LRCX vs. SCHD
LRCX (Lam Research Corporation) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, LRCX returned 44.25%/yr vs 12.32%/yr for SCHD. At a 0.49 correlation, their price movements are largely independent.
Performance
LRCX vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, LRCX achieves a 79.54% return, which is significantly higher than SCHD's 21.36% return. Over the past 10 years, LRCX has outperformed SCHD with an annualized return of 44.25%, while SCHD has yielded a comparatively lower 12.32% annualized return.
LRCX
- 1D
- -2.09%
- 1M
- -21.15%
- 6M
- 37.85%
- YTD
- 79.54%
- 1Y
- 206.44%
- 3Y*
- 71.60%
- 5Y*
- 38.36%
- 10Y*
- 44.25%
- ALL TIME*
- 23.85%
SCHD
- 1D
- -0.49%
- 1M
- 3.61%
- 6M
- 15.19%
- YTD
- 21.36%
- 1Y
- 25.66%
- 3Y*
- 13.54%
- 5Y*
- 9.15%
- 10Y*
- 12.32%
- ALL TIME*
- 13.25%
LRCX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LRCX Lam Research Corporation | 79.54% | 139.16% | -6.84% | 88.63% | -40.72% | 53.66% | 64.18% | 119.33% | -24.40% | 76.21% |
SCHD Schwab U.S. Dividend Equity ETF | 21.36% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between LRCX and SCHD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.49 |
Over the past year, the correlation between LRCX and SCHD has dropped to 0.05 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
LRCX vs. SCHD — Risk / Return Rank
LRCX
SCHD
LRCX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lam Research Corporation (LRCX) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.42 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 7.11 | 5.59 | +1.53 |
| Martin ratioReturn relative to average drawdown | 26.34 | 13.64 | +12.70 |
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Drawdowns
LRCX vs. SCHD - Drawdown Comparison
The maximum LRCX drawdown since its inception was -87.90%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for LRCX and SCHD.
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Drawdown Indicators
| LRCX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.90% | -33.37% | -54.53% |
Max Drawdown (1Y)Largest decline over 1 year | -29.21% | -4.61% | -24.60% |
Max Drawdown (3Y)Largest decline over 3 years | -47.10% | -16.13% | -30.97% |
Max Drawdown (5Y)Largest decline over 5 years | -56.39% | -16.85% | -39.54% |
Max Drawdown (10Y)Largest decline over 10 years | -56.39% | -33.37% | -23.02% |
Current DrawdownCurrent decline from peak | -29.21% | -0.88% | -28.33% |
Average DrawdownAverage peak-to-trough decline | -28.13% | -3.30% | -24.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.87% | 1.89% | +5.98% |
Volatility
LRCX vs. SCHD - Volatility Comparison
Lam Research Corporation (LRCX) has a higher volatility of 27.18% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.63%. This indicates that LRCX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRCX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.18% | 3.63% | +23.55% |
Volatility (6M)Calculated over the trailing 6-month period | 48.75% | 7.97% | +40.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.36% | 11.05% | +48.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.08% | 14.37% | +33.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.70% | 16.71% | +28.99% |
Dividends
LRCX vs. SCHD - Dividend Comparison
LRCX's dividend yield for the trailing twelve months is around 0.34%, less than SCHD's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRCX Lam Research Corporation | 0.34% | 0.57% | 1.19% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% |
SCHD Schwab U.S. Dividend Equity ETF | 3.20% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
LRCX and SCHD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LRCX has higher volatility (27.18%) compared to SCHD (3.63%). In terms of maximum drawdown, LRCX dropped -87.90% vs SCHD's -33.37%.
LRCX currently has the higher Sharpe Ratio (3.51 vs 2.34), 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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