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CROX vs. LULU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CROX and LULU is 0.43, 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.


-0.50.00.51.00.4

Performance

CROX vs. LULU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crocs, Inc. (CROX) and Lululemon Athletica Inc. (LULU). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-21.88%
28.69%
CROX
LULU

Key characteristics

Sharpe Ratio

CROX:

0.01

LULU:

-0.55

Sortino Ratio

CROX:

0.31

LULU:

-0.57

Omega Ratio

CROX:

1.04

LULU:

0.92

Calmar Ratio

CROX:

0.01

LULU:

-0.40

Martin Ratio

CROX:

0.03

LULU:

-0.65

Ulcer Index

CROX:

18.00%

LULU:

32.87%

Daily Std Dev

CROX:

41.57%

LULU:

39.48%

Max Drawdown

CROX:

-98.74%

LULU:

-92.24%

Current Drawdown

CROX:

-42.47%

LULU:

-26.33%

Fundamentals

Market Cap

CROX:

$6.13B

LULU:

$45.87B

EPS

CROX:

$13.60

LULU:

$13.82

PE Ratio

CROX:

7.64

LULU:

27.25

PEG Ratio

CROX:

-31.83

LULU:

1.56

Total Revenue (TTM)

CROX:

$3.11B

LULU:

$10.18B

Gross Profit (TTM)

CROX:

$1.84B

LULU:

$5.99B

EBITDA (TTM)

CROX:

$873.17M

LULU:

$2.71B

Returns By Period

In the year-to-date period, CROX achieves a -5.15% return, which is significantly lower than LULU's -1.50% return. Over the past 10 years, CROX has outperformed LULU with an annualized return of 25.30%, while LULU has yielded a comparatively lower 19.63% annualized return.


CROX

YTD

-5.15%

1M

-4.65%

6M

-21.88%

1Y

3.14%

5Y*

20.19%

10Y*

25.30%

LULU

YTD

-1.50%

1M

-3.36%

6M

28.69%

1Y

-19.98%

5Y*

9.36%

10Y*

19.63%

*Annualized

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Risk-Adjusted Performance

CROX vs. LULU — Risk-Adjusted Performance Rank

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

CROX
The Risk-Adjusted Performance Rank of CROX is 4646
Overall Rank
The Sharpe Ratio Rank of CROX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of CROX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of CROX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of CROX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of CROX is 4949
Martin Ratio Rank

LULU
The Risk-Adjusted Performance Rank of LULU is 2323
Overall Rank
The Sharpe Ratio Rank of LULU is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of LULU is 2020
Sortino Ratio Rank
The Omega Ratio Rank of LULU is 1919
Omega Ratio Rank
The Calmar Ratio Rank of LULU is 2424
Calmar Ratio Rank
The Martin Ratio Rank of LULU is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CROX vs. LULU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crocs, Inc. (CROX) 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.


Sharpe ratio
The chart of Sharpe ratio for CROX, currently valued at 0.01, compared to the broader market-2.000.002.000.01-0.55
The chart of Sortino ratio for CROX, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.31-0.57
The chart of Omega ratio for CROX, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.92
The chart of Calmar ratio for CROX, currently valued at 0.01, compared to the broader market0.002.004.006.000.01-0.40
The chart of Martin ratio for CROX, currently valued at 0.03, compared to the broader market-30.00-20.00-10.000.0010.0020.000.03-0.65
CROX
LULU

The current CROX Sharpe Ratio is 0.01, which is higher than the LULU Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of CROX and LULU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.01
-0.55
CROX
LULU

Dividends

CROX vs. LULU - Dividend Comparison

Neither CROX nor LULU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CROX vs. LULU - Drawdown Comparison

The maximum CROX drawdown since its inception was -98.74%, which is greater than LULU's maximum drawdown of -92.24%. Use the drawdown chart below to compare losses from any high point for CROX and LULU. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-42.47%
-26.33%
CROX
LULU

Volatility

CROX vs. LULU - Volatility Comparison

Crocs, Inc. (CROX) has a higher volatility of 9.94% compared to Lululemon Athletica Inc. (LULU) at 8.91%. This indicates that CROX's price experiences larger fluctuations and is considered to be riskier than LULU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.94%
8.91%
CROX
LULU

Financials

CROX vs. LULU - Financials Comparison

This section allows you to compare key financial metrics between Crocs, Inc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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