CHR vs. LITE

Last updated Aug 1, 2026

CHR (Cheer Holding Inc.) and LITE (Lumentum Holdings Inc.) are both stocks. CHR operates in Advertising Agencies (Communication Services), while LITE operates in Communication Equipment (Technology). Over the past year, CHR returned -99.32% vs 569.24% for LITE. Their 0.05 correlation means their historical movements had little consistent relationship.

Performance

CHR vs. LITE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cheer Holding Inc. (CHR) and Lumentum Holdings Inc. (LITE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHR achieves a -51.04% return, which is significantly lower than LITE's 93.69% return.

CHR

• 1D: -3.09%
• 1M: -5.05%
• 6M: -52.88%
• YTD: -51.04%
• 1Y: -99.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -93.69%

LITE

• 1D: 2.99%
• 1M: -1.97%
• 6M: 82.20%
• YTD: 93.69%
• 1Y: 569.24%
• 3Y*: 140.32%
• 5Y*: 53.42%
• 10Y*: 37.52%
• ALL TIME*: 36.04%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CHR Cheer Holding Inc.	$203.36K	$141.09K	$380.65K
LITE Lumentum Holdings Inc.	$3.39B	$3.22B	$4.79B

CHR vs. LITE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CHR Cheer Holding Inc.	-51.04%	-98.97%	8.44%
LITE Lumentum Holdings Inc.	93.69%	339.06%	63.96%

Correlation

The correlation between CHR and LITE is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.04
Correlation (All Time) Calculated using the full available price history since Sep 10, 2024	0.05

Fundamentals

Market Cap CHR : $55.96M LITE : $55.54B
Total Revenue (TTM) CHR : $310.53M LITE : $2.49B
Gross Profit (TTM) CHR : $226.09M LITE : $938.50M
EBITDA (TTM) CHR : $63.82M LITE : $470.10M

Return for Risk

CHR vs. LITE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CHR

CHR Risk / Return Rank: 7
CHR Sharpe Ratio Rank: 14
CHR Sortino Ratio Rank: 1
CHR Omega Ratio Rank: 1
CHR Calmar Ratio Rank: 1
CHR Martin Ratio Rank: 20

LITE

LITE Risk / Return Rank: 98
LITE Sharpe Ratio Rank: 100
LITE Sortino Ratio Rank: 97
LITE Omega Ratio Rank: 96
LITE Calmar Ratio Rank: 99
LITE Martin Ratio Rank: 99

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CHR vs. LITE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheer Holding Inc. (CHR) and Lumentum Holdings Inc. (LITE). 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.

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.

	CHR	LITE	Difference
Sharpe ratio: Return per unit of total volatility	-0.66	5.95	-6.61
Sortino ratio: Return per unit of downside risk	-2.71	4.07	-6.78
Omega ratio: Gain probability vs. loss probability	0.61	1.50	-0.88
Calmar ratio: Return relative to maximum drawdown	-1.00	12.93	-13.93
Martin ratio: Return relative to average drawdown	-1.09	44.86	-45.95

CHR vs. LITE - Sharpe Ratio Comparison

The current CHR Sharpe Ratio is -0.66, which is lower than the LITE Sharpe Ratio of 5.95. The chart below compares the historical Sharpe Ratios of CHR and LITE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CHR vs. LITE - Drawdown Comparison

The maximum CHR drawdown since its inception was -99.69%, which is greater than LITE's maximum drawdown of -66.89%. Use the drawdown chart below to compare losses from any high point for CHR and LITE.

Drawdown Indicators

	CHR	LITE	Difference
Max Drawdown Largest peak-to-trough decline	-99.69%	-66.89%	-32.80%
Max Drawdown (1Y) Largest decline over 1 year	-99.45%	-42.80%	-56.65%
Max Drawdown (3Y) Largest decline over 3 years	—	-50.63%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-66.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.89%	—
Current Drawdown Current decline from peak	-99.61%	-32.21%	-67.40%
Average Drawdown Average peak-to-trough decline	-65.54%	-23.59%	-41.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	91.59%	12.31%	+79.28%

Volatility

CHR vs. LITE - Volatility Comparison

The current volatility for Cheer Holding Inc. (CHR) is 21.45%, while Lumentum Holdings Inc. (LITE) has a volatility of 31.86%. This indicates that CHR experiences smaller price fluctuations and is considered to be less risky than LITE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHR	LITE	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.45%	31.86%	-10.41%
Volatility (6M) Calculated over the trailing 6-month period	76.86%	70.58%	+6.28%
Volatility (1Y) Calculated over the trailing 1-year period	150.29%	93.02%	+57.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	119.80%	61.98%	+57.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	119.80%	57.45%	+62.35%

Dividends

CHR vs. LITE - Dividend Comparison

Neither CHR nor LITE has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both CHR and LITE in my portfolio?

CHR and LITE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CHR or LITE?

LITE has higher volatility (31.86%) compared to CHR (21.45%). In terms of maximum drawdown, CHR dropped -99.69% vs LITE's -66.89%.

Which has better risk-adjusted returns?

LITE currently has the higher Sharpe Ratio (5.95 vs -0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.