LCID vs. EMB
LCID (Lucid Group, Inc.) is a stock, while EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF) is Emerging Markets Bonds fund tracking the J.P. Morgan EMBI Global Core Index. Over the past 5 years, LCID returned -50.97%/yr vs 1.72%/yr for EMB. At a 0.26 correlation, their price movements are largely independent.
Performance
LCID vs. EMB - Performance Comparison
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Returns By Period
In the year-to-date period, LCID achieves a -38.88% return, which is significantly lower than EMB's 1.90% return.
LCID
- 1D
- 8.57%
- 1M
- 28.69%
- 6M
- -35.72%
- YTD
- -38.88%
- 1Y
- -71.79%
- 3Y*
- -54.87%
- 5Y*
- -50.97%
- 10Y*
- —
EMB
- 1D
- -0.15%
- 1M
- -0.71%
- 6M
- 1.77%
- YTD
- 1.90%
- 1Y
- 9.82%
- 3Y*
- 8.69%
- 5Y*
- 1.72%
- 10Y*
- 2.87%
LCID vs. EMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LCID Lucid Group, Inc. | -38.88% | -65.00% | -28.27% | -38.36% | -82.05% | 280.12% | -2.34% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 1.90% | 13.85% | 5.54% | 10.62% | -18.63% | -2.23% | 4.18% |
Correlation
The correlation between LCID and EMB is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020 | 0.26 |
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Return for Risk
LCID vs. EMB — Risk / Return Rank
LCID
EMB
LCID vs. EMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lucid Group, Inc. (LCID) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.
| LCID | EMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -4.19 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.34 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 2.19 | -3.03 |
| Martin ratioReturn relative to average drawdown | -1.17 | 9.33 | -10.50 |
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Drawdowns
LCID vs. EMB - Drawdown Comparison
The maximum LCID drawdown since its inception was -99.20%, which is greater than EMB's maximum drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for LCID and EMB.
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Drawdown Indicators
| LCID | EMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.20% | -34.70% | -64.50% |
Max Drawdown (1Y)Largest decline over 1 year | -85.24% | -4.51% | -80.73% |
Max Drawdown (3Y)Largest decline over 3 years | -93.93% | -7.95% | -85.98% |
Max Drawdown (5Y)Largest decline over 5 years | -99.17% | -28.74% | -70.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.74% | — |
Current DrawdownCurrent decline from peak | -98.89% | -0.86% | -98.03% |
Average DrawdownAverage peak-to-trough decline | -76.57% | -5.03% | -71.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.34% | 1.05% | +60.29% |
Volatility
LCID vs. EMB - Volatility Comparison
Lucid Group, Inc. (LCID) has a higher volatility of 41.85% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 1.31%. This indicates that LCID's price experiences larger fluctuations and is considered to be riskier than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCID | EMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 41.85% | 1.31% | +40.54% |
Volatility (6M)Calculated over the trailing 6-month period | 64.68% | 4.76% | +59.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 88.03% | 5.60% | +82.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 83.45% | 9.76% | +73.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 88.02% | 9.95% | +78.07% |
Dividends
LCID vs. EMB - Dividend Comparison
LCID has not paid dividends to shareholders, while EMB's dividend yield for the trailing twelve months is around 5.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.09% | 4.98% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% |
LCID Lucid Group, 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
LCID and EMB have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LCID has higher volatility (41.85%) compared to EMB (1.31%). In terms of maximum drawdown, LCID dropped -99.20% vs EMB's -34.70%.
EMB currently has the higher Sharpe Ratio (1.76 vs -0.82), 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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