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ISIN
US55024U1097
CUSIP
55024U109
IPO Date
Aug 4, 2015

Highlights

Market Cap
$86.00B
Enterprise Value
$89.94B
EPS (TTM)
$5.26
PE Ratio
169.83
Total Revenue (TTM)
$2.49B
Gross Profit (TTM)
$938.50M
EBITDA (TTM)
$470.10M
Year Range
$88.37 - $1,085.68
Target Price
$713.50
ROA (TTM)
6.26%
ROE (TTM)
14.79%

Share Price Chart


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Performance

LITE Performance Chart

Lumentum Holdings Inc. (LITE) is up 142.5% since the beginning of the year. At $894 per share, LITE is trading 17.7% below its 52-week high of $1,086. Investors who bought $1,000 worth of LITE shares 5 years ago would now be looking at an investment worth $11,045.


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S&P 500 Index

Returns By Period

Lumentum Holdings Inc. (LITE) has returned 142.53% so far this year and 897.02% over the past 12 months. Looking at the last ten years, LITE has achieved an annualized return of 43.45%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Lumentum Holdings Inc.

1D
5.17%
1M
-5.59%
YTD
142.53%
6M
129.28%
1Y
897.02%
3Y*
152.86%
5Y*
61.67%
10Y*
43.45%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.15%
1Y
24.03%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LITE Monthly Returns History

Based on dividend-adjusted daily data since Aug 4, 2015, LITE's average daily return is +0.19%, while the average monthly return is +3.99%. At this rate, an investment would double in approximately 1.5 years.

Historically, 55% of months were positive and 45% were negative. The best month was Feb 2026 with a return of +78.9%, while the worst month was May 2019 at -34.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, LITE closed higher 52% of trading days. The best single day was Nov 5, 2025 with a return of +23.6%, while the worst single day was Nov 12, 2018 at -33.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.31%78.88%0.26%28.40%-5.25%4.56%142.53%
20251.32%-17.32%-11.36%-5.29%22.43%31.52%15.80%20.65%22.51%23.88%61.32%13.36%339.06%
20244.81%-11.78%-2.31%-7.58%-0.59%17.06%1.69%11.26%10.02%0.77%36.17%-3.47%60.15%
202315.35%-10.58%0.37%-10.66%9.64%7.24%-7.70%3.38%-16.53%-13.21%9.16%22.48%0.48%
2022-4.06%-2.58%-1.27%-16.79%6.00%-7.74%13.90%-7.64%-17.93%8.58%-26.21%-5.04%-50.68%
2021-1.05%-4.05%1.50%-6.90%-4.33%0.81%2.39%3.16%-3.58%-1.15%5.07%21.90%11.57%

Benchmark Metrics

Lumentum Holdings Inc. has an annualized alpha of 35.03%, beta of 1.41, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since August 04, 2015.

  • This stock captured 180.54% of S&P 500 Index gains but only 69.19% of its losses - a favorable profile for investors.
  • R2 of 0.21 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
35.03%
Beta
1.41
0.21
Upside Capture
180.54%
Downside Capture
69.19%

Return for Risk

Risk / Return Rank

LITE ranks 99 for risk / return — in the top 99% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


LITE Risk / Return Rank: 9999
Overall Rank
LITE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
LITE Sortino Ratio Rank: 9898
Sortino Ratio Rank
LITE Omega Ratio Rank: 9797
Omega Ratio Rank
LITE Calmar Ratio Rank: 100100
Calmar Ratio Rank
LITE Martin Ratio Rank: 100100
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Lumentum Holdings Inc. (LITE) and compare them to S&P 500 Index.

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.


LITEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+8.39

Sortino ratioReturn per unit of downside risk

+2.46

Omega ratioGain probability vs. loss probability

1.68

1.37

+0.31

Calmar ratioReturn relative to maximum drawdown

31.57

2.78

+28.79

Martin ratioReturn relative to average drawdown

111.29

12.44

+98.85

Dividends

Dividend History


Lumentum Holdings Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Lumentum Holdings Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lumentum Holdings Inc. was 66.89%, occurring on Oct 27, 2023. Recovery took 437 trading sessions.

The current Lumentum Holdings Inc. drawdown is 15.11%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-66.89%Oct 2023
2y 9mo1y 9mo
4y 6moJan 2021 - Jul 2025
Rate-hike selloffLate 2018
-48.77%Nov 2018
8mo 2d1y 15d
1y 8moMar 2018 - Nov 2019
2015 bear market2015
-41.77%Oct 2015
2mo 16d4mo 1d
6mo 17dAug 2015 - Feb 2016
2018 bear market2018
-37.31%Feb 2018
6mo 15d1mo 2d
7mo 17dJul 2017 - Mar 2018
COVID crash2020
-33.07%Mar 2020
1mo 6d4mo 16d
5mo 22dFeb 2020 - Aug 2020

Drawdown Indicators


LITEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-66.89%

-56.78%

-10.11%

Max Drawdown (1Y)

Largest decline over 1 year

-28.70%

-9.10%

-19.60%

Max Drawdown (3Y)

Largest decline over 3 years

-50.63%

-18.90%

-31.73%

Max Drawdown (5Y)

Largest decline over 5 years

-66.48%

-25.43%

-41.05%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

-33.92%

-32.97%

Current Drawdown

Current decline from peak

-15.11%

-1.80%

-13.31%

Average Drawdown

Average peak-to-trough decline

-23.56%

-10.71%

-12.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.13%

2.03%

+6.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Lumentum Holdings Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Lumentum Holdings Inc. is priced in the market compared to other companies in the Communication Equipment industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for LITE, comparing it with other companies in the Communication Equipment industry. Currently, LITE has a P/E ratio of 169.8. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for LITE relative to other companies in the Communication Equipment industry. Currently, LITE has a P/S ratio of 30.0. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for LITE in comparison with other companies in the Communication Equipment industry. Currently, LITE has a P/B value of 28.9. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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