TOELY vs. LRCX
TOELY (Tokyo Electron ADR) and LRCX (Lam Research Corporation) are both stocks. Both operate in the Semiconductor Equipment & Materials industry within the Technology sector. Over the past 10 years, TOELY returned 35.50%/yr vs 49.82%/yr for LRCX. At a 0.45 correlation, their price movements are largely independent.
Performance
TOELY vs. LRCX - Performance Comparison
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Returns By Period
In the year-to-date period, TOELY achieves a 122.24% return, which is significantly lower than LRCX's 139.70% return. Over the past 10 years, TOELY has underperformed LRCX with an annualized return of 35.50%, while LRCX has yielded a comparatively higher 49.82% annualized return.
TOELY
- 1D
- 0.58%
- 1M
- 57.23%
- YTD
- 122.24%
- 6M
- 135.02%
- 1Y
- 207.14%
- 3Y*
- 54.91%
- 5Y*
- 28.09%
- 10Y*
- 35.50%
LRCX
- 1D
- 5.27%
- 1M
- 34.22%
- YTD
- 139.70%
- 6M
- 134.12%
- 1Y
- 355.09%
- 3Y*
- 90.48%
- 5Y*
- 47.20%
- 10Y*
- 49.82%
TOELY vs. LRCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOELY Tokyo Electron ADR | 122.24% | 49.57% | -14.19% | 82.22% | -49.18% | 53.76% | 71.31% | 94.00% | -38.01% | 94.67% |
LRCX Lam Research Corporation | 139.70% | 139.16% | -6.84% | 88.63% | -40.72% | 53.66% | 64.18% | 119.33% | -24.40% | 76.21% |
Correlation
The correlation between TOELY and LRCX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2009 | 0.45 |
The correlation between TOELY and LRCX shifts across timeframes, from 0.45 (all time) to 0.64 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TOELY:
$226.28B
LRCX:
$517.16B
TOELY:
¥632.07
LRCX:
$5.29
TOELY:
63.12
LRCX:
77.45
TOELY:
5.18
LRCX:
5.86
TOELY:
14.86
LRCX:
23.96
TOELY:
17.59
LRCX:
48.86
TOELY:
¥2.47T
LRCX:
$21.68B
TOELY:
¥1.12T
LRCX:
$10.84B
TOELY:
¥753.39B
LRCX:
$6.10B
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Return for Risk
TOELY vs. LRCX — Risk / Return Rank
TOELY
LRCX
TOELY vs. LRCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tokyo Electron ADR (TOELY) and Lam Research Corporation (LRCX). 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.
| TOELY | LRCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.68 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 6.88 | 17.89 | -11.00 |
| Martin ratioReturn relative to average drawdown | 17.21 | 59.91 | -42.70 |
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Drawdowns
TOELY vs. LRCX - Drawdown Comparison
The maximum TOELY drawdown since its inception was -92.92%, which is greater than LRCX's maximum drawdown of -87.90%. Use the drawdown chart below to compare losses from any high point for TOELY and LRCX.
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Drawdown Indicators
| TOELY | LRCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.92% | -87.90% | -5.02% |
Max Drawdown (1Y)Largest decline over 1 year | -30.30% | -20.01% | -10.29% |
Max Drawdown (3Y)Largest decline over 3 years | -53.52% | -47.10% | -6.42% |
Max Drawdown (5Y)Largest decline over 5 years | -59.40% | -56.39% | -3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -59.40% | -56.39% | -3.01% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -49.54% | -28.15% | -21.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.09% | 5.96% | +6.13% |
Volatility
TOELY vs. LRCX - Volatility Comparison
Tokyo Electron ADR (TOELY) and Lam Research Corporation (LRCX) have volatilities of 20.95% and 21.36%, 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.
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Volatility by Period
| TOELY | LRCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.95% | 21.36% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 40.15% | 43.86% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.30% | 53.48% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.22% | 46.78% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.82% | 45.05% | -5.23% |
Dividends
TOELY vs. LRCX - Dividend Comparison
TOELY has not paid dividends to shareholders, while LRCX's dividend yield for the trailing twelve months is around 0.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRCX Lam Research Corporation | 0.25% | 0.57% | 1.19% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% |
TOELY Tokyo Electron ADR | 0.00% | 1.02% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.11% | 2.27% | 0.00% |
Financials
TOELY vs. LRCX - Financials Comparison
This section allows you to compare key financial metrics between Tokyo Electron ADR and Lam Research Corporation. 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
TOELY vs. LRCX - Profitability Comparison
TOELY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a gross profit of 339.31B and revenue of 724.89B. Therefore, the gross margin over that period was 46.8%.
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%.
TOELY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported an operating income of 209.42B and revenue of 724.89B, resulting in an operating margin of 28.9%.
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%.
TOELY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a net income of 218.23B and revenue of 724.89B, resulting in a net margin of 30.1%.
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%.
Frequently Asked Questions
TOELY and LRCX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LRCX has higher volatility (21.36%) compared to TOELY (20.95%). In terms of maximum drawdown, TOELY dropped -92.92% vs LRCX's -87.90%.
LRCX currently has the higher Sharpe Ratio (6.70 vs 3.85), 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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