (LRCX) have volatilities of 21.35% and 21.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AALRCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.35%

21.52%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

41.11%

43.63%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

54.44%

52.78%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.26%

46.57%

+9.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.66%

44.92%

+10.74%

Dividends

AA vs. LRCX - Dividend Comparison

AA's dividend yield for the trailing twelve months is around 0.58%, more than LRCX's 0.28% yield.


PositionTTM20252024202320222021202020192018201720162015
AA
Alcoa Corporation
0.58%0.75%1.06%1.18%0.88%0.17%0.00%0.00%0.00%0.00%0.32%0.00%
LRCX
Lam Research Corporation
0.28%0.57%1.19%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%

Financials

AA vs. LRCX - Financials Comparison

This section allows you to compare key financial metrics between Alcoa Corporation and Lam Research Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.50B3.00B3.50B4.00B4.50B5.00B5.50B6.00B20222023202420252026
3.19B
5.84B
(AA) Total Revenue
(LRCX) Total Revenue
Values in USD except per share items

AA vs. LRCX - Profitability Comparison

The chart below illustrates the profitability comparison between Alcoa Corporation and Lam Research Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%202220232024202520260
49.8%
Portfolio components
AA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alcoa Corporation reported a gross profit of 0.00 and revenue of 3.19B. Therefore, the gross margin over that period was 0.0%.

LRCX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lam Research Corporation reported a gross profit of 2.91B and revenue of 5.84B. Therefore, the gross margin over that period was 49.8%.

AA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alcoa Corporation reported an operating income of 0.00 and revenue of 3.19B, resulting in an operating margin of 0.0%.

LRCX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lam Research Corporation reported an operating income of 2.05B and revenue of 5.84B, resulting in an operating margin of 35.0%.

AA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alcoa Corporation reported a net income of 425.00M and revenue of 3.19B, resulting in a net margin of 13.3%.

LRCX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lam Research Corporation reported a net income of 1.83B and revenue of 5.84B, resulting in a net margin of 31.3%.


Frequently Asked Questions


AA and LRCX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LRCX has higher volatility (21.52%) compared to AA (21.35%). In terms of maximum drawdown, AA dropped -90.90% vs LRCX's -87.90%.

LRCX currently has the higher Sharpe Ratio (5.79 vs 2.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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