LRCX vs. STZ
LRCX (Lam Research Corporation) and STZ (Constellation Brands, Inc.) are both stocks. LRCX operates in Semiconductor Equipment & Materials (Technology), while STZ operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, LRCX returned 46.35%/yr vs 0.71%/yr for STZ. At a 0.21 correlation, their price movements are largely independent.
Performance
LRCX vs. STZ - Performance Comparison
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Returns By Period
In the year-to-date period, LRCX achieves a 89.76% return, which is significantly higher than STZ's 3.44% return. Over the past 10 years, LRCX has outperformed STZ with an annualized return of 46.35%, while STZ has yielded a comparatively lower 0.71% annualized return.
LRCX
- 1D
- 6.98%
- 1M
- 10.34%
- YTD
- 89.76%
- 6M
- 99.61%
- 1Y
- 278.49%
- 3Y*
- 76.58%
- 5Y*
- 40.10%
- 10Y*
- 46.35%
STZ
- 1D
- -0.04%
- 1M
- -4.97%
- YTD
- 3.44%
- 6M
- 0.51%
- 1Y
- -15.85%
- 3Y*
- -14.74%
- 5Y*
- -8.24%
- 10Y*
- 0.71%
LRCX vs. STZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LRCX Lam Research Corporation | 89.76% | 139.16% | -6.84% | 88.63% | -40.72% | 53.66% | 64.18% | 119.33% | -24.40% | 76.21% |
STZ Constellation Brands, Inc. | 3.44% | -35.99% | -7.11% | 5.83% | -6.43% | 16.12% | 17.41% | 19.85% | -28.73% | 50.69% |
Correlation
The correlation between LRCX and STZ 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 | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1992 | 0.21 |
The correlation between LRCX and STZ shifts across timeframes, from 0.05 (1 year) to 0.25 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
LRCX:
$409.71B
STZ:
$24.46B
LRCX:
$5.29
STZ:
$11.23
LRCX:
61.36
STZ:
12.54
LRCX:
4.64
STZ:
7.81
LRCX:
18.98
STZ:
2.69
LRCX:
38.71
STZ:
2.92
LRCX:
$21.68B
STZ:
$9.14B
LRCX:
$10.84B
STZ:
$4.71B
LRCX:
$6.10B
STZ:
$3.05B
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Return for Risk
LRCX vs. STZ — Risk / Return Rank
LRCX
STZ
LRCX vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lam Research Corporation (LRCX) and Constellation Brands, Inc. (STZ). 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.
| LRCX | STZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.99 | ||
| Sortino ratioReturn per unit of downside risk | +5.16 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 0.93 | +0.67 |
| Calmar ratioReturn relative to maximum drawdown | 14.02 | -0.60 | +14.62 |
| Martin ratioReturn relative to average drawdown | 47.19 | -1.07 | +48.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LRCX | STZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.46 | -0.53 | +5.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | -0.34 | +1.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | 0.03 | +1.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.45 | -0.02 |
Drawdowns
LRCX vs. STZ - Drawdown Comparison
The maximum LRCX drawdown since its inception was -87.90%, which is greater than STZ's maximum drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for LRCX and STZ.
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Drawdown Indicators
| LRCX | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.90% | -67.39% | -20.51% |
Max Drawdown (1Y)Largest decline over 1 year | -20.01% | -26.51% | +6.50% |
Max Drawdown (3Y)Largest decline over 3 years | -47.10% | -51.28% | +4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -56.39% | -51.28% | -5.11% |
Max Drawdown (10Y)Largest decline over 10 years | -56.39% | -53.53% | -2.86% |
Current DrawdownCurrent decline from peak | -5.60% | -45.54% | +39.94% |
Average DrawdownAverage peak-to-trough decline | -28.18% | -16.58% | -11.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.93% | 14.89% | -8.96% |
Volatility
LRCX vs. STZ - Volatility Comparison
Lam Research Corporation (LRCX) has a higher volatility of 18.51% compared to Constellation Brands, Inc. (STZ) at 8.70%. This indicates that LRCX's price experiences larger fluctuations and is considered to be riskier than STZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRCX | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.51% | 8.70% | +9.81% |
Volatility (6M)Calculated over the trailing 6-month period | 42.13% | 23.49% | +18.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.52% | 29.97% | +21.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.25% | 24.50% | +21.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.76% | 26.94% | +17.82% |
Dividends
LRCX vs. STZ - Dividend Comparison
LRCX's dividend yield for the trailing twelve months is around 0.31%, less than STZ's 2.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRCX Lam Research Corporation | 0.31% | 0.57% | 1.19% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% |
STZ Constellation Brands, Inc. | 2.90% | 2.95% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% |
Financials
LRCX vs. STZ - Financials Comparison
This section allows you to compare key financial metrics between Lam Research Corporation and Constellation Brands, 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.
Total Revenue: Total amount of money received from sales and other business activities
LRCX vs. STZ - Profitability Comparison
LRCX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lam Research Corporation reported a gross profit of 2.91B and revenue of 5.84B. Therefore, the gross margin over that period was 49.8%.
STZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported a gross profit of 941.60M and revenue of 1.92B. Therefore, the gross margin over that period was 49.0%.
LRCX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lam Research Corporation reported an operating income of 2.05B and revenue of 5.84B, resulting in an operating margin of 35.0%.
STZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported an operating income of 357.10M and revenue of 1.92B, resulting in an operating margin of 18.6%.
LRCX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lam Research Corporation reported a net income of 1.83B and revenue of 5.84B, resulting in a net margin of 31.3%.
STZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported a net income of 477.70M and revenue of 1.92B, resulting in a net margin of 24.9%.
Frequently Asked Questions
LRCX and STZ 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 (18.51%) compared to STZ (8.70%). In terms of maximum drawdown, LRCX dropped -87.90% vs STZ's -67.39%.
LRCX currently has the higher Sharpe Ratio (5.46 vs -0.53), 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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