COLO vs. LRCX
COLO (Global X MSCI Colombia ETF) is Latin America Equities fund tracking the MSCI All Colombia Select 25/50 Index, while LRCX (Lam Research Corporation) is a stock. Over the past 10 years, COLO returned 6.73%/yr vs 48.36%/yr for LRCX. At a 0.32 correlation, their price movements are largely independent.
Performance
COLO vs. LRCX - Performance Comparison
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Returns By Period
In the year-to-date period, COLO achieves a 22.17% return, which is significantly lower than LRCX's 117.34% return. Over the past 10 years, COLO has underperformed LRCX with an annualized return of 6.73%, while LRCX has yielded a comparatively higher 48.36% annualized return.
COLO
- 1D
- -1.52%
- 1M
- 16.76%
- YTD
- 22.17%
- 6M
- 20.93%
- 1Y
- 60.38%
- 3Y*
- 36.54%
- 5Y*
- 16.37%
- 10Y*
- 6.73%
LRCX
- 1D
- -9.33%
- 1M
- 21.69%
- YTD
- 117.34%
- 6M
- 112.40%
- 1Y
- 307.58%
- 3Y*
- 84.36%
- 5Y*
- 43.85%
- 10Y*
- 48.36%
COLO vs. LRCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COLO Global X MSCI Colombia ETF | 22.17% | 68.88% | 4.68% | 24.92% | -21.32% | -11.50% | -14.60% | 30.42% | -19.88% | 11.88% |
LRCX Lam Research Corporation | 117.34% | 139.16% | -6.84% | 88.63% | -40.72% | 53.66% | 64.18% | 119.33% | -24.40% | 76.21% |
Correlation
The correlation between COLO and LRCX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Feb 9, 2009 | 0.32 |
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Return for Risk
COLO vs. LRCX — Risk / Return Rank
COLO
LRCX
COLO vs. LRCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Colombia ETF (COLO) 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.
| COLO | LRCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.61 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 15.49 | -12.08 |
| Martin ratioReturn relative to average drawdown | 9.23 | 51.63 | -42.40 |
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Drawdowns
COLO vs. LRCX - Drawdown Comparison
The maximum COLO drawdown since its inception was -78.91%, smaller than the maximum LRCX drawdown of -87.90%. Use the drawdown chart below to compare losses from any high point for COLO and LRCX.
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Drawdown Indicators
| COLO | LRCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.91% | -87.90% | +8.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.79% | -20.01% | +2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -18.35% | -47.10% | +28.75% |
Max Drawdown (5Y)Largest decline over 5 years | -43.86% | -56.39% | +12.53% |
Max Drawdown (10Y)Largest decline over 10 years | -62.75% | -56.39% | -6.36% |
Current DrawdownCurrent decline from peak | -17.07% | -9.33% | -7.74% |
Average DrawdownAverage peak-to-trough decline | -40.25% | -28.15% | -12.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 5.99% | +0.57% |
Volatility
COLO vs. LRCX - Volatility Comparison
The current volatility for Global X MSCI Colombia ETF (COLO) is 11.22%, while Lam Research Corporation (LRCX) has a volatility of 24.10%. This indicates that COLO 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
| COLO | LRCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.22% | 24.10% | -12.88% |
Volatility (6M)Calculated over the trailing 6-month period | 20.34% | 44.78% | -24.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.15% | 54.30% | -31.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.39% | 46.97% | -23.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.43% | 45.11% | -19.68% |
Dividends
COLO vs. LRCX - Dividend Comparison
COLO's dividend yield for the trailing twelve months is around 6.15%, more than LRCX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLO Global X MSCI Colombia ETF | 6.15% | 7.51% | 6.08% | 6.99% | 12.55% | 2.32% | 3.23% | 3.04% | 3.03% | 1.83% | 1.48% | 1.58% |
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% |
Frequently Asked Questions
COLO and LRCX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LRCX has higher volatility (24.10%) compared to COLO (11.22%). In terms of maximum drawdown, COLO dropped -78.91% vs LRCX's -87.90%.
LRCX currently has the higher Sharpe Ratio (5.71 vs 2.62), 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.
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