LRCX vs. ENR.DE
LRCX (Lam Research Corporation) and ENR.DE (Siemens Energy AG) are both stocks. LRCX operates in Semiconductor Equipment & Materials (Technology), while ENR.DE operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, LRCX returned 43.22%/yr vs 43.44%/yr for ENR.DE. At a 0.32 correlation, their price movements are largely independent.
Performance
LRCX vs. ENR.DE - Performance Comparison
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Different Trading Currencies
LRCX is traded in USD, while ENR.DE is traded in EUR. To make them comparable, the ENR.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, LRCX achieves a 114.54% return, which is significantly higher than ENR.DE's 26.13% return.
LRCX
- 1D
- 1.18%
- 1M
- 24.16%
- YTD
- 114.54%
- 6M
- 128.79%
- 1Y
- 303.12%
- 3Y*
- 81.91%
- 5Y*
- 43.22%
- 10Y*
- 48.23%
ENR.DE
- 1D
- 4.37%
- 1M
- -14.43%
- YTD
- 26.13%
- 6M
- 27.21%
- 1Y
- 79.76%
- 3Y*
- 91.06%
- 5Y*
- 43.44%
- 10Y*
- —
LRCX vs. ENR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LRCX Lam Research Corporation | 114.54% | 139.16% | -6.84% | 88.63% | -40.72% | 53.66% | 43.92% |
ENR.DE Siemens Energy AG | 26.13% | 169.80% | 295.82% | -29.58% | -25.76% | -30.95% | 43.65% |
Correlation
The correlation between LRCX and ENR.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2020 | 0.32 |
The correlation between LRCX and ENR.DE shifts across timeframes, from 0.30 (3 years) to 0.45 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LRCX vs. ENR.DE — Risk / Return Rank
LRCX
ENR.DE
LRCX vs. ENR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lam Research Corporation (LRCX) and Siemens Energy AG (ENR.DE). 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.
| LRCX | ENR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.18 | ||
| Sortino ratioReturn per unit of downside risk | +2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.26 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 15.26 | 2.91 | +12.35 |
| Martin ratioReturn relative to average drawdown | 51.20 | 10.26 | +40.94 |
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Drawdowns
LRCX vs. ENR.DE - Drawdown Comparison
The maximum LRCX drawdown since its inception was -87.90%, which is greater than ENR.DE's maximum drawdown of -82.20%. Use the drawdown chart below to compare losses from any high point for LRCX and ENR.DE.
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Drawdown Indicators
| LRCX | ENR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.90% | -82.20% | -5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -20.01% | -27.24% | +7.23% |
Max Drawdown (3Y)Largest decline over 3 years | -47.10% | -71.71% | +24.61% |
Max Drawdown (5Y)Largest decline over 5 years | -56.39% | -77.19% | +20.80% |
Max Drawdown (10Y)Largest decline over 10 years | -56.39% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -19.20% | +19.20% |
Average DrawdownAverage peak-to-trough decline | -28.17% | -31.73% | +3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.95% | 7.75% | -1.80% |
Volatility
LRCX vs. ENR.DE - Volatility Comparison
Lam Research Corporation (LRCX) has a higher volatility of 21.52% compared to Siemens Energy AG (ENR.DE) at 15.58%. This indicates that LRCX's price experiences larger fluctuations and is considered to be riskier than ENR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRCX | ENR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.52% | 15.58% | +5.94% |
Volatility (6M)Calculated over the trailing 6-month period | 43.63% | 37.51% | +6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.78% | 49.57% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.57% | 53.39% | -6.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.92% | 51.73% | -6.81% |
Dividends
LRCX vs. ENR.DE - Dividend Comparison
LRCX's dividend yield for the trailing twelve months is around 0.28%, less than ENR.DE's 0.46% 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
LRCX vs. ENR.DE - Financials Comparison
This section allows you to compare key financial metrics between Lam Research Corporation and Siemens Energy AG. 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
LRCX and ENR.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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