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

Performance

LRCX vs. MU - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-26.85%
-23.20%
LRCX
MU

Returns By Period

In the year-to-date period, LRCX achieves a -9.78% return, which is significantly lower than MU's 14.86% return. Over the past 10 years, LRCX has outperformed MU with an annualized return of 26.35%, while MU has yielded a comparatively lower 11.29% annualized return.


LRCX

YTD

-9.78%

1M

-3.67%

6M

-26.85%

1Y

-1.47%

5Y (annualized)

23.23%

10Y (annualized)

26.35%

MU

YTD

14.86%

1M

-12.07%

6M

-23.20%

1Y

24.84%

5Y (annualized)

17.02%

10Y (annualized)

11.29%

Fundamentals


LRCXMU
Market Cap$97.40B$120.46B
EPS$3.09$0.67
PE Ratio24.50155.37
PEG Ratio1.470.17
Total Revenue (TTM)$15.59B$25.11B
Gross Profit (TTM)$7.42B$5.61B
EBITDA (TTM)$4.89B$8.96B

Key characteristics


LRCXMU
Sharpe Ratio0.030.55
Sortino Ratio0.331.13
Omega Ratio1.041.13
Calmar Ratio0.030.61
Martin Ratio0.071.26
Ulcer Index17.78%21.08%
Daily Std Dev42.16%48.28%
Max Drawdown-87.91%-98.25%
Current Drawdown-37.56%-36.18%

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Correlation

-0.50.00.51.00.5

The correlation between LRCX and MU is 0.46, 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.

Risk-Adjusted Performance

LRCX vs. MU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lam Research Corporation (LRCX) and Micron Technology, Inc. (MU). 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.


Sharpe ratio
The chart of Sharpe ratio for LRCX, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.030.55
The chart of Sortino ratio for LRCX, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.000.331.13
The chart of Omega ratio for LRCX, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.13
The chart of Calmar ratio for LRCX, currently valued at 0.03, compared to the broader market0.002.004.006.000.030.61
The chart of Martin ratio for LRCX, currently valued at 0.07, compared to the broader market-10.000.0010.0020.0030.000.071.26
LRCX
MU

The current LRCX Sharpe Ratio is 0.03, which is lower than the MU Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of LRCX and MU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.03
0.55
LRCX
MU

Dividends

LRCX vs. MU - Dividend Comparison

LRCX's dividend yield for the trailing twelve months is around 1.18%, more than MU's 0.47% yield.


TTM2023202220212020201920182017201620152014
LRCX
Lam Research Corporation
1.18%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%
MU
Micron Technology, Inc.
0.47%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LRCX vs. MU - Drawdown Comparison

The maximum LRCX drawdown since its inception was -87.91%, smaller than the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for LRCX and MU. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-37.56%
-36.18%
LRCX
MU

Volatility

LRCX vs. MU - Volatility Comparison

Lam Research Corporation (LRCX) and Micron Technology, Inc. (MU) have volatilities of 12.22% and 12.72%, 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.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.22%
12.72%
LRCX
MU

Financials

LRCX vs. MU - Financials Comparison

This section allows you to compare key financial metrics between Lam Research Corporation and Micron Technology, 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