LEVI vs. LULU
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.
Key characteristics
| LEVI | LULU | |
|---|---|---|
| YTD Return | 4.15% | -35.41% |
| 1Y Return | 13.18% | -23.58% |
| 3Y Return (Ann) | -12.53% | -10.61% |
| 5Y Return (Ann) | 1.60% | 8.89% |
| Sharpe Ratio | 0.42 | -0.66 |
| Sortino Ratio | 0.78 | -0.72 |
| Omega Ratio | 1.11 | 0.90 |
| Calmar Ratio | 0.32 | -0.43 |
| Martin Ratio | 1.04 | -0.68 |
| Ulcer Index | 14.45% | 34.02% |
| Daily Std Dev | 36.01% | 35.37% |
| Max Drawdown | -59.85% | -92.24% |
| Current Drawdown | -39.76% | -35.41% |
Fundamentals
| LEVI | LULU | |
|---|---|---|
| Market Cap | $6.69B | $39.40B |
| EPS | $0.38 | $12.93 |
| PE Ratio | 44.37 | 24.82 |
| Total Revenue (TTM) | $6.16B | $7.79B |
| Gross Profit (TTM) | $3.66B | $4.59B |
| EBITDA (TTM) | $695.10M | $2.28B |
Correlation
The correlation between LEVI and LULU is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LEVI vs. LULU - Performance Comparison
In the year-to-date period, LEVI achieves a 4.15% return, which is significantly higher than LULU's -35.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
LEVI vs. LULU - Dividend Comparison
LEVI's dividend yield for the trailing twelve months is around 2.98%, while LULU has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
LEVI Levi Strauss & Co. | 2.98% | 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% |
Drawdowns
LEVI vs. LULU - Drawdown Comparison
The maximum LEVI drawdown since its inception was -59.85%, smaller than the maximum LULU drawdown of -92.24%. Use the drawdown chart below to compare losses from any high point for LEVI and LULU. For additional features, visit the drawdowns tool.
Volatility
LEVI vs. LULU - Volatility Comparison
The current volatility for Levi Strauss & Co. (LEVI) is 4.93%, while Lululemon Athletica Inc. (LULU) has a volatility of 11.14%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities