PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LCID vs. ROKU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LCID and ROKU is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

LCID vs. ROKU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lucid Group, Inc. (LCID) and Roku, Inc. (ROKU). The values are adjusted to include any dividend payments, if applicable.

-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%JulyAugustSeptemberOctoberNovemberDecember
-67.64%
-52.00%
LCID
ROKU

Key characteristics

Sharpe Ratio

LCID:

-0.32

ROKU:

-0.33

Sortino Ratio

LCID:

0.04

ROKU:

-0.09

Omega Ratio

LCID:

1.00

ROKU:

0.99

Calmar Ratio

LCID:

-0.27

ROKU:

-0.20

Martin Ratio

LCID:

-0.81

ROKU:

-0.57

Ulcer Index

LCID:

32.20%

ROKU:

31.88%

Daily Std Dev

LCID:

80.94%

ROKU:

55.73%

Max Drawdown

LCID:

-96.54%

ROKU:

-91.91%

Current Drawdown

LCID:

-94.49%

ROKU:

-83.94%

Fundamentals

Market Cap

LCID:

$9.64B

ROKU:

$11.18B

EPS

LCID:

-$1.33

ROKU:

-$1.19

Total Revenue (TTM)

LCID:

$730.51M

ROKU:

$3.90B

Gross Profit (TTM)

LCID:

-$967.20M

ROKU:

$1.69B

EBITDA (TTM)

LCID:

-$2.67B

ROKU:

-$133.02M

Returns By Period

In the year-to-date period, LCID achieves a -23.99% return, which is significantly lower than ROKU's -15.96% return.


LCID

YTD

-23.99%

1M

47.47%

6M

22.61%

1Y

-24.88%

5Y*

N/A

10Y*

N/A

ROKU

YTD

-15.96%

1M

13.76%

6M

28.53%

1Y

-18.14%

5Y*

-11.22%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LCID vs. ROKU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lucid Group, Inc. (LCID) and Roku, Inc. (ROKU). 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.


Sharpe ratio
The chart of Sharpe ratio for LCID, currently valued at -0.32, compared to the broader market-4.00-2.000.002.00-0.32-0.33
The chart of Sortino ratio for LCID, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.04-0.09
The chart of Omega ratio for LCID, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.99
The chart of Calmar ratio for LCID, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.27-0.20
The chart of Martin ratio for LCID, currently valued at -0.81, compared to the broader market0.005.0010.0015.0020.0025.00-0.81-0.57
LCID
ROKU

The current LCID Sharpe Ratio is -0.32, which is comparable to the ROKU Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of LCID and ROKU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.32
-0.33
LCID
ROKU

Dividends

LCID vs. ROKU - Dividend Comparison

Neither LCID nor ROKU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LCID vs. ROKU - Drawdown Comparison

The maximum LCID drawdown since its inception was -96.54%, which is greater than ROKU's maximum drawdown of -91.91%. Use the drawdown chart below to compare losses from any high point for LCID and ROKU. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%JulyAugustSeptemberOctoberNovemberDecember
-94.49%
-83.94%
LCID
ROKU

Volatility

LCID vs. ROKU - Volatility Comparison

Lucid Group, Inc. (LCID) has a higher volatility of 24.49% compared to Roku, Inc. (ROKU) at 17.24%. This indicates that LCID's price experiences larger fluctuations and is considered to be riskier than ROKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
24.49%
17.24%
LCID
ROKU

Financials

LCID vs. ROKU - Financials Comparison

This section allows you to compare key financial metrics between Lucid Group, Inc. and Roku, Inc.. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab