LRCX vs. BTC-USD
LRCX (Lam Research Corporation) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, LRCX returned 46.35%/yr vs 59.68%/yr for BTC-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
LRCX vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LRCX achieves a 89.76% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, LRCX has underperformed BTC-USD with an annualized return of 46.35%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
LRCX
- 1D
- 6.98%
- 1M
- 10.34%
- YTD
- 89.76%
- 6M
- 99.61%
- 1Y
- 278.49%
- 3Y*
- 76.58%
- 5Y*
- 40.10%
- 10Y*
- 46.35%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
LRCX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LRCX Lam Research Corporation | 89.76% | 139.16% | -6.84% | 88.63% | -40.72% | 53.66% | 64.18% | 119.33% | -24.40% | 76.21% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between LRCX and BTC-USD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.10 |
The correlation between LRCX and BTC-USD shifts across timeframes, from 0.10 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LRCX vs. BTC-USD — Risk / Return Rank
LRCX
BTC-USD
LRCX vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lam Research Corporation (LRCX) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.41 | ||
| Sortino ratioReturn per unit of downside risk | +5.89 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 0.86 | +0.74 |
| Calmar ratioReturn relative to maximum drawdown | 14.02 | -0.80 | +14.82 |
| Martin ratioReturn relative to average drawdown | 47.19 | -1.42 | +48.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LRCX | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.46 | -0.95 | +6.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.20 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | 0.87 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.13 | -0.70 |
Drawdowns
LRCX vs. BTC-USD - Drawdown Comparison
The maximum LRCX drawdown since its inception was -87.90%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for LRCX and BTC-USD.
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Drawdown Indicators
| LRCX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.90% | -85.30% | -2.60% |
Max Drawdown (1Y)Largest decline over 1 year | -20.01% | -51.21% | +31.20% |
Max Drawdown (3Y)Largest decline over 3 years | -47.10% | -51.21% | +4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -56.39% | -76.67% | +20.28% |
Max Drawdown (10Y)Largest decline over 10 years | -56.39% | -83.80% | +27.41% |
Current DrawdownCurrent decline from peak | -5.60% | -49.86% | +44.26% |
Average DrawdownAverage peak-to-trough decline | -28.18% | -42.32% | +14.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.93% | 34.46% | -28.53% |
Volatility
LRCX vs. BTC-USD - Volatility Comparison
Lam Research Corporation (LRCX) has a higher volatility of 18.51% compared to Bitcoin (BTC-USD) at 11.59%. This indicates that LRCX's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRCX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.51% | 11.59% | +6.92% |
Volatility (6M)Calculated over the trailing 6-month period | 42.13% | 34.53% | +7.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.52% | 35.67% | +15.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.25% | 44.95% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.76% | 56.71% | -11.95% |
Frequently Asked Questions
LRCX and BTC-USD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LRCX has higher volatility (18.51%) compared to BTC-USD (11.59%). In terms of maximum drawdown, LRCX dropped -87.90% vs BTC-USD's -85.30%.
LRCX currently has the higher Sharpe Ratio (5.46 vs -0.95), 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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