LYFT vs. UBER

In the year-to-date period, LYFT achieves a -31.39% return, which is significantly lower than UBER's -12.24% return.

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This table presents a comparison of risk-adjusted performance metrics for Lyft, Inc. (LYFT) and Uber Technologies, Inc. (UBER). 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.

The current LYFT Sharpe Ratio is 0.14, which is higher than the UBER Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of LYFT and UBER, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between LYFT and UBER is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Neither LYFT nor UBER has paid dividends to shareholders.

The maximum LYFT drawdown since its inception was -89.79%, which is greater than UBER's maximum drawdown of -68.05%. Use the drawdown chart below to compare losses from any high point for LYFT and UBER.

Lyft, Inc. (LYFT) has a higher volatility of 13.10% compared to Uber Technologies, Inc. (UBER) at 10.29%. This indicates that LYFT's price experiences larger fluctuations and is considered to be riskier than UBER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Lyft, Inc. and Uber Technologies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.