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CLIQ.DE vs. LULU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CLIQ.DE vs. LULU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Cliq Digital AG (CLIQ.DE) and Lululemon Athletica Inc. (LULU). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CLIQ.DE is traded in EUR, while LULU is traded in USD. To make them comparable, the LULU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CLIQ.DE achieves a 166.42% return, which is significantly higher than LULU's -41.97% return. Both investments have delivered pretty close results over the past 10 years, with CLIQ.DE having a 5.05% annualized return and LULU not far behind at 5.04%.


CLIQ.DE

1D
0.55%
1M
0.27%
YTD
166.42%
6M
146.62%
1Y
-36.76%
3Y*
-45.91%
5Y*
-30.42%
10Y*
5.05%

LULU

1D
-2.44%
1M
0.20%
YTD
-41.97%
6M
-41.20%
1Y
-50.40%
3Y*
-33.00%
5Y*
-18.15%
10Y*
5.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLIQ.DE vs. LULU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLIQ.DE
Cliq Digital AG
166.42%-69.87%-76.60%-16.11%6.40%50.70%487.23%69.59%-78.97%58.79%
LULU
Lululemon Athletica Inc.
-41.97%-52.11%-20.27%54.80%-13.08%20.89%37.84%94.81%62.00%6.07%

Correlation

The correlation between CLIQ.DE and LULU is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2007

0.08

The correlation between CLIQ.DE and LULU shifts across timeframes, from 0.01 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

CLIQ.DE vs. LULU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLIQ.DE
CLIQ.DE Risk / Return Rank: 2929
Overall Rank
CLIQ.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CLIQ.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
CLIQ.DE Omega Ratio Rank: 3232
Omega Ratio Rank
CLIQ.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
CLIQ.DE Martin Ratio Rank: 3030
Martin Ratio Rank

LULU
LULU Risk / Return Rank: 33
Overall Rank
LULU Sharpe Ratio Rank: 33
Sharpe Ratio Rank
LULU Sortino Ratio Rank: 44
Sortino Ratio Rank
LULU Omega Ratio Rank: 44
Omega Ratio Rank
LULU Calmar Ratio Rank: 33
Calmar Ratio Rank
LULU Martin Ratio Rank: 33
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.

CLIQ.DE vs. LULU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cliq Digital AG (CLIQ.DE) and Lululemon Athletica Inc. (LULU). 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.


CLIQ.DELULUDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.00

0.77

+0.23

Calmar ratioReturn relative to maximum drawdown

-0.50

-0.98

+0.49

Martin ratioReturn relative to average drawdown

-0.71

-1.74

+1.03

CLIQ.DE vs. LULU - Sharpe Ratio Comparison

The current CLIQ.DE Sharpe Ratio is -0.36, which is higher than the LULU Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of CLIQ.DE and LULU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CLIQ.DE vs. LULU - Drawdown Comparison

The maximum CLIQ.DE drawdown since its inception was -96.17%, which is greater than LULU's maximum drawdown of -91.30%. Use the drawdown chart below to compare losses from any high point for CLIQ.DE and LULU.


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Drawdown Indicators


CLIQ.DELULUDifference

Max Drawdown

Largest peak-to-trough decline

-96.17%

-91.30%

-4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-76.96%

-52.94%

-24.02%

Max Drawdown (3Y)

Largest decline over 3 years

-94.66%

-78.77%

-15.89%

Max Drawdown (5Y)

Largest decline over 5 years

-95.58%

-78.77%

-16.81%

Max Drawdown (10Y)

Largest decline over 10 years

-96.17%

-78.77%

-17.40%

Current Drawdown

Current decline from peak

-89.49%

-78.02%

-11.47%

Average Drawdown

Average peak-to-trough decline

-55.93%

-26.31%

-29.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.05%

30.52%

+23.53%

Volatility

CLIQ.DE vs. LULU - Volatility Comparison

The current volatility for Cliq Digital AG (CLIQ.DE) is 4.97%, while Lululemon Athletica Inc. (LULU) has a volatility of 12.68%. This indicates that CLIQ.DE experiences smaller price fluctuations and is considered to be less risky than LULU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLIQ.DELULUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

12.68%

-7.71%

Volatility (6M)

Calculated over the trailing 6-month period

82.04%

32.30%

+49.74%

Volatility (1Y)

Calculated over the trailing 1-year period

108.50%

44.04%

+64.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.56%

42.06%

+33.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.45%

40.86%

+28.59%

Dividends

CLIQ.DE vs. LULU - Dividend Comparison

CLIQ.DE's dividend yield for the trailing twelve months is around 1.10%, while LULU has not paid dividends to shareholders.


PositionTTM202520242023202220212020
CLIQ.DE
Cliq Digital AG
1.10%5.84%0.86%9.00%4.37%1.86%1.69%
LULU
Lululemon Athletica Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

CLIQ.DE vs. LULU - Financials Comparison

This section allows you to compare key financial metrics between Cliq Digital AG and Lululemon Athletica 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. CLIQ.DE values in EUR, LULU values in USD

Frequently Asked Questions


CLIQ.DE and LULU have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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