ASML vs. LRCX
Compare and contrast key facts about ASML Holding N.V. (ASML) and Lam Research Corporation (LRCX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASML or LRCX.
Key characteristics
| ASML | LRCX | |
|---|---|---|
| YTD Return | 7.05% | -1.51% |
| 1Y Return | 35.91% | 21.70% |
| 3Y Return (Ann) | -1.14% | 9.36% |
| 5Y Return (Ann) | 27.71% | 28.29% |
| 10Y Return (Ann) | 24.36% | 27.92% |
| Sharpe Ratio | 0.89 | 0.61 |
| Daily Std Dev | 40.73% | 39.60% |
| Max Drawdown | -90.00% | -87.91% |
| Current Drawdown | -26.55% | -31.84% |
Fundamentals
| ASML | LRCX | |
|---|---|---|
| Market Cap | $319.71B | $99.49B |
| EPS | $18.95 | $29.03 |
| PE Ratio | 42.38 | 26.39 |
| PEG Ratio | 1.48 | 1.51 |
| Total Revenue (TTM) | $25.44B | $14.91B |
| Gross Profit (TTM) | $13.09B | $7.08B |
| EBITDA (TTM) | $8.82B | $4.79B |
Correlation
The correlation between ASML and LRCX is 0.63, 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.
Performance
ASML vs. LRCX - Performance Comparison
In the year-to-date period, ASML achieves a 7.05% return, which is significantly higher than LRCX's -1.51% return. Over the past 10 years, ASML has underperformed LRCX with an annualized return of 24.36%, while LRCX has yielded a comparatively higher 27.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
ASML vs. LRCX - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.82%, less than LRCX's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.82% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
LRCX Lam Research Corporation | 1.08% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
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.
Volatility
ASML vs. LRCX - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 13.24% compared to Lam Research Corporation (LRCX) at 12.36%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than LRCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities