PortfoliosLab logoPortfoliosLab logo
LRCX vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LRCX vs. MSTR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, LRCX achieves a 114.54% return, which is significantly higher than MSTR's -18.41% return. Over the past 10 years, LRCX has outperformed MSTR with an annualized return of 48.23%, while MSTR has yielded a comparatively lower 20.92% annualized 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%

MSTR

1D
3.18%
1M
-30.37%
YTD
-18.41%
6M
-29.74%
1Y
-67.36%
3Y*
63.46%
5Y*
19.14%
10Y*
20.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LRCX vs. MSTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LRCX
Lam Research Corporation
114.54%139.16%-6.84%88.63%-40.72%53.66%64.18%119.33%-24.40%76.21%
MSTR
Strategy Inc
-18.41%-47.53%358.54%346.15%-74.00%40.13%172.42%11.65%-2.70%-33.49%

Correlation

The correlation between LRCX and MSTR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 11, 1998

0.36

The correlation between LRCX and MSTR shifts across timeframes, from 0.26 (3 years) to 0.38 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LRCX:

$463.20B

MSTR:

$41.40B

EPS

LRCX:

$5.29

MSTR:

-$40.19

PS Ratio

LRCX:

21.46

MSTR:

77.72

PB Ratio

LRCX:

43.76

MSTR:

1.13

Total Revenue (TTM)

LRCX:

$21.68B

MSTR:

$490.47M

Gross Profit (TTM)

LRCX:

$10.84B

MSTR:

$334.08M

EBITDA (TTM)

LRCX:

$6.10B

MSTR:

$466.93M

Compare stocks, funds, or ETFs

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


Return for Risk

LRCX vs. MSTR — 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

MSTR
MSTR Risk / Return Rank: 88
Overall Rank
MSTR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 44
Sortino Ratio Rank
MSTR Omega Ratio Rank: 77
Omega Ratio Rank
MSTR Calmar Ratio Rank: 88
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1313
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. MSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lam Research Corporation (LRCX) and Strategy Inc (MSTR). 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.


LRCXMSTRDifference
Sharpe ratioReturn per unit of total volatility

+6.73

Sortino ratioReturn per unit of downside risk

+6.46

Omega ratioGain probability vs. loss probability

1.63

0.82

+0.81

Calmar ratioReturn relative to maximum drawdown

15.26

-0.88

+16.15

Martin ratioReturn relative to average drawdown

51.20

-1.27

+52.47

LRCX vs. MSTR - Sharpe Ratio Comparison

The current LRCX Sharpe Ratio is 5.79, which is higher than the MSTR Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of LRCX and MSTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LRCX vs. MSTR - Drawdown Comparison

The maximum LRCX drawdown since its inception was -87.90%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for LRCX and MSTR.


Loading charts...

Drawdown Indicators


LRCXMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-87.90%

-99.86%

+11.96%

Max Drawdown (1Y)

Largest decline over 1 year

-20.01%

-76.53%

+56.52%

Max Drawdown (3Y)

Largest decline over 3 years

-47.10%

-77.42%

+30.32%

Max Drawdown (5Y)

Largest decline over 5 years

-56.39%

-84.11%

+27.72%

Max Drawdown (10Y)

Largest decline over 10 years

-56.39%

-89.27%

+32.88%

Current Drawdown

Current decline from peak

0.00%

-73.84%

+73.84%

Average Drawdown

Average peak-to-trough decline

-28.17%

-86.45%

+58.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.95%

53.01%

-47.06%

Volatility

LRCX vs. MSTR - Volatility Comparison

Lam Research Corporation (LRCX) and Strategy Inc (MSTR) have volatilities of 21.52% and 21.60%, 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.


Loading charts...

Volatility by Period


LRCXMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.52%

21.60%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

43.63%

57.34%

-13.71%

Volatility (1Y)

Calculated over the trailing 1-year period

52.78%

71.15%

-18.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.57%

90.79%

-44.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.92%

73.80%

-28.88%

Dividends

LRCX vs. MSTR - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
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%
MSTR
Strategy 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%

Financials

LRCX vs. MSTR - Financials Comparison

This section allows you to compare key financial metrics between Lam Research Corporation and Strategy 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
5.84B
124.30M
(LRCX) Total Revenue
(MSTR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LRCX and MSTR have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTR has higher volatility (21.60%) compared to LRCX (21.52%). In terms of maximum drawdown, LRCX dropped -87.90% vs MSTR's -99.86%.

LRCX currently has the higher Sharpe Ratio (5.79 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.

Portfolio Optimizer

Find the right allocation for LRCX and MSTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer