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LCID vs. EMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LCID vs. EMB

Last updated Jun 4, 2026

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 JPMorgan EMBI Global Core Index. Over the past 5 years, LCID returned -52.62%/yr vs 1.86%/yr for EMB. At a 0.26 correlation, their price movements are largely independent.

Performance

LCID vs. EMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lucid Group, Inc. (LCID) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LCID achieves a -45.88% return, which is significantly lower than EMB's 1.80% return.

LCID

1D
-7.29%
1M
-14.50%
YTD
-45.88%
6M
-57.82%
1Y
-73.88%
3Y*
-55.75%
5Y*
-52.62%
10Y*
—

EMB

1D
-0.37%
1M
1.29%
YTD
1.80%
6M
1.93%
1Y
11.56%
3Y*
9.74%
5Y*
1.86%
10Y*
3.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCID vs. EMB - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
LCID
Lucid Group, Inc.		-45.88%-65.00%-28.27%-38.36%-82.05%280.12%1.21%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF		1.80%13.85%5.54%10.62%-18.63%-2.23%4.66%

Correlation

The correlation between LCID and EMB is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.29

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

0.28

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2020

0.26

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Lucid Group, Inc.

iShares J.P. Morgan USD Emerging Markets Bond ETF

Often compared with LCID:
LCID vs. RIVNLCID vs. TSLALCID vs. NIOLCID vs. RKLBLCID vs. LUMNLCID vs. SPYLCID vs. PSNY
Often compared with EMB:
EMB vs. VWOBEMB vs. EMLCEMB vs. LEMBEMB vs. PCYEMB vs. EMHYEMB vs. EMBE.LEMB vs. BND

Return for Risk

LCID vs. EMB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LCID
LCID Risk / Return Rank: 55
Overall Rank
LCID Sharpe Ratio Rank: 55
Sharpe Ratio Rank
LCID Sortino Ratio Rank: 22
Sortino Ratio Rank
LCID Omega Ratio Rank: 44
Omega Ratio Rank
LCID Calmar Ratio Rank: 66
Calmar Ratio Rank
LCID Martin Ratio Rank: 99
Martin Ratio Rank
EMB
EMB Risk / Return Rank: 6161
Overall Rank
EMB Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EMB Sortino Ratio Rank: 6565
Sortino Ratio Rank
EMB Omega Ratio Rank: 6666
Omega Ratio Rank
EMB Calmar Ratio Rank: 5151
Calmar Ratio Rank
EMB Martin Ratio Rank: 6161
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.

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.

LCIDEMBDifference
Sharpe ratioReturn per unit of total volatility
-0.97
2.09

-3.06

Sortino ratioReturn per unit of downside risk
-2.13
3.05

-5.18

Omega ratioGain probability vs. loss probability

0.78

1.41

-0.63

Calmar ratioReturn relative to maximum drawdown

-0.90

2.58

-3.48

Martin ratioReturn relative to average drawdown

-1.35

11.01

-12.37

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LCID vs. EMB - Sharpe Ratio Comparison

The current LCID Sharpe Ratio is -0.97, which is lower than the EMB Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of LCID and EMB, 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

LCIDEMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.97

2.09

-3.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

0.19

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.33

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

0.44

-0.89

Drawdowns

LCID vs. EMB - Drawdown Comparison

The maximum LCID drawdown since its inception was -99.03%, 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

LCIDEMBDifference

Max Drawdown

Largest peak-to-trough decline

-99.03%

-34.70%

-64.33%

Max Drawdown (1Y)

Largest decline over 1 year

-82.08%

-4.51%

-77.57%

Max Drawdown (3Y)

Largest decline over 3 years

-93.09%

-7.95%

-85.14%

Max Drawdown (5Y)

Largest decline over 5 years

-98.99%

-28.74%

-70.25%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.74%

—

Current Drawdown

Current decline from peak

-99.01%

-0.37%

-98.64%

Average Drawdown

Average peak-to-trough decline

-76.00%

-5.06%

-70.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.65%

1.05%

+53.60%

Volatility

LCID vs. EMB - Volatility Comparison

Lucid Group, Inc. (LCID) has a higher volatility of 18.88% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 1.85%. 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

LCIDEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.88%

1.85%

+17.03%

Volatility (6M)

Calculated over the trailing 6-month period

50.48%

4.52%

+45.96%

Volatility (1Y)

Calculated over the trailing 1-year period

76.33%

5.56%

+70.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.56%

9.75%

+71.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.78%

9.96%

+76.82%

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 5.06%.

PositionTTM20252024202320222021202020192018201720162015
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF		5.06%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 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LCID has higher volatility (18.88%) compared to EMB (1.85%). In terms of maximum drawdown, LCID dropped -99.03% vs EMB's -34.70%.

EMB currently has the higher Sharpe Ratio (2.09 vs -0.97), 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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