ASX vs LRCX: returns, Sharpe ratio and drawdown

Over the past year, ASX returned +204.31% against +83.23% for LRCX. Over five years, ASX averaged +41.21% a year, compared with +36.46% for LRCX. ASX had the higher Sharpe ratio over the past year (2.20 vs 1.20), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -31.03% for ASX and -41.76% for LRCX.