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LRCX vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LRCX vs. SXR8.DE

Last updated Jun 13, 2026

LRCX (Lam Research Corporation) is a stock, while SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, LRCX returned 48.23%/yr vs 15.23%/yr for SXR8.DE. At a 0.40 correlation, their price movements are largely independent.

Performance

LRCX vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lam Research Corporation (LRCX) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 SXR8.DE is traded in EUR. To make them comparable, the SXR8.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 SXR8.DE's 8.26% return. Over the past 10 years, LRCX has outperformed SXR8.DE with an annualized return of 48.23%, while SXR8.DE has yielded a comparatively lower 15.23% 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%

SXR8.DE

1D
1.45%
1M
0.37%
YTD
8.26%
6M
9.37%
1Y
24.39%
3Y*
20.71%
5Y*
13.20%
10Y*
15.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LRCX vs. SXR8.DE - 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%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		8.26%18.24%24.75%26.34%-19.03%29.64%17.24%31.65%-5.70%21.76%

Correlation

The correlation between LRCX and SXR8.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.49

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

0.45

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

0.48

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

0.41

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.40

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Lam Research Corporation

iShares Core S&P 500 UCITS ETF USD (Acc)

Often compared with LRCX:
LRCX vs. AMATLRCX vs. ASMLLRCX vs. KLACLRCX vs. MULRCX vs. NVDALRCX vs. TOELYLRCX vs. SPY
Often compared with SXR8.DE:
SXR8.DE vs. VUAA.LSXR8.DE vs. VWCE.DESXR8.DE vs. VOOSXR8.DE vs. SXRV.DESXR8.DE vs. SPY5.DESXR8.DE vs. VUAA.DESXR8.DE vs. I500.DE

Return for Risk

LRCX vs. SXR8.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
SXR8.DE
SXR8.DE Risk / Return Rank: 7676
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7676
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. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lam Research Corporation (LRCX) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.

LRCXSXR8.DEDifference
Sharpe ratioReturn per unit of total volatility
5.79
2.06

+3.73

Sortino ratioReturn per unit of downside risk
4.75
2.96

+1.79

Omega ratioGain probability vs. loss probability

1.63

1.36

+0.27

Calmar ratioReturn relative to maximum drawdown

15.26

2.83

+12.43

Martin ratioReturn relative to average drawdown

51.20

11.70

+39.50

LRCX vs. SXR8.DE - Sharpe Ratio Comparison

The current LRCX Sharpe Ratio is 5.79, which is higher than the SXR8.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of LRCX and SXR8.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. SXR8.DE - Drawdown Comparison

The maximum LRCX drawdown since its inception was -87.90%, which is greater than SXR8.DE's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for LRCX and SXR8.DE.

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Drawdown Indicators

LRCXSXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-87.90%

-34.26%

-53.64%

Max Drawdown (1Y)

Largest decline over 1 year

-20.01%

-8.57%

-11.44%

Max Drawdown (3Y)

Largest decline over 3 years

-47.10%

-19.47%

-27.63%

Max Drawdown (5Y)

Largest decline over 5 years

-56.39%

-24.36%

-32.03%

Max Drawdown (10Y)

Largest decline over 10 years

-56.39%

-34.26%

-22.13%

Current Drawdown

Current decline from peak

0.00%

-2.26%

+2.26%

Average Drawdown

Average peak-to-trough decline

-28.17%

-5.49%

-22.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.95%

2.08%

+3.87%

Volatility

LRCX vs. SXR8.DE - Volatility Comparison

Lam Research Corporation (LRCX) has a higher volatility of 21.52% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.34%. This indicates that LRCX's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LRCXSXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.52%

3.34%

+18.18%

Volatility (6M)

Calculated over the trailing 6-month period

43.63%

8.46%

+35.17%

Volatility (1Y)

Calculated over the trailing 1-year period

52.78%

11.81%

+40.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.57%

15.91%

+30.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.92%

16.34%

+28.58%

Dividends

LRCX vs. SXR8.DE - Dividend Comparison

LRCX's dividend yield for the trailing twelve months is around 0.28%, while SXR8.DE 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%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

LRCX and SXR8.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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