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AP2.DE vs. LRCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AP2.DE vs. LRCX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Applied Materials Inc (AP2.DE) and Lam Research Corporation (LRCX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AP2.DE is traded in EUR, while LRCX is traded in USD. To make them comparable, the LRCX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AP2.DE achieves a 91.32% return, which is significantly higher than LRCX's 80.86% return. Over the past 10 years, AP2.DE has underperformed LRCX with an annualized return of 36.36%, while LRCX has yielded a comparatively higher 45.05% annualized return.


AP2.DE

1D
-0.64%
1M
18.05%
YTD
91.32%
6M
84.91%
1Y
200.69%
3Y*
51.80%
5Y*
31.28%
10Y*
36.36%

LRCX

1D
-9.13%
1M
4.07%
YTD
80.86%
6M
93.34%
1Y
257.41%
3Y*
67.90%
5Y*
38.81%
10Y*
45.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AP2.DE vs. LRCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AP2.DE
Applied Materials Inc
91.32%43.62%7.60%67.30%-36.93%107.75%27.25%101.20%-35.16%43.80%
LRCX
Lam Research Corporation
80.86%110.78%-0.70%82.97%-37.05%65.16%50.65%124.29%-20.85%54.55%

Correlation

The correlation between AP2.DE and LRCX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.66

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

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.43

Over the past year, AP2.DE and LRCX have become more correlated (0.66) than their long-term average of 0.43, meaning their price movements have been converging.

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Return for Risk

AP2.DE vs. LRCX — Risk / Return Rank

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

AP2.DE
AP2.DE Risk / Return Rank: 9797
Overall Rank
AP2.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AP2.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
AP2.DE Omega Ratio Rank: 9595
Omega Ratio Rank
AP2.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
AP2.DE Martin Ratio Rank: 9797
Martin Ratio Rank

LRCX
LRCX Risk / Return Rank: 9797
Overall Rank
LRCX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
LRCX Sortino Ratio Rank: 9696
Sortino Ratio Rank
LRCX Omega Ratio Rank: 9595
Omega Ratio Rank
LRCX Calmar Ratio Rank: 9898
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.

AP2.DE vs. LRCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Materials Inc (AP2.DE) 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.


AP2.DELRCXDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.60

1.59

+0.02

Calmar ratioReturn relative to maximum drawdown

9.08

13.87

-4.79

Martin ratioReturn relative to average drawdown

28.17

47.60

-19.43

AP2.DE vs. LRCX - Sharpe Ratio Comparison

The current AP2.DE Sharpe Ratio is 4.58, which is comparable to the LRCX Sharpe Ratio of 5.18. The chart below compares the historical Sharpe Ratios of AP2.DE 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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Sharpe Ratios by Period


AP2.DELRCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.58

5.18

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.86

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

1.02

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.63

-0.30

Drawdowns

AP2.DE vs. LRCX - Drawdown Comparison

The maximum AP2.DE drawdown since its inception was -81.29%, which is greater than LRCX's maximum drawdown of -70.00%. Use the drawdown chart below to compare losses from any high point for AP2.DE and LRCX.


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Drawdown Indicators


AP2.DELRCXDifference

Max Drawdown

Largest peak-to-trough decline

-81.29%

-70.00%

-11.29%

Max Drawdown (1Y)

Largest decline over 1 year

-22.51%

-18.68%

-3.83%

Max Drawdown (3Y)

Largest decline over 3 years

-49.77%

-47.73%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-49.77%

-49.56%

-0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-49.77%

-49.56%

-0.21%

Current Drawdown

Current decline from peak

-0.64%

-11.17%

+10.53%

Average Drawdown

Average peak-to-trough decline

-39.96%

-17.86%

-22.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.27%

5.43%

+1.84%

Volatility

AP2.DE vs. LRCX - Volatility Comparison

The current volatility for Applied Materials Inc (AP2.DE) is 14.96%, while Lam Research Corporation (LRCX) has a volatility of 17.03%. This indicates that AP2.DE experiences smaller price fluctuations and is considered to be less risky than LRCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AP2.DELRCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.96%

17.03%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

34.05%

40.32%

-6.27%

Volatility (1Y)

Calculated over the trailing 1-year period

44.61%

50.05%

-5.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.13%

45.29%

-5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.92%

44.41%

-5.49%

Dividends

AP2.DE vs. LRCX - Dividend Comparison

AP2.DE's dividend yield for the trailing twelve months is around 0.33%, which matches LRCX's 0.33% yield.


PositionTTM20252024202320222021202020192018201720162015
AP2.DE
Applied Materials Inc
0.33%0.61%0.77%0.66%0.93%0.48%0.96%1.17%1.87%0.72%1.09%0.00%
LRCX
Lam Research Corporation
0.33%0.57%1.19%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%

Financials

AP2.DE vs. LRCX - Financials Comparison

This section allows you to compare key financial metrics between Applied Materials Inc 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


Please note, different currencies. AP2.DE values in EUR, LRCX values in USD

Frequently Asked Questions


AP2.DE and LRCX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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