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IUSG vs. LKNCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSG vs. LKNCY

Last updated Jun 26, 2026

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 13.75%/yr vs 27.74%/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.

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Returns By Period

In the year-to-date period, IUSG achieves a 9.14% return, which is significantly higher than LKNCY's -10.45% return.

IUSG

1D
0.18%
1M
-3.15%
YTD
9.14%
6M
7.57%
1Y
24.77%
3Y*
25.30%
5Y*
13.75%
10Y*
17.98%

LKNCY

1D
-4.91%
1M
-5.81%
YTD
-10.45%
6M
-12.41%
1Y
-15.49%
3Y*
12.57%
5Y*
27.74%
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		9.14%21.23%34.70%29.28%-28.81%31.26%32.65%11.23%
LKNCY
Luckin Coffee Inc.		-10.45%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

0.21

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: 4747
Overall Rank
IUSG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 4646
Sortino Ratio Rank
IUSG Omega Ratio Rank: 4646
Omega Ratio Rank
IUSG Calmar Ratio Rank: 4343
Calmar Ratio Rank
IUSG Martin Ratio Rank: 5151
Martin Ratio Rank
LKNCY
LKNCY Risk / Return Rank: 2626
Overall Rank
LKNCY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LKNCY Sortino Ratio Rank: 2525
Sortino Ratio Rank
LKNCY Omega Ratio Rank: 2626
Omega Ratio Rank
LKNCY Calmar Ratio Rank: 2626
Calmar Ratio Rank
LKNCY Martin Ratio Rank: 2525
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
1.48
-0.37

+1.85

Sortino ratioReturn per unit of downside risk
2.04
-0.32

+2.36

Omega ratioGain probability vs. loss probability

1.26

0.97

+0.30

Calmar ratioReturn relative to maximum drawdown

1.90

-0.51

+2.42

Martin ratioReturn relative to average drawdown

7.68

-0.91

+8.58

IUSG vs. LKNCY - Sharpe Ratio Comparison

The current IUSG Sharpe Ratio is 1.48, which is higher than the LKNCY Sharpe Ratio of -0.37. 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%

-30.28%

+17.21%

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

-5.28%

-40.02%

+34.74%

Average Drawdown

Average peak-to-trough decline

-21.40%

-54.07%

+32.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

17.13%

-13.90%

Volatility

IUSG vs. LKNCY - Volatility Comparison

The current volatility for iShares Core S&P U.S. Growth ETF (IUSG) is 7.02%, while Luckin Coffee Inc. (LKNCY) has a volatility of 10.60%. 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

7.02%

10.60%

-3.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.59%

30.17%

-16.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.84%

41.71%

-24.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

69.13%

-48.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.47%

107.27%

-86.80%

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 (10.60%) compared to IUSG (7.02%). In terms of maximum drawdown, IUSG dropped -63.41% vs LKNCY's -97.24%.

IUSG currently has the higher Sharpe Ratio (1.48 vs -0.37), 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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