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LEVI vs. LULU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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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Returns By Period

In the year-to-date period, LEVI achieves a 10.45% return, which is significantly higher than LULU's -39.35% return.


LEVI

1D
-1.05%
1M
2.40%
YTD
10.45%
6M
2.08%
1Y
36.08%
3Y*
22.22%
5Y*
-0.23%
10Y*

LULU

1D
-0.35%
1M
-2.29%
YTD
-39.35%
6M
-30.87%
1Y
-62.37%
3Y*
-29.87%
5Y*
-17.49%
10Y*
6.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEVI vs. LULU - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LEVI
Levi Strauss & Co.
10.45%23.42%7.50%9.99%-36.47%25.91%5.18%-13.25%
LULU
Lululemon Athletica Inc.
-39.35%-45.66%-25.21%59.59%-18.16%12.48%50.23%55.58%

Correlation

The correlation between LEVI and LULU is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.46

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

0.49

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2019

0.40

The correlation between LEVI and LULU shifts across timeframes, from 0.40 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

LEVI:

$1.56

LULU:

$14.61

PE Ratio

LEVI:

14.51

LULU:

8.62

PEG Ratio

LEVI:

0.54

LULU:

0.42

PS Ratio

LEVI:

1.38

LULU:

1.36

Total Revenue (TTM)

LEVI:

$6.50B

LULU:

$11.07B

Gross Profit (TTM)

LEVI:

$4.01B

LULU:

$6.47B

EBITDA (TTM)

LEVI:

$850.90M

LULU:

$2.95B

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Return for Risk

LEVI vs. LULU — Risk / Return Rank

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

LEVI
LEVI Risk / Return Rank: 6868
Overall Rank
LEVI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LEVI Sortino Ratio Rank: 6767
Sortino Ratio Rank
LEVI Omega Ratio Rank: 6666
Omega Ratio Rank
LEVI Calmar Ratio Rank: 6767
Calmar Ratio Rank
LEVI Martin Ratio Rank: 6666
Martin Ratio Rank

LULU
LULU Risk / Return Rank: 33
Overall Rank
LULU Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LULU Sortino Ratio Rank: 22
Sortino Ratio Rank
LULU Omega Ratio Rank: 22
Omega Ratio Rank
LULU Calmar Ratio Rank: 33
Calmar Ratio Rank
LULU Martin Ratio Rank: 99
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.

LEVI vs. LULU - Risk-Adjusted Trends 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.


LEVILULUDifference
Sharpe ratioReturn per unit of total volatility

+2.33

Sortino ratioReturn per unit of downside risk

+3.75

Omega ratioGain probability vs. loss probability

1.21

0.71

+0.50

Calmar ratioReturn relative to maximum drawdown

1.37

-0.97

+2.34

Martin ratioReturn relative to average drawdown

3.09

-1.35

+4.44

LEVI vs. LULU - Sharpe Ratio Comparison

The current LEVI Sharpe Ratio is 1.01, which is higher than the LULU Sharpe Ratio of -1.31. The chart below compares the historical Sharpe Ratios of LEVI and LULU, 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


LEVILULUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

-1.31

+2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.42

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.25

-0.20

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.


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Drawdown Indicators


LEVILULUDifference

Max Drawdown

Largest peak-to-trough decline

-59.85%

-92.26%

+32.41%

Max Drawdown (1Y)

Largest decline over 1 year

-26.40%

-64.46%

+38.06%

Max Drawdown (3Y)

Largest decline over 3 years

-47.47%

-76.70%

+29.23%

Max Drawdown (5Y)

Largest decline over 5 years

-54.74%

-76.70%

+21.96%

Max Drawdown (10Y)

Largest decline over 10 years

-76.70%

Current Drawdown

Current decline from peak

-15.23%

-75.35%

+60.12%

Average Drawdown

Average peak-to-trough decline

-30.17%

-27.54%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.70%

46.25%

-34.55%

Volatility

LEVI vs. LULU - Volatility Comparison

The current volatility for Levi Strauss & Co. (LEVI) is 9.08%, while Lululemon Athletica Inc. (LULU) has a volatility of 9.72%. 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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Volatility by Period


LEVILULUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.08%

9.72%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

24.63%

31.58%

-6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

35.85%

47.75%

-11.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.57%

42.04%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.52%

40.54%

+2.98%

Dividends

LEVI vs. LULU - Dividend Comparison

LEVI's dividend yield for the trailing twelve months is around 2.48%, while LULU has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
LEVI
Levi Strauss & Co.
2.48%2.60%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%0.00%

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


1.50B2.00B2.50B3.00B3.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.74B
2.57B
(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

54.0%56.0%58.0%60.0%62.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
61.9%
55.6%
Portfolio components
LEVI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Levi Strauss & Co. reported a gross profit of 1.08B and revenue of 1.74B. Therefore, the gross margin over that period was 61.9%.

LULU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lululemon Athletica Inc. reported a gross profit of 1.43B and revenue of 2.57B. Therefore, the gross margin over that period was 55.6%.

LEVI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Levi Strauss & Co. reported an operating income of 198.70M and revenue of 1.74B, resulting in an operating margin of 11.4%.

LULU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lululemon Athletica Inc. reported an operating income of 444.69M and revenue of 2.57B, resulting in an operating margin of 17.3%.

LEVI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Levi Strauss & Co. reported a net income of 175.80M and revenue of 1.74B, resulting in a net margin of 10.1%.

LULU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lululemon Athletica Inc. reported a net income of 306.84M and revenue of 2.57B, resulting in a net margin of 12.0%.


Frequently Asked Questions


LEVI and LULU have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LULU has higher volatility (9.72%) compared to LEVI (9.08%). In terms of maximum drawdown, LEVI dropped -59.85% vs LULU's -92.26%.

LEVI currently has the higher Sharpe Ratio (1.01 vs -1.31), 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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