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FLYW vs. LU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FLYW vs. LU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flywire Corporation (FLYW) and Lufax Holding Ltd (LU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLYW achieves a 3.88% return, which is significantly higher than LU's -48.05% return.


FLYW

1D
-0.47%
1M
-7.08%
YTD
3.88%
6M
-0.41%
1Y
36.33%
3Y*
-23.28%
5Y*
-13.54%
10Y*

LU

1D
-0.75%
1M
-32.14%
YTD
-48.05%
6M
-50.00%
1Y
-54.45%
3Y*
-22.60%
5Y*
-40.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLYW vs. LU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FLYW
Flywire Corporation
3.88%-31.33%-10.93%-5.39%-35.71%11.94%
LU
Lufax Holding Ltd
-48.05%7.11%73.97%-58.03%-60.48%-55.03%

Correlation

The correlation between FLYW and LU is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.14

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

0.22

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

0.21

Fundamentals

Total Revenue (TTM)

FLYW:

$188.60B

LU:

CN¥31.92B

Gross Profit (TTM)

FLYW:

$299.78M

LU:

CN¥13.50B

EBITDA (TTM)

FLYW:

$11.02B

LU:

-CN¥1.26B

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Return for Risk

FLYW vs. LU — Risk / Return Rank

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

FLYW
FLYW Risk / Return Rank: 6767
Overall Rank
FLYW Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FLYW Sortino Ratio Rank: 6666
Sortino Ratio Rank
FLYW Omega Ratio Rank: 6565
Omega Ratio Rank
FLYW Calmar Ratio Rank: 6868
Calmar Ratio Rank
FLYW Martin Ratio Rank: 7070
Martin Ratio Rank

LU
LU Risk / Return Rank: 77
Overall Rank
LU Sharpe Ratio Rank: 55
Sharpe Ratio Rank
LU Sortino Ratio Rank: 44
Sortino Ratio Rank
LU Omega Ratio Rank: 66
Omega Ratio Rank
LU Calmar Ratio Rank: 1313
Calmar Ratio Rank
LU Martin Ratio Rank: 99
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.

FLYW vs. LU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flywire Corporation (FLYW) and Lufax Holding Ltd (LU). 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.


FLYWLUDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+3.22

Omega ratioGain probability vs. loss probability

1.19

0.80

+0.38

Calmar ratioReturn relative to maximum drawdown

1.30

-0.78

+2.08

Martin ratioReturn relative to average drawdown

3.39

-1.40

+4.79

FLYW vs. LU - Sharpe Ratio Comparison

The current FLYW Sharpe Ratio is 0.78, which is higher than the LU Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of FLYW and LU, 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

FLYW vs. LU - Drawdown Comparison

The maximum FLYW drawdown since its inception was -84.40%, smaller than the maximum LU drawdown of -96.68%. Use the drawdown chart below to compare losses from any high point for FLYW and LU.


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Drawdown Indicators


FLYWLUDifference

Max Drawdown

Largest peak-to-trough decline

-84.40%

-96.68%

+12.28%

Max Drawdown (1Y)

Largest decline over 1 year

-28.16%

-69.77%

+41.61%

Max Drawdown (3Y)

Largest decline over 3 years

-75.98%

-69.77%

-6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-84.40%

-94.84%

+10.44%

Current Drawdown

Current decline from peak

-72.74%

-95.42%

+22.68%

Average Drawdown

Average peak-to-trough decline

-56.06%

-78.39%

+22.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.75%

38.81%

-28.06%

Volatility

FLYW vs. LU - Volatility Comparison

Flywire Corporation (FLYW) has a higher volatility of 13.08% compared to Lufax Holding Ltd (LU) at 11.70%. This indicates that FLYW's price experiences larger fluctuations and is considered to be riskier than LU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLYWLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.08%

11.70%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

36.78%

34.40%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

46.88%

53.01%

-6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.22%

76.61%

-19.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.28%

76.27%

-18.99%

Dividends

FLYW vs. LU - Dividend Comparison

Neither FLYW nor LU has paid dividends to shareholders.


PositionTTM2025202420232022
FLYW
Flywire Corporation
0.00%0.00%0.00%0.00%0.00%
LU
Lufax Holding Ltd
0.00%0.00%101.26%11.60%26.29%

Financials

FLYW vs. LU - Financials Comparison

This section allows you to compare key financial metrics between Flywire Corporation and Lufax Holding Ltd. 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


0.0050.00B100.00B150.00B200.00B20222023202420252026
188.11B
4.45B
(FLYW) Total Revenue
(LU) Total Revenue
Please note, different currencies. FLYW values in USD, LU values in CNY

Frequently Asked Questions


FLYW and LU have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLYW has higher volatility (13.08%) compared to LU (11.70%). In terms of maximum drawdown, FLYW dropped -84.40% vs LU's -96.68%.

FLYW currently has the higher Sharpe Ratio (0.78 vs -1.03), 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.

Portfolio Optimizer

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