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LITB vs. ONDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LITB vs. ONDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LightInTheBox Holding Co., Ltd. (LITB) and Ondas Holdings Inc. (ONDS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LITB achieves a 46.43% return, which is significantly higher than ONDS's -14.24% return.


LITB

1D
1.61%
1M
8.79%
6M
29.64%
YTD
46.43%
1Y
166.67%
3Y*
-24.50%
5Y*
-16.42%
10Y*
-16.35%
ALL TIME*
-20.49%

ONDS

1D
11.75%
1M
12.96%
6M
-21.33%
YTD
-14.24%
1Y
280.45%
3Y*
78.57%
5Y*
1.42%
10Y*
ALL TIME*
-5.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.97K$13.58K$26.98K
$780.71M$776.20M$777.67M

LITB vs. ONDS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LITB
LightInTheBox Holding Co., Ltd.
46.43%33.33%-73.83%-13.01%21.78%-60.24%141.90%-13.93%29.79%
ONDS
Ondas Holdings Inc.
-14.24%281.25%67.32%-3.77%-76.30%-28.08%-48.17%0.00%33.33%

Correlation

The correlation between LITB and ONDS is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.05

Correlation (3Y)
Balances recent behavior with more history.

0.08

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.07

Fundamentals

Market Cap

LITB:

$28.42M

ONDS:

$4.77B

EPS

LITB:

$1.03

ONDS:

$1.52

PE Ratio

LITB:

3.19

ONDS:

5.52

PS Ratio

LITB:

0.13

ONDS:

13.91

Total Revenue (TTM)

LITB:

$229.70M

ONDS:

$96.60M

Gross Profit (TTM)

LITB:

$149.30M

ONDS:

$43.33M

EBITDA (TTM)

LITB:

$9.93M

ONDS:

-$75.39M

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Return for Risk

LITB vs. ONDS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LITB
LITB Risk / Return Rank: 8686
Overall Rank
LITB Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LITB Sortino Ratio Rank: 8989
Sortino Ratio Rank
LITB Omega Ratio Rank: 8484
Omega Ratio Rank
LITB Calmar Ratio Rank: 8686
Calmar Ratio Rank
LITB Martin Ratio Rank: 8181
Martin Ratio Rank

ONDS
ONDS Risk / Return Rank: 9191
Overall Rank
ONDS Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ONDS Sortino Ratio Rank: 9191
Sortino Ratio Rank
ONDS Omega Ratio Rank: 8686
Omega Ratio Rank
ONDS Calmar Ratio Rank: 9595
Calmar Ratio Rank
ONDS Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LITB vs. ONDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LightInTheBox Holding Co., Ltd. (LITB) and Ondas Holdings Inc. (ONDS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LITBONDSDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.31

1.32

-0.01

Calmar ratioReturn relative to maximum drawdown

3.01

5.29

-2.27

Martin ratioReturn relative to average drawdown

5.70

9.79

-4.09

LITB vs. ONDS - Sharpe Ratio Comparison

The current LITB Sharpe Ratio is 1.84, which is comparable to the ONDS Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of LITB and ONDS, 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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Drawdowns

LITB vs. ONDS - Drawdown Comparison

The maximum LITB drawdown since its inception was -99.26%, roughly equal to the maximum ONDS drawdown of -98.28%. Use the drawdown chart below to compare losses from any high point for LITB and ONDS.


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Drawdown Indicators


LITBONDSDifference

Max Drawdown

Largest peak-to-trough decline

-99.26%

-98.28%

-0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-55.64%

-53.43%

-2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-88.21%

-77.14%

-11.07%

Max Drawdown (5Y)

Largest decline over 5 years

-90.62%

-96.99%

+6.37%

Max Drawdown (10Y)

Largest decline over 10 years

-96.96%

Current Drawdown

Current decline from peak

-97.54%

-57.08%

-40.46%

Average Drawdown

Average peak-to-trough decline

-88.24%

-71.17%

-17.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.35%

28.81%

+0.54%

Volatility

LITB vs. ONDS - Volatility Comparison

The current volatility for LightInTheBox Holding Co., Ltd. (LITB) is 19.30%, while Ondas Holdings Inc. (ONDS) has a volatility of 29.57%. This indicates that LITB experiences smaller price fluctuations and is considered to be less risky than ONDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LITBONDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.30%

29.57%

-10.27%

Volatility (6M)

Calculated over the trailing 6-month period

51.18%

72.84%

-21.66%

Volatility (1Y)

Calculated over the trailing 1-year period

91.53%

126.53%

-35.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.26%

114.54%

-22.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.02%

120.16%

-33.14%

Dividends

LITB vs. ONDS - Dividend Comparison

Neither LITB nor ONDS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

LITB vs. ONDS - Financials Comparison

This section allows you to compare key financial metrics between LightInTheBox Holding Co., Ltd. and Ondas Holdings 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

Frequently Asked Questions


LITB and ONDS have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ONDS has higher volatility (29.57%) compared to LITB (19.30%). In terms of maximum drawdown, LITB dropped -99.26% vs ONDS's -98.28%.

ONDS currently has the higher Sharpe Ratio (2.24 vs 1.84), 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

Find the right allocation for LITB and ONDS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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