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LITE vs. LRCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

LITE vs. LRCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lumentum Holdings Inc. (LITE) and Lam Research Corporation (LRCX). The values are adjusted to include any dividend payments, if applicable.

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LITE vs. LRCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LITE
Lumentum Holdings Inc.
90.66%339.06%60.15%0.48%-50.68%11.57%19.55%88.76%-14.09%26.52%
LRCX
Lam Research Corporation
24.97%139.16%-6.84%88.63%-40.72%53.66%64.18%119.33%-24.40%76.21%

Fundamentals

Market Cap

LITE:

$58.40B

LRCX:

$270.39B

EPS

LITE:

$3.23

LRCX:

$4.89

PE Ratio

LITE:

217.31

LRCX:

43.69

PS Ratio

LITE:

25.97

LRCX:

13.20

PB Ratio

LITE:

68.98

LRCX:

26.65

Total Revenue (TTM)

LITE:

$2.11B

LRCX:

$20.56B

Gross Profit (TTM)

LITE:

$704.00M

LRCX:

$10.24B

EBITDA (TTM)

LITE:

$171.40M

LRCX:

$7.43B

Returns By Period

In the year-to-date period, LITE achieves a 90.66% return, which is significantly higher than LRCX's 24.97% return. Both investments have delivered pretty close results over the past 10 years, with LITE having a 38.75% annualized return and LRCX not far ahead at 40.32%.


LITE

1D
7.33%
1M
0.26%
YTD
90.66%
6M
331.91%
1Y
1,027.30%
3Y*
135.20%
5Y*
49.99%
10Y*
38.75%

LRCX

1D
6.87%
1M
-8.54%
YTD
24.97%
6M
60.02%
1Y
196.05%
3Y*
60.68%
5Y*
28.66%
10Y*
40.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LITE vs. LRCX — Risk / Return Rank

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

LITE
LITE Risk / Return Rank: 9999
Overall Rank
LITE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
LITE Sortino Ratio Rank: 9999
Sortino Ratio Rank
LITE Omega Ratio Rank: 9898
Omega Ratio Rank
LITE Calmar Ratio Rank: 100100
Calmar Ratio Rank
LITE Martin Ratio Rank: 100100
Martin Ratio Rank

LRCX
LRCX Risk / Return Rank: 9797
Overall Rank
LRCX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LRCX Sortino Ratio Rank: 9595
Sortino Ratio Rank
LRCX Omega Ratio Rank: 9595
Omega Ratio Rank
LRCX Calmar Ratio Rank: 9898
Calmar Ratio Rank
LRCX Martin Ratio Rank: 9999
Martin Ratio Rank
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.

LITE vs. LRCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lumentum Holdings Inc. (LITE) 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.


LITELRCXDifference

Sharpe ratio

Return per unit of total volatility

12.35

3.67

+8.68

Sortino ratio

Return per unit of downside risk

5.48

3.58

+1.90

Omega ratio

Gain probability vs. loss probability

1.80

1.50

+0.31

Calmar ratio

Return relative to maximum drawdown

35.64

9.82

+25.82

Martin ratio

Return relative to average drawdown

122.01

31.04

+90.97

LITE vs. LRCX - Sharpe Ratio Comparison

The current LITE Sharpe Ratio is 12.35, which is higher than the LRCX Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of LITE 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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Sharpe Ratios by Period


LITELRCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.35

3.67

+8.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.63

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.92

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.41

+0.31

Correlation

The correlation between LITE and LRCX is 0.49, 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.


Dividends

LITE vs. LRCX - Dividend Comparison

LITE has not paid dividends to shareholders, while LRCX's dividend yield for the trailing twelve months is around 0.47%.


TTM20252024202320222021202020192018201720162015
LITE
Lumentum Holdings Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LRCX
Lam Research Corporation
0.47%0.57%1.19%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%

Drawdowns

LITE vs. LRCX - Drawdown Comparison

The maximum LITE drawdown since its inception was -66.89%, smaller than the maximum LRCX drawdown of -87.90%. Use the drawdown chart below to compare losses from any high point for LITE and LRCX.


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Drawdown Indicators


LITELRCXDifference

Max Drawdown

Largest peak-to-trough decline

-66.89%

-87.90%

+21.01%

Max Drawdown (1Y)

Largest decline over 1 year

-28.70%

-20.01%

-8.69%

Max Drawdown (5Y)

Largest decline over 5 years

-66.48%

-56.39%

-10.09%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

-56.39%

-10.50%

Current Drawdown

Current decline from peak

-12.37%

-14.26%

+1.89%

Average Drawdown

Average peak-to-trough decline

-23.45%

-28.31%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.38%

6.33%

+2.05%

Volatility

LITE vs. LRCX - Volatility Comparison

Lumentum Holdings Inc. (LITE) has a higher volatility of 36.84% compared to Lam Research Corporation (LRCX) at 20.58%. This indicates that LITE'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.


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Volatility by Period


LITELRCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.84%

20.58%

+16.26%

Volatility (6M)

Calculated over the trailing 6-month period

70.39%

40.44%

+29.95%

Volatility (1Y)

Calculated over the trailing 1-year period

84.05%

53.75%

+30.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.67%

45.53%

+12.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.23%

44.09%

+11.14%

Financials

LITE vs. LRCX - Financials Comparison

This section allows you to compare key financial metrics between Lumentum Holdings Inc. 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


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
665.50M
5.34B
(LITE) Total Revenue
(LRCX) Total Revenue
Values in USD except per share items

LITE vs. LRCX - Profitability Comparison

The chart below illustrates the profitability comparison between Lumentum Holdings Inc. 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

20.0%30.0%40.0%50.0%20212022202320242025
36.1%
49.6%
Portfolio components
LITE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lumentum Holdings Inc. reported a gross profit of 240.10M and revenue of 665.50M. Therefore, the gross margin over that period was 36.1%.

LRCX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lam Research Corporation reported a gross profit of 2.65B and revenue of 5.34B. Therefore, the gross margin over that period was 49.6%.

LITE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lumentum Holdings Inc. reported an operating income of 64.30M and revenue of 665.50M, resulting in an operating margin of 9.7%.

LRCX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lam Research Corporation reported an operating income of 1.81B and revenue of 5.34B, resulting in an operating margin of 33.9%.

LITE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lumentum Holdings Inc. reported a net income of 78.20M and revenue of 665.50M, resulting in a net margin of 11.8%.

LRCX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lam Research Corporation reported a net income of 1.59B and revenue of 5.34B, resulting in a net margin of 29.8%.