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

Key characteristics


LRCXAMAT
YTD Return21.26%34.42%
1Y Return71.38%81.41%
3Y Return (Ann)17.66%21.38%
5Y Return (Ann)39.33%40.09%
10Y Return (Ann)34.11%28.59%
Sharpe Ratio2.172.37
Daily Std Dev33.78%34.17%
Max Drawdown-87.91%-85.22%
Current Drawdown-4.50%0.00%

Fundamentals


LRCXAMAT
Market Cap$119.68B$174.26B
EPS$27.19$8.49
PE Ratio33.6724.70
PEG Ratio2.722.48
Revenue (TTM)$14.24B$26.49B
Gross Profit (TTM)$7.87B$11.99B
EBITDA (TTM)$4.42B$8.14B

Correlation

-0.50.00.51.00.6

The correlation between LRCX and AMAT is 0.61, 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

LRCX vs. AMAT - Performance Comparison

In the year-to-date period, LRCX achieves a 21.26% return, which is significantly lower than AMAT's 34.42% return. Over the past 10 years, LRCX has outperformed AMAT with an annualized return of 34.11%, while AMAT has yielded a comparatively lower 28.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%140,000.00%160,000.00%December2024FebruaryMarchAprilMay
56,675.30%
166,176.76%
LRCX
AMAT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Lam Research Corporation

Applied Materials, Inc.

Risk-Adjusted Performance

LRCX vs. AMAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lam Research Corporation (LRCX) and Applied Materials, Inc. (AMAT). 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.


LRCX
Sharpe ratio
The chart of Sharpe ratio for LRCX, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for LRCX, currently valued at 2.90, compared to the broader market-4.00-2.000.002.004.006.002.90
Omega ratio
The chart of Omega ratio for LRCX, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for LRCX, currently valued at 3.33, compared to the broader market0.002.004.006.003.33
Martin ratio
The chart of Martin ratio for LRCX, currently valued at 10.46, compared to the broader market-10.000.0010.0020.0030.0010.46
AMAT
Sharpe ratio
The chart of Sharpe ratio for AMAT, currently valued at 2.37, compared to the broader market-2.00-1.000.001.002.003.004.002.37
Sortino ratio
The chart of Sortino ratio for AMAT, currently valued at 3.09, compared to the broader market-4.00-2.000.002.004.006.003.09
Omega ratio
The chart of Omega ratio for AMAT, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for AMAT, currently valued at 3.03, compared to the broader market0.002.004.006.003.03
Martin ratio
The chart of Martin ratio for AMAT, currently valued at 14.16, compared to the broader market-10.000.0010.0020.0030.0014.16

LRCX vs. AMAT - Sharpe Ratio Comparison

The current LRCX Sharpe Ratio is 2.17, which roughly equals the AMAT Sharpe Ratio of 2.37. The chart below compares the 12-month rolling Sharpe Ratio of LRCX and AMAT.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.17
2.37
LRCX
AMAT

Dividends

LRCX vs. AMAT - Dividend Comparison

LRCX's dividend yield for the trailing twelve months is around 0.82%, more than AMAT's 0.59% yield.


TTM20232022202120202019201820172016201520142013
LRCX
Lam Research Corporation
0.82%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
AMAT
Applied Materials, Inc.
0.59%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%

Drawdowns

LRCX vs. AMAT - Drawdown Comparison

The maximum LRCX drawdown since its inception was -87.91%, roughly equal to the maximum AMAT drawdown of -85.22%. Use the drawdown chart below to compare losses from any high point for LRCX and AMAT. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-4.50%
0
LRCX
AMAT

Volatility

LRCX vs. AMAT - Volatility Comparison

Lam Research Corporation (LRCX) and Applied Materials, Inc. (AMAT) have volatilities of 10.86% and 10.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
10.86%
10.60%
LRCX
AMAT

Financials

LRCX vs. AMAT - Financials Comparison

This section allows you to compare key financial metrics between Lam Research Corporation and Applied Materials, Inc.. 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



Values in USD except per share items