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

Correlation

The correlation between ASML and LRCX is 0.60, 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

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.

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Key characteristics

Sharpe Ratio

ASML:

-0.44

LRCX:

-0.21

Sortino Ratio

ASML:

-0.33

LRCX:

0.01

Omega Ratio

ASML:

0.96

LRCX:

1.00

Calmar Ratio

ASML:

-0.47

LRCX:

-0.26

Martin Ratio

ASML:

-0.70

LRCX:

-0.43

Ulcer Index

ASML:

30.06%

LRCX:

28.95%

Daily Std Dev

ASML:

48.56%

LRCX:

52.41%

Max Drawdown

ASML:

-90.00%

LRCX:

-87.91%

Current Drawdown

ASML:

-31.40%

LRCX:

-24.66%

Fundamentals

Market Cap

ASML:

$293.53B

LRCX:

$107.45B

EPS

ASML:

$25.23

LRCX:

$3.59

PE Ratio

ASML:

29.59

LRCX:

23.40

PEG Ratio

ASML:

1.44

LRCX:

1.24

PS Ratio

ASML:

9.56

LRCX:

6.27

PB Ratio

ASML:

14.73

LRCX:

11.30

Total Revenue (TTM)

ASML:

$30.71B

LRCX:

$17.14B

Gross Profit (TTM)

ASML:

$15.98B

LRCX:

$8.24B

EBITDA (TTM)

ASML:

$11.31B

LRCX:

$5.83B

Returns By Period

In the year-to-date period, ASML achieves a 8.32% return, which is significantly lower than LRCX's 16.87% return. Over the past 10 years, ASML has underperformed LRCX with an annualized return of 22.11%, while LRCX has yielded a comparatively higher 27.87% annualized return.


ASML

YTD

8.32%

1M

12.15%

6M

11.98%

1Y

-21.29%

3Y*

9.62%

5Y*

18.85%

10Y*

22.11%

LRCX

YTD

16.87%

1M

18.70%

6M

18.31%

1Y

-10.74%

3Y*

18.01%

5Y*

26.67%

10Y*

27.87%

*Annualized

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ASML Holding N.V.

Lam Research Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 2727
Overall Rank
The Sharpe Ratio Rank of ASML is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ASML is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ASML is 2626
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 3737
Overall Rank
The Sharpe Ratio Rank of LRCX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of LRCX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of LRCX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of LRCX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of LRCX is 4141
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 current ASML Sharpe Ratio is -0.44, which is lower than the LRCX Sharpe Ratio of -0.21. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ASML vs. LRCX - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.91%, less than LRCX's 1.06% yield.


TTM20242023202220212020201920182017201620152014
ASML
ASML Holding N.V.
0.91%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
1.06%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ASML vs. LRCX - Volatility Comparison

The current volatility for ASML Holding N.V. (ASML) is 9.03%, while Lam Research Corporation (LRCX) has a volatility of 11.22%. 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.


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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


2.00B4.00B6.00B8.00B10.00B20212022202320242025
7.74B
4.72B
(ASML) Total Revenue
(LRCX) Total Revenue
Values in USD except per share items

ASML vs. LRCX - Profitability Comparison

The chart below illustrates the profitability comparison between ASML Holding N.V. 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

42.0%44.0%46.0%48.0%50.0%52.0%54.0%20212022202320242025
54.0%
49.0%
(ASML) Gross Margin
(LRCX) Gross Margin
ASML - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ASML Holding N.V. reported a gross profit of 4.18B and revenue of 7.74B. Therefore, the gross margin over that period was 54.0%.

LRCX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Lam Research Corporation reported a gross profit of 2.31B and revenue of 4.72B. Therefore, the gross margin over that period was 49.0%.

ASML - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ASML Holding N.V. reported an operating income of 2.74B and revenue of 7.74B, resulting in an operating margin of 35.4%.

LRCX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Lam Research Corporation reported an operating income of 1.56B and revenue of 4.72B, resulting in an operating margin of 33.1%.

ASML - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ASML Holding N.V. reported a net income of 2.36B and revenue of 7.74B, resulting in a net margin of 30.4%.

LRCX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Lam Research Corporation reported a net income of 1.33B and revenue of 4.72B, resulting in a net margin of 28.2%.