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LAZR vs. RYCEY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LAZR vs. RYCEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Luminar Technologies, Inc. (LAZR) and Rolls-Royce Holdings plc (RYCEY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LAZR

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-78.56%
1Y
-94.52%
3Y*
-87.69%
5Y*
-77.92%
10Y*

RYCEY

1D
-1.69%
1M
4.65%
YTD
7.91%
6M
17.47%
1Y
38.93%
3Y*
110.91%
5Y*
62.18%
10Y*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LAZR vs. RYCEY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LAZR
Luminar Technologies, Inc.
0.00%-96.50%-89.36%-31.92%-70.73%-50.26%233.33%4.08%
RYCEY
Rolls-Royce Holdings plc
7.91%123.64%88.21%253.27%-33.95%2.53%-82.05%-23.10%

Correlation

The correlation between LAZR and RYCEY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.16

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

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2019

0.18

The correlation between LAZR and RYCEY shifts across timeframes, from 0.12 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

LAZR:

-$3.95

RYCEY:

$0.99

PS Ratio

LAZR:

0.15

RYCEY:

3.56

Total Revenue (TTM)

LAZR:

$75.75M

RYCEY:

$40.04B

Gross Profit (TTM)

LAZR:

-$16.13M

RYCEY:

$10.10B

EBITDA (TTM)

LAZR:

-$161.26M

RYCEY:

$8.04B

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Return for Risk

LAZR vs. RYCEY — Risk / Return Rank

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

LAZR
LAZR Risk / Return Rank: 1010
Overall Rank
LAZR Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LAZR Sortino Ratio Rank: 1212
Sortino Ratio Rank
LAZR Omega Ratio Rank: 88
Omega Ratio Rank
LAZR Calmar Ratio Rank: 00
Calmar Ratio Rank
LAZR Martin Ratio Rank: 88
Martin Ratio Rank

RYCEY
RYCEY Risk / Return Rank: 7070
Overall Rank
RYCEY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RYCEY Sortino Ratio Rank: 6868
Sortino Ratio Rank
RYCEY Omega Ratio Rank: 6666
Omega Ratio Rank
RYCEY Calmar Ratio Rank: 7272
Calmar Ratio Rank
RYCEY Martin Ratio Rank: 7575
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.

LAZR vs. RYCEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Luminar Technologies, Inc. (LAZR) and Rolls-Royce Holdings plc (RYCEY). 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.


LAZRRYCEYDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

0.84

1.20

-0.36

Calmar ratioReturn relative to maximum drawdown

-1.02

1.80

-2.81

Martin ratioReturn relative to average drawdown

-1.39

5.14

-6.53

LAZR vs. RYCEY - Sharpe Ratio Comparison

The current LAZR Sharpe Ratio is -0.41, which is lower than the RYCEY Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of LAZR and RYCEY, 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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Sharpe Ratios by Period


LAZRRYCEYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

1.04

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.60

1.44

-2.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

-0.23

-0.30

Drawdowns

LAZR vs. RYCEY - Drawdown Comparison

The maximum LAZR drawdown since its inception was -99.97%, roughly equal to the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for LAZR and RYCEY.


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Drawdown Indicators


LAZRRYCEYDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-99.07%

-0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-95.02%

-21.75%

-73.27%

Max Drawdown (3Y)

Largest decline over 3 years

-99.85%

-23.37%

-76.48%

Max Drawdown (5Y)

Largest decline over 5 years

-99.95%

-62.01%

-37.94%

Max Drawdown (10Y)

Largest decline over 10 years

-94.64%

Current Drawdown

Current decline from peak

-99.97%

-78.58%

-21.39%

Average Drawdown

Average peak-to-trough decline

-62.79%

-84.19%

+21.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

69.58%

7.59%

+61.99%

Volatility

LAZR vs. RYCEY - Volatility Comparison

The current volatility for Luminar Technologies, Inc. (LAZR) is 0.00%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 13.12%. This indicates that LAZR experiences smaller price fluctuations and is considered to be less risky than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAZRRYCEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

13.12%

-13.12%

Volatility (6M)

Calculated over the trailing 6-month period

192.17%

32.77%

+159.40%

Volatility (1Y)

Calculated over the trailing 1-year period

234.16%

37.76%

+196.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.58%

43.52%

+88.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.83%

49.34%

+66.49%

Dividends

LAZR vs. RYCEY - Dividend Comparison

LAZR has not paid dividends to shareholders, while RYCEY's dividend yield for the trailing twelve months is around 0.75%.


PositionTTM20252024202320222021202020192018201720162015
LAZR
Luminar Technologies, 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%
RYCEY
Rolls-Royce Holdings plc
0.75%0.86%0.00%0.00%0.00%0.00%5.51%1.56%1.32%1.55%4.19%14.44%

Financials

LAZR vs. RYCEY - Financials Comparison

This section allows you to compare key financial metrics between Luminar Technologies, Inc. and Rolls-Royce Holdings plc. 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


0.002.00B4.00B6.00B8.00B10.00B12.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
18.75M
11.64B
(LAZR) Total Revenue
(RYCEY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LAZR and RYCEY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYCEY has higher volatility (13.12%) compared to LAZR (0.00%). In terms of maximum drawdown, LAZR dropped -99.97% vs RYCEY's -99.07%.

RYCEY currently has the higher Sharpe Ratio (1.04 vs -0.41), 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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