PortfoliosLab logoPortfoliosLab logo
LRCX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

LRCX vs. USD=X - Performance Comparison

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

Loading charts...

Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LRCX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LRCX
Lam Research Corporation
89.76%139.16%-6.84%88.63%-40.72%53.66%64.18%119.33%-24.40%76.21%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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. USD=X — 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: 9797
Sortino Ratio Rank
LRCX Omega Ratio Rank: 9696
Omega Ratio Rank
LRCX Calmar Ratio Rank: 9999
Calmar Ratio Rank
LRCX Martin Ratio Rank: 9999
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lam Research Corporation (LRCX) and USD Cash (USD=X). 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.


LRCXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.60

Calmar ratioReturn relative to maximum drawdown

14.02

Martin ratioReturn relative to average drawdown

47.19

LRCX vs. USD=X - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


LRCXUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

Drawdowns

LRCX vs. USD=X - Drawdown Comparison

The maximum LRCX drawdown since its inception was -87.90%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LRCX and USD=X.


Loading charts...

Drawdown Indicators


LRCXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-87.90%

0.00%

-87.90%

Max Drawdown (1Y)

Largest decline over 1 year

-20.01%

0.00%

-20.01%

Max Drawdown (3Y)

Largest decline over 3 years

-47.10%

0.00%

-47.10%

Max Drawdown (5Y)

Largest decline over 5 years

-56.39%

0.00%

-56.39%

Max Drawdown (10Y)

Largest decline over 10 years

-56.39%

0.00%

-56.39%

Current Drawdown

Current decline from peak

-5.60%

0.00%

-5.60%

Average Drawdown

Average peak-to-trough decline

-28.18%

0.00%

-28.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.93%

0.00%

+5.93%

Volatility

LRCX vs. USD=X - Volatility Comparison

Lam Research Corporation (LRCX) has a higher volatility of 18.51% compared to USD Cash (USD=X) at 0.00%. This indicates that LRCX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LRCXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.51%

0.00%

+18.51%

Volatility (6M)

Calculated over the trailing 6-month period

42.13%

0.00%

+42.13%

Volatility (1Y)

Calculated over the trailing 1-year period

51.52%

0.00%

+51.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.25%

0.00%

+46.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.76%

0.00%

+44.76%

Frequently Asked Questions


LRCX has higher volatility (18.51%) compared to USD=X (0.00%). In terms of maximum drawdown, LRCX dropped -87.90% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for LRCX and USD=X

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