COLO vs. LRCX

Last updated Apr 2, 2026

Compare and contrast key facts about Global X MSCI Colombia ETF (COLO) and Lam Research Corporation (LRCX).

COLO is a passively managed fund by Global X that tracks the performance of the MSCI All Colombia Select 25/50 Index. It was launched on Feb 5, 2009.

Performance

COLO vs. LRCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Colombia ETF (COLO) and Lam Research Corporation (LRCX). The values are adjusted to include any dividend payments, if applicable.

COLO vs. LRCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COLO Global X MSCI Colombia ETF	11.42%	68.88%	4.68%	24.92%	-21.32%	-11.50%	-14.60%	30.42%	-19.88%	11.88%
LRCX Lam Research Corporation	29.85%	139.16%	-6.84%	88.63%	-40.72%	53.66%	64.18%	119.33%	-24.40%	76.21%

Returns By Period

In the year-to-date period, COLO achieves a 11.42% return, which is significantly lower than LRCX's 29.85% return. Over the past 10 years, COLO has underperformed LRCX with an annualized return of 5.56%, while LRCX has yielded a comparatively higher 40.86% annualized return.

COLO

• 1D: 0.38%
• 1M: 6.29%
• YTD: 11.42%
• 6M: 27.03%
• 1Y: 52.95%
• 3Y*: 36.24%
• 5Y*: 13.86%
• 10Y*: 5.56%

LRCX

• 1D: 3.91%
• 1M: -3.78%
• YTD: 29.85%
• 6M: 55.92%
• 1Y: 207.07%
• 3Y*: 62.75%
• 5Y*: 29.65%
• 10Y*: 40.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

COLO vs. LRCX — Risk / Return Rank

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

COLO

COLO Risk / Return Rank: 91
COLO Sharpe Ratio Rank: 94
COLO Sortino Ratio Rank: 93
COLO Omega Ratio Rank: 92
COLO Calmar Ratio Rank: 91
COLO Martin Ratio Rank: 86

LRCX

LRCX Risk / Return Rank: 97
LRCX Sharpe Ratio Rank: 98
LRCX Sortino Ratio Rank: 95
LRCX Omega Ratio Rank: 95
LRCX Calmar Ratio Rank: 98
LRCX Martin Ratio Rank: 99

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.

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.

	COLO	LRCX	Difference
Sharpe ratio Return per unit of total volatility	2.34	3.87	-1.53
Sortino ratio Return per unit of downside risk	2.90	3.69	-0.79
Omega ratio Gain probability vs. loss probability	1.41	1.51	-0.10
Calmar ratio Return relative to maximum drawdown	3.42	10.38	-6.96
Martin ratio Return relative to average drawdown	11.23	32.62	-21.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COLO vs. LRCX - Sharpe Ratio Comparison

The current COLO Sharpe Ratio is 2.34, which is lower than the LRCX Sharpe Ratio of 3.87. The chart below compares the historical Sharpe Ratios of COLO 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.

Sharpe Ratios by Period

	COLO	LRCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.34	3.87	-1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.66	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	0.93	-0.71
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.41	-0.20

Correlation

The correlation between COLO and LRCX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

COLO vs. LRCX - Dividend Comparison

COLO's dividend yield for the trailing twelve months is around 6.74%, more than LRCX's 0.45% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COLO Global X MSCI Colombia ETF	6.74%	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	0.45%	0.57%	1.19%	0.95%	1.53%	0.78%	1.04%	1.54%	2.79%	1.01%	1.28%	1.36%

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.

Drawdown Indicators

	COLO	LRCX	Difference
Max Drawdown Largest peak-to-trough decline	-78.91%	-87.90%	+8.99%
Max Drawdown (1Y) Largest decline over 1 year	-16.37%	-20.01%	+3.64%
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 Drawdown Current decline from peak	-24.36%	-10.90%	-13.46%
Average Drawdown Average peak-to-trough decline	-40.47%	-28.31%	-12.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.99%	6.37%	-1.38%

Volatility

COLO vs. LRCX - Volatility Comparison

The current volatility for Global X MSCI Colombia ETF (COLO) is 6.17%, while Lam Research Corporation (LRCX) has a volatility of 20.05%. 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.

Volatility by Period

	COLO	LRCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.17%	20.05%	-13.88%
Volatility (6M) Calculated over the trailing 6-month period	16.84%	40.55%	-23.71%
Volatility (1Y) Calculated over the trailing 1-year period	22.77%	53.86%	-31.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.98%	45.44%	-22.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.34%	44.10%	-18.76%