COLM vs. LULU
Compare and contrast key facts about Columbia Sportswear Company (COLM) and Lululemon Athletica Inc. (LULU).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COLM or LULU.
Key characteristics
| COLM | LULU | |
|---|---|---|
| YTD Return | 7.66% | -35.41% |
| 1Y Return | 9.70% | -23.58% |
| 3Y Return (Ann) | -5.81% | -10.61% |
| 5Y Return (Ann) | -0.77% | 8.89% |
| 10Y Return (Ann) | 8.66% | 22.26% |
| Sharpe Ratio | 0.47 | -0.66 |
| Sortino Ratio | 0.81 | -0.72 |
| Omega Ratio | 1.10 | 0.90 |
| Calmar Ratio | 0.35 | -0.43 |
| Martin Ratio | 1.86 | -0.68 |
| Ulcer Index | 5.99% | 34.02% |
| Daily Std Dev | 23.47% | 35.37% |
| Max Drawdown | -63.21% | -92.24% |
| Current Drawdown | -21.67% | -35.41% |
Fundamentals
| COLM | LULU | |
|---|---|---|
| Market Cap | $4.77B | $39.40B |
| EPS | $3.57 | $12.93 |
| PE Ratio | 23.35 | 24.82 |
| PEG Ratio | 2.66 | 1.56 |
| Total Revenue (TTM) | $3.33B | $7.79B |
| Gross Profit (TTM) | $1.67B | $4.59B |
| EBITDA (TTM) | $290.57M | $2.28B |
Correlation
The correlation between COLM and LULU is 0.45, 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.
Performance
COLM vs. LULU - Performance Comparison
In the year-to-date period, COLM achieves a 7.66% return, which is significantly higher than LULU's -35.41% return. Over the past 10 years, COLM has underperformed LULU with an annualized return of 8.66%, while LULU has yielded a comparatively higher 22.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
COLM vs. LULU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Sportswear Company (COLM) 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.
Dividends
COLM vs. LULU - Dividend Comparison
COLM's dividend yield for the trailing twelve months is around 1.06%, while LULU has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLM Columbia Sportswear Company | 1.06% | 1.51% | 1.37% | 1.07% | 0.30% | 0.96% | 1.07% | 1.02% | 1.18% | 1.27% | 1.28% | 1.16% |
LULU Lululemon Athletica Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
COLM vs. LULU - Drawdown Comparison
The maximum COLM drawdown since its inception was -63.21%, smaller than the maximum LULU drawdown of -92.24%. Use the drawdown chart below to compare losses from any high point for COLM and LULU. For additional features, visit the drawdowns tool.
Volatility
COLM vs. LULU - Volatility Comparison
The current volatility for Columbia Sportswear Company (COLM) is 9.11%, while Lululemon Athletica Inc. (LULU) has a volatility of 11.14%. This indicates that COLM 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.
Financials
COLM vs. LULU - Financials Comparison
This section allows you to compare key financial metrics between Columbia Sportswear Company 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.
Total Revenue: Total amount of money received from sales and other business activities