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IUSG vs. LKNCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSG vs. LKNCY

Last updated Jul 18, 2026
Documentation

IUSG (iShares Core S&P U.S. Growth ETF) is Large Cap Growth Equities fund tracking the S&P 900 Growth Index, while LKNCY (Luckin Coffee Inc.) is a stock. Over the past 5 years, IUSG returned 13.24%/yr vs 18.89%/yr for LKNCY. At a 0.20 correlation, their price movements are largely independent.

Performance

IUSG vs. LKNCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Growth ETF (IUSG) and Luckin Coffee Inc. (LKNCY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IUSG achieves a 9.67% return, which is significantly higher than LKNCY's -8.66% return.

IUSG

1D
-1.34%
1M
-0.95%
6M
8.77%
YTD
9.67%
1Y
20.39%
3Y*
23.31%
5Y*
13.24%
10Y*
17.09%

LKNCY

1D
-4.23%
1M
-0.29%
6M
-9.87%
YTD
-8.66%
1Y
-17.25%
3Y*
5.76%
5Y*
18.89%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSG vs. LKNCY - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
IUSG
iShares Core S&P U.S. Growth ETF		9.67%21.23%34.70%29.28%-28.81%31.26%32.65%11.23%
LKNCY
Luckin Coffee Inc.		-8.66%30.50%-5.90%23.89%133.26%11.06%-78.40%57.44%

Correlation

The correlation between IUSG and LKNCY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

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

0.18

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

0.20

Correlation (All Time)
Calculated using the full available price history since May 17, 2019

0.20

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core S&P U.S. Growth ETF

Luckin Coffee Inc.

Often compared with IUSG:
IUSG vs. IUSVIUSG vs. SCHGIUSG vs. VUGIUSG vs. QQQIUSG vs. IVWIUSG vs. IVVIUSG vs. VOOG
Often compared with LKNCY:
LKNCY vs. SBUXLKNCY vs. BABALKNCY vs. AMZNLKNCY vs. NIOLKNCY vs. ACWILKNCY vs. BUDLKNCY vs. VOO

Return for Risk

IUSG vs. LKNCY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSG
IUSG Risk / Return Rank: 4040
Overall Rank
IUSG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 3939
Sortino Ratio Rank
IUSG Omega Ratio Rank: 3838
Omega Ratio Rank
IUSG Calmar Ratio Rank: 3737
Calmar Ratio Rank
IUSG Martin Ratio Rank: 4747
Martin Ratio Rank
LKNCY
LKNCY Risk / Return Rank: 2626
Overall Rank
LKNCY Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LKNCY Sortino Ratio Rank: 2525
Sortino Ratio Rank
LKNCY Omega Ratio Rank: 2626
Omega Ratio Rank
LKNCY Calmar Ratio Rank: 2727
Calmar Ratio Rank
LKNCY Martin Ratio Rank: 2424
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.

IUSG vs. LKNCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Growth ETF (IUSG) and Luckin Coffee Inc. (LKNCY). 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.

IUSGLKNCYDifference
Sharpe ratioReturn per unit of total volatility
1.19
-0.40

+1.59

Sortino ratioReturn per unit of downside risk
1.69
-0.36

+2.05

Omega ratioGain probability vs. loss probability

1.21

0.96

+0.25

Calmar ratioReturn relative to maximum drawdown

1.57

-0.49

+2.05

Martin ratioReturn relative to average drawdown

6.12

-0.94

+7.06

IUSG vs. LKNCY - Sharpe Ratio Comparison

The current IUSG Sharpe Ratio is 1.19, which is higher than the LKNCY Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of IUSG and LKNCY, 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

IUSG vs. LKNCY - Drawdown Comparison

The maximum IUSG drawdown since its inception was -63.41%, smaller than the maximum LKNCY drawdown of -97.24%. Use the drawdown chart below to compare losses from any high point for IUSG and LKNCY.

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Drawdown Indicators

IUSGLKNCYDifference

Max Drawdown

Largest peak-to-trough decline

-63.41%

-97.24%

+33.83%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-35.70%

+22.63%

Max Drawdown (3Y)

Largest decline over 3 years

-22.28%

-51.89%

+29.61%

Max Drawdown (5Y)

Largest decline over 5 years

-32.21%

-64.30%

+32.09%

Max Drawdown (10Y)

Largest decline over 10 years

-32.35%

—

—

Current Drawdown

Current decline from peak

-4.81%

-38.82%

+34.01%

Average Drawdown

Average peak-to-trough decline

-21.36%

-53.94%

+32.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

18.35%

-15.01%

Volatility

IUSG vs. LKNCY - Volatility Comparison

The current volatility for iShares Core S&P U.S. Growth ETF (IUSG) is 5.63%, while Luckin Coffee Inc. (LKNCY) has a volatility of 17.08%. This indicates that IUSG experiences smaller price fluctuations and is considered to be less risky than LKNCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSGLKNCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

17.08%

-11.45%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

32.50%

-18.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.27%

43.48%

-26.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

67.76%

-46.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.49%

106.97%

-86.48%

Dividends

IUSG vs. LKNCY - Dividend Comparison

IUSG's dividend yield for the trailing twelve months is around 0.50%, while LKNCY has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IUSG
iShares Core S&P U.S. Growth ETF		0.50%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%
LKNCY
Luckin Coffee 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%

Frequently Asked Questions

IUSG and LKNCY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LKNCY has higher volatility (17.08%) compared to IUSG (5.63%). In terms of maximum drawdown, IUSG dropped -63.41% vs LKNCY's -97.24%.

IUSG currently has the higher Sharpe Ratio (1.19 vs -0.40), 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.

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