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

USD=X vs. LRCX

Last updated Jun 9, 2026

USD=X (USD Cash) is a currency, while LRCX (Lam Research Corporation) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 46.35%/yr for LRCX.

Performance

USD=X vs. LRCX - Performance Comparison

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

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Returns By Period

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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. LRCX - Yearly Performance Comparison

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

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USD Cash

Lam Research Corporation

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. EUR=XUSD=X vs. XRP-USDUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with LRCX:
LRCX vs. AMATLRCX vs. ASMLLRCX vs. KLACLRCX vs. MULRCX vs. NVDALRCX vs. TOELYLRCX vs. SPY

Return for Risk

USD=X vs. LRCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
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
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.

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

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. LRCX - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XLRCXDifference

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

USD=X vs. LRCX - Drawdown Comparison

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

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Drawdown Indicators

USD=XLRCXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-87.90%

+87.90%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-20.01%

+20.01%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-47.10%

+47.10%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-56.39%

+56.39%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-56.39%

+56.39%

Current Drawdown

Current decline from peak

0.00%

-5.60%

+5.60%

Average Drawdown

Average peak-to-trough decline

0.00%

-28.18%

+28.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

5.93%

-5.93%

Volatility

USD=X vs. LRCX - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Lam Research Corporation (LRCX) has a volatility of 18.51%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than LRCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XLRCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

18.51%

-18.51%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

42.13%

-42.13%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

51.52%

-51.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

46.25%

-46.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

44.76%

-44.76%

Frequently Asked Questions

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

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