KRMD vs. LUNA
KRMD (Repro Med Systems, Inc.) and LUNA (Luna Innovations Incorporated) are both stocks. KRMD operates in Medical Instruments & Supplies (Healthcare), while LUNA operates in Scientific & Technical Instruments (Technology). Over the past 10 years, KRMD returned 28.95%/yr vs 0.39%/yr for LUNA. At a 0.07 correlation, their price movements are largely independent.
Performance
KRMD vs. LUNA - Performance Comparison
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Returns By Period
In the year-to-date period, KRMD achieves a -28.92% return, which is significantly lower than LUNA's 13.04% return. Over the past 10 years, KRMD has outperformed LUNA with an annualized return of 28.95%, while LUNA has yielded a comparatively lower 0.39% annualized return.
KRMD
- 1D
- 6.99%
- 1M
- 0.73%
- YTD
- -28.92%
- 6M
- -36.66%
- 1Y
- 20.41%
- 3Y*
- 4.30%
- 5Y*
- -0.14%
- 10Y*
- 28.95%
LUNA
- 1D
- 0.00%
- 1M
- 19.27%
- YTD
- 13.04%
- 6M
- -7.14%
- 1Y
- 73.33%
- 3Y*
- -47.39%
- 5Y*
- -34.95%
- 10Y*
- 0.39%
KRMD vs. LUNA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KRMD Repro Med Systems, Inc. | -28.92% | 50.91% | 56.82% | -31.23% | 19.00% | -50.17% | -7.81% | 295.76% | 32.00% | 150.00% |
LUNA Luna Innovations Incorporated | 13.04% | -46.76% | -67.52% | -24.35% | 4.15% | -14.57% | 35.53% | 117.61% | 37.86% | 65.31% |
Correlation
The correlation between KRMD and LUNA is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2006 | 0.07 |
The correlation between KRMD and LUNA shifts across timeframes, from -0.05 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
KRMD:
$43.26M
LUNA:
$116.61M
KRMD:
$25.98M
LUNA:
$68.80M
KRMD:
-$1.51M
LUNA:
$7.02M
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Return for Risk
KRMD vs. LUNA — Risk / Return Rank
KRMD
LUNA
KRMD vs. LUNA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Repro Med Systems, Inc. (KRMD) and Luna Innovations Incorporated (LUNA). 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.
| KRMD | LUNA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.29 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 1.47 | -0.97 |
| Martin ratioReturn relative to average drawdown | 0.91 | 3.07 | -2.16 |
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Drawdowns
KRMD vs. LUNA - Drawdown Comparison
The maximum KRMD drawdown since its inception was -97.69%, roughly equal to the maximum LUNA drawdown of -97.65%. Use the drawdown chart below to compare losses from any high point for KRMD and LUNA.
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Drawdown Indicators
| KRMD | LUNA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.69% | -97.65% | -0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -41.26% | -50.29% | +9.03% |
Max Drawdown (3Y)Largest decline over 3 years | -57.96% | -96.79% | +38.83% |
Max Drawdown (5Y)Largest decline over 5 years | -57.96% | -97.65% | +39.69% |
Max Drawdown (10Y)Largest decline over 10 years | -84.30% | -97.65% | +13.35% |
Current DrawdownCurrent decline from peak | -66.75% | -89.84% | +23.09% |
Average DrawdownAverage peak-to-trough decline | -59.14% | -65.27% | +6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.45% | 23.99% | -1.54% |
Volatility
KRMD vs. LUNA - Volatility Comparison
The current volatility for Repro Med Systems, Inc. (KRMD) is 12.61%, while Luna Innovations Incorporated (LUNA) has a volatility of 29.24%. This indicates that KRMD experiences smaller price fluctuations and is considered to be less risky than LUNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KRMD | LUNA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.61% | 29.24% | -16.63% |
Volatility (6M)Calculated over the trailing 6-month period | 33.02% | 69.51% | -36.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.80% | 134.37% | -81.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.31% | 109.31% | -49.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.87% | 86.44% | -16.57% |
Dividends
KRMD vs. LUNA - Dividend Comparison
Neither KRMD nor LUNA has paid dividends to shareholders.
Financials
KRMD vs. LUNA - Financials Comparison
This section allows you to compare key financial metrics between Repro Med Systems, Inc. and Luna Innovations Incorporated. 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
Frequently Asked Questions
KRMD and LUNA have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LUNA has higher volatility (29.24%) compared to KRMD (12.61%). In terms of maximum drawdown, KRMD dropped -97.69% vs LUNA's -97.65%.
LUNA currently has the higher Sharpe Ratio (0.55 vs 0.39), 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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