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ASML vs. LRCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ASML and LRCX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

ASML vs. LRCX - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%NovemberDecember2025FebruaryMarchApril
37,643.23%
5,856.98%
ASML
LRCX

Key characteristics

Sharpe Ratio

ASML:

-0.45

LRCX:

-0.34

Sortino Ratio

ASML:

-0.36

LRCX:

-0.15

Omega Ratio

ASML:

0.95

LRCX:

0.98

Calmar Ratio

ASML:

-0.48

LRCX:

-0.37

Martin Ratio

ASML:

-0.78

LRCX:

-0.63

Ulcer Index

ASML:

28.16%

LRCX:

27.45%

Daily Std Dev

ASML:

48.60%

LRCX:

51.95%

Max Drawdown

ASML:

-90.00%

LRCX:

-87.91%

Current Drawdown

ASML:

-38.19%

LRCX:

-36.53%

Fundamentals

Market Cap

ASML:

$258.72B

LRCX:

$85.66B

EPS

ASML:

$25.46

LRCX:

$3.46

PE Ratio

ASML:

25.84

LRCX:

19.29

PEG Ratio

ASML:

1.22

LRCX:

1.03

PS Ratio

ASML:

8.42

LRCX:

5.28

PB Ratio

ASML:

12.59

LRCX:

9.73

Total Revenue (TTM)

ASML:

$30.71B

LRCX:

$12.42B

Gross Profit (TTM)

ASML:

$15.98B

LRCX:

$5.93B

EBITDA (TTM)

ASML:

$11.31B

LRCX:

$4.15B

Returns By Period

In the year-to-date period, ASML achieves a -2.40% return, which is significantly lower than LRCX's -1.55% return. Over the past 10 years, ASML has underperformed LRCX with an annualized return of 21.11%, while LRCX has yielded a comparatively higher 26.89% annualized return.


ASML

YTD

-2.40%

1M

-7.12%

6M

-4.61%

1Y

-23.72%

5Y*

19.33%

10Y*

21.11%

LRCX

YTD

-1.55%

1M

-8.72%

6M

-6.84%

1Y

-18.99%

5Y*

23.12%

10Y*

26.89%

*Annualized

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Risk-Adjusted Performance

ASML vs. LRCX — Risk-Adjusted Performance Rank

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

ASML
The Risk-Adjusted Performance Rank of ASML is 2828
Overall Rank
The Sharpe Ratio Rank of ASML is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of ASML is 2828
Sortino Ratio Rank
The Omega Ratio Rank of ASML is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ASML is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ASML is 3535
Martin Ratio Rank

LRCX
The Risk-Adjusted Performance Rank of LRCX is 3434
Overall Rank
The Sharpe Ratio Rank of LRCX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of LRCX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of LRCX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of LRCX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of LRCX is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASML vs. LRCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) 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.


The chart of Sharpe ratio for ASML, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
ASML: -0.45
LRCX: -0.34
The chart of Sortino ratio for ASML, currently valued at -0.36, compared to the broader market-6.00-4.00-2.000.002.004.00
ASML: -0.36
LRCX: -0.15
The chart of Omega ratio for ASML, currently valued at 0.95, compared to the broader market0.501.001.502.00
ASML: 0.95
LRCX: 0.98
The chart of Calmar ratio for ASML, currently valued at -0.48, compared to the broader market0.001.002.003.004.005.00
ASML: -0.48
LRCX: -0.37
The chart of Martin ratio for ASML, currently valued at -0.78, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ASML: -0.78
LRCX: -0.63

The current ASML Sharpe Ratio is -0.45, which is lower than the LRCX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of ASML and LRCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.45
-0.34
ASML
LRCX

Dividends

ASML vs. LRCX - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 1.00%, less than LRCX's 1.26% yield.


TTM20242023202220212020201920182017201620152014
ASML
ASML Holding N.V.
1.00%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%
LRCX
Lam Research Corporation
1.26%1.19%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%

Drawdowns

ASML vs. LRCX - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, roughly equal to the maximum LRCX drawdown of -87.91%. Use the drawdown chart below to compare losses from any high point for ASML and LRCX. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%NovemberDecember2025FebruaryMarchApril
-38.19%
-36.53%
ASML
LRCX

Volatility

ASML vs. LRCX - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML) is 21.06%, while Lam Research Corporation (LRCX) has a volatility of 27.54%. This indicates that ASML 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
21.06%
27.54%
ASML
LRCX

Financials

ASML vs. LRCX - Financials Comparison

This section allows you to compare key financial metrics between ASML Holding N.V. 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


Values in USD except per share items