LRCX vs MU: returns, Sharpe ratio and drawdown
Performance
LRCX+127.37%MU+438.57%
Summary
LRCX vs MU
Over the past year, MU returned +438.57% against +127.37% for LRCX. Over five years, MU averaged +72.83% a year, compared with +41.67% for LRCX. MU had the higher Sharpe ratio over the past year (2.45 vs 1.55), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -38.59% for LRCX and -39.10% for MU.
Current Drawdown
LRCX-21.98%MU-14.64%
Rolling Volatility
LRCX+3.38%MU+3.09%
METRICS
Correlation Matrix
Metrics
Risk Indicators
LRCXMU
Alpha
LRCX
65.51%
MU
164.52%
Beta
LRCX
3.11x
MU
3.20x
Sharpe
LRCX
1.55
MU
2.45
Sortino
LRCX
2.41
MU
4.11
Omega
LRCX
1.29
MU
1.51
Calmar
LRCX
3.30
MU
11.22
Martin
LRCX
7.08
MU
14.75
Comparisons