ENR.DE vs. LRCX
ENR.DE (Siemens Energy AG) and LRCX (Lam Research Corporation) are both stocks. ENR.DE operates in Specialty Industrial Machinery (Industrials), while LRCX operates in Semiconductor Equipment & Materials (Technology). Over the past 5 years, ENR.DE returned 44.76%/yr vs 44.53%/yr for LRCX. At a 0.28 correlation, their price movements are largely independent.
Performance
ENR.DE vs. LRCX - Performance Comparison
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Different Trading Currencies
ENR.DE is traded in EUR, while LRCX is traded in USD. To make them comparable, the LRCX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ENR.DE achieves a 28.10% return, which is significantly lower than LRCX's 117.84% return.
ENR.DE
- 1D
- 4.48%
- 1M
- -13.35%
- YTD
- 28.10%
- 6M
- 29.12%
- 1Y
- 79.97%
- 3Y*
- 86.70%
- 5Y*
- 44.76%
- 10Y*
- —
LRCX
- 1D
- 1.27%
- 1M
- 25.73%
- YTD
- 117.84%
- 6M
- 132.17%
- 1Y
- 303.82%
- 3Y*
- 77.73%
- 5Y*
- 44.53%
- 10Y*
- 47.76%
ENR.DE vs. LRCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 28.10% | 138.98% | 319.83% | -31.74% | -21.43% | -25.03% | 36.30% |
LRCX Lam Research Corporation | 117.84% | 110.78% | -0.70% | 82.97% | -37.05% | 65.16% | 37.02% |
Correlation
The correlation between ENR.DE and LRCX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2020 | 0.28 |
The correlation between ENR.DE and LRCX shifts across timeframes, from 0.28 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ENR.DE vs. LRCX — Risk / Return Rank
ENR.DE
LRCX
ENR.DE vs. LRCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) 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.
| ENR.DE | LRCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.64 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 16.38 | -13.33 |
| Martin ratioReturn relative to average drawdown | 10.84 | 55.94 | -45.10 |
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Drawdowns
ENR.DE vs. LRCX - Drawdown Comparison
The maximum ENR.DE drawdown since its inception was -79.51%, which is greater than LRCX's maximum drawdown of -69.81%. Use the drawdown chart below to compare losses from any high point for ENR.DE and LRCX.
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Drawdown Indicators
| ENR.DE | LRCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.51% | -69.81% | -9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -26.08% | -18.68% | -7.40% |
Max Drawdown (3Y)Largest decline over 3 years | -71.01% | -47.73% | -23.28% |
Max Drawdown (5Y)Largest decline over 5 years | -74.46% | -49.56% | -24.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.56% | — |
Current DrawdownCurrent decline from peak | -18.14% | 0.00% | -18.14% |
Average DrawdownAverage peak-to-trough decline | -28.41% | -17.78% | -10.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 5.46% | +1.89% |
Volatility
ENR.DE vs. LRCX - Volatility Comparison
The current volatility for Siemens Energy AG (ENR.DE) is 15.19%, while Lam Research Corporation (LRCX) has a volatility of 20.69%. This indicates that ENR.DE 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
| ENR.DE | LRCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.19% | 20.69% | -5.50% |
Volatility (6M)Calculated over the trailing 6-month period | 36.28% | 42.18% | -5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.84% | 51.71% | -2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.08% | 45.70% | +6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.48% | 44.62% | +5.86% |
Dividends
ENR.DE vs. LRCX - Dividend Comparison
ENR.DE's dividend yield for the trailing twelve months is around 0.46%, more than LRCX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 0.46% | 0.00% | 0.00% | 0.00% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Financials
ENR.DE vs. LRCX - Financials Comparison
This section allows you to compare key financial metrics between Siemens Energy AG 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
Frequently Asked Questions
ENR.DE and LRCX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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