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LRCX vs. JEDI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LRCX vs. JEDI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lam Research Corporation (LRCX) and VanEck Space Innovators UCITS ETF (JEDI.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LRCX is traded in USD, while JEDI.DE is traded in EUR. To make them comparable, the JEDI.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 JEDI.DE's 74.93% 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%

JEDI.DE

1D
1.42%
1M
4.85%
YTD
74.93%
6M
79.85%
1Y
189.67%
3Y*
70.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LRCX vs. JEDI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
LRCX
Lam Research Corporation
114.54%139.16%-6.84%88.63%-3.37%
JEDI.DE
VanEck Space Innovators UCITS ETF
74.93%94.34%43.44%11.98%7.01%

Correlation

The correlation between LRCX and JEDI.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2022

0.33

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Return for Risk

LRCX vs. JEDI.DE — Risk / Return Rank

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

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

JEDI.DE
JEDI.DE Risk / Return Rank: 9494
Overall Rank
JEDI.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JEDI.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
JEDI.DE Omega Ratio Rank: 8989
Omega Ratio Rank
JEDI.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
JEDI.DE Martin Ratio Rank: 9494
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.

LRCX vs. JEDI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lam Research Corporation (LRCX) and VanEck Space Innovators UCITS ETF (JEDI.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.


LRCXJEDI.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.63

1.56

+0.07

Calmar ratioReturn relative to maximum drawdown

15.26

8.60

+6.66

Martin ratioReturn relative to average drawdown

51.20

28.11

+23.09

LRCX vs. JEDI.DE - Sharpe Ratio Comparison

The current LRCX Sharpe Ratio is 5.79, which is comparable to the JEDI.DE Sharpe Ratio of 4.65. The chart below compares the historical Sharpe Ratios of LRCX and JEDI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LRCX vs. JEDI.DE - Drawdown Comparison

The maximum LRCX drawdown since its inception was -87.90%, which is greater than JEDI.DE's maximum drawdown of -26.75%. Use the drawdown chart below to compare losses from any high point for LRCX and JEDI.DE.


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Drawdown Indicators


LRCXJEDI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-87.90%

-26.75%

-61.15%

Max Drawdown (1Y)

Largest decline over 1 year

-20.01%

-24.02%

+4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-47.10%

-26.75%

-20.35%

Max Drawdown (5Y)

Largest decline over 5 years

-56.39%

Max Drawdown (10Y)

Largest decline over 10 years

-56.39%

Current Drawdown

Current decline from peak

0.00%

-14.10%

+14.10%

Average Drawdown

Average peak-to-trough decline

-28.17%

-7.18%

-20.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.95%

7.36%

-1.41%

Volatility

LRCX vs. JEDI.DE - Volatility Comparison

Lam Research Corporation (LRCX) has a higher volatility of 21.52% compared to VanEck Space Innovators UCITS ETF (JEDI.DE) at 18.67%. This indicates that LRCX's price experiences larger fluctuations and is considered to be riskier than JEDI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LRCXJEDI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.52%

18.67%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

43.63%

34.86%

+8.77%

Volatility (1Y)

Calculated over the trailing 1-year period

52.78%

44.38%

+8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.57%

33.25%

+13.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.92%

33.25%

+11.67%

Dividends

LRCX vs. JEDI.DE - Dividend Comparison

LRCX's dividend yield for the trailing twelve months is around 0.28%, while JEDI.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
JEDI.DE
VanEck Space Innovators UCITS ETF
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
0.28%0.57%1.19%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%

Frequently Asked Questions


LRCX and JEDI.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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