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LEVI vs. LULU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

LEVI vs. LULU

Last updated May 23, 2025

Compare and contrast key facts about Levi Strauss & Co. (LEVI) and Lululemon Athletica Inc. (LULU).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LEVI or LULU.

Correlation

The correlation between LEVI and LULU is 0.48, 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.

Performance

LEVI vs. LULU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Levi Strauss & Co. (LEVI) and Lululemon Athletica Inc. (LULU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LEVI:

-0.35

LULU:

0.16

Sortino Ratio

LEVI:

-0.24

LULU:

0.25

Omega Ratio

LEVI:

0.97

LULU:

1.03

Calmar Ratio

LEVI:

-0.28

LULU:

-0.04

Martin Ratio

LEVI:

-0.61

LULU:

-0.11

Ulcer Index

LEVI:

25.11%

LULU:

18.20%

Daily Std Dev

LEVI:

43.43%

LULU:

44.46%

Max Drawdown

LEVI:

-59.85%

LULU:

-92.26%

Current Drawdown

LEVI:

-34.53%

LULU:

-37.32%

Fundamentals

Market Cap

LEVI:

$6.85B

LULU:

$38.16B

EPS

LEVI:

$0.90

LULU:

$14.64

PE Ratio

LEVI:

19.24

LULU:

21.69

PS Ratio

LEVI:

1.07

LULU:

3.60

PB Ratio

LEVI:

3.37

LULU:

9.48

Total Revenue (TTM)

LEVI:

$6.33B

LULU:

$8.38B

Gross Profit (TTM)

LEVI:

$3.86B

LULU:

$5.00B

EBITDA (TTM)

LEVI:

$649.90M

LULU:

$2.31B

Returns By Period

In the year-to-date period, LEVI achieves a 5.28% return, which is significantly higher than LULU's -16.20% return.

LEVI

YTD

5.28%

1M

16.87%

6M

14.04%

1Y

-14.98%

3Y*

5.87%

5Y*

9.13%

10Y*

N/A

LULU

YTD

-16.20%

1M

22.45%

6M

1.69%

1Y

6.95%

3Y*

5.51%

5Y*

2.98%

10Y*

18.01%

*Annualized

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Levi Strauss & Co.

Lululemon Athletica Inc.

Risk-Adjusted Performance

LEVI vs. LULU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LEVI
The Risk-Adjusted Performance Rank of LEVI is 3333
Overall Rank
The Sharpe Ratio Rank of LEVI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of LEVI is 3030
Sortino Ratio Rank
The Omega Ratio Rank of LEVI is 2929
Omega Ratio Rank
The Calmar Ratio Rank of LEVI is 3333
Calmar Ratio Rank
The Martin Ratio Rank of LEVI is 3939
Martin Ratio Rank
LULU
The Risk-Adjusted Performance Rank of LULU is 4949
Overall Rank
The Sharpe Ratio Rank of LULU is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of LULU is 4444
Sortino Ratio Rank
The Omega Ratio Rank of LULU is 4444
Omega Ratio Rank
The Calmar Ratio Rank of LULU is 4949
Calmar Ratio Rank
The Martin Ratio Rank of LULU is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LEVI vs. LULU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Levi Strauss & Co. (LEVI) and Lululemon Athletica Inc. (LULU). 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.

The current LEVI Sharpe Ratio is -0.35, which is lower than the LULU Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of LEVI and LULU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

LEVI vs. LULU - Dividend Comparison

LEVI's dividend yield for the trailing twelve months is around 2.90%, while LULU has not paid dividends to shareholders.

TTM202420232022202120202019
LEVI
Levi Strauss & Co.		2.90%2.89%2.90%2.84%1.04%0.80%0.78%
LULU
Lululemon Athletica Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LEVI vs. LULU - Drawdown Comparison

The maximum LEVI drawdown since its inception was -59.85%, smaller than the maximum LULU drawdown of -92.26%. Use the drawdown chart below to compare losses from any high point for LEVI and LULU. For additional features, visit the drawdowns tool.

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Volatility

LEVI vs. LULU - Volatility Comparison

The current volatility for Levi Strauss & Co. (LEVI) is 8.05%, while Lululemon Athletica Inc. (LULU) has a volatility of 10.64%. This indicates that LEVI experiences smaller price fluctuations and is considered to be less risky than LULU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Financials

LEVI vs. LULU - Financials Comparison

This section allows you to compare key financial metrics between Levi Strauss & Co. and Lululemon Athletica 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

0.001.00B2.00B3.00B4.00B20212022202320242025
1.53B
3.61B
(LEVI) Total Revenue
(LULU) Total Revenue
Values in USD except per share items

LEVI vs. LULU - Profitability Comparison

The chart below illustrates the profitability comparison between Levi Strauss & Co. and Lululemon Athletica Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.
Gross Margin
Operating Margin
Net Margin
Quarterly
Annual
35.0%40.0%45.0%50.0%55.0%60.0%20212022202320242025
62.1%
60.4%
(LEVI) Gross Margin
(LULU) Gross Margin
LEVI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Levi Strauss & Co. reported a gross profit of 947.60M and revenue of 1.53B. Therefore, the gross margin over that period was 62.1%.

LULU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Lululemon Athletica Inc. reported a gross profit of 2.18B and revenue of 3.61B. Therefore, the gross margin over that period was 60.4%.

LEVI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Levi Strauss & Co. reported an operating income of 191.60M and revenue of 1.53B, resulting in an operating margin of 12.6%.

LULU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Lululemon Athletica Inc. reported an operating income of 1.04B and revenue of 3.61B, resulting in an operating margin of 28.9%.

LEVI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Levi Strauss & Co. reported a net income of 135.00M and revenue of 1.53B, resulting in a net margin of 8.8%.

LULU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Lululemon Athletica Inc. reported a net income of 748.40M and revenue of 3.61B, resulting in a net margin of 20.7%.