PortfoliosLab logoPortfoliosLab logo
LITE vs. INFY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LITE vs. INFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lumentum Holdings Inc. (LITE) and Infosys Limited (INFY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LITE achieves a 93.16% return, which is significantly higher than INFY's -32.93% return. Over the past 10 years, LITE has outperformed INFY with an annualized return of 37.14%, while INFY has yielded a comparatively lower 6.51% annualized return.


LITE

1D
-6.69%
1M
-12.85%
6M
114.16%
YTD
93.16%
1Y
581.17%
3Y*
138.68%
5Y*
53.59%
10Y*
37.14%
ALL TIME*
36.05%

INFY

1D
5.31%
1M
8.53%
6M
-35.57%
YTD
-32.93%
1Y
-30.14%
3Y*
-7.89%
5Y*
-9.26%
10Y*
6.51%
ALL TIME*
13.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$321.44M$281.14M$245.59M
$3.19B$3.24B$4.88B

LITE vs. INFY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LITE
Lumentum Holdings Inc.
93.16%339.06%60.15%0.48%-50.68%11.57%19.55%88.76%-14.09%26.52%
INFY
Infosys Limited
-32.93%-16.30%23.06%4.78%-27.29%52.20%68.33%11.89%21.62%12.39%

Correlation

The correlation between LITE and INFY is -0.09, 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.

-0.09

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

0.11

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

0.22

Correlation (10Y)
Provides a long-term view across more market conditions.

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2015

0.22

The correlation between LITE and INFY shifts across timeframes, from -0.09 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LITE:

$55.39B

INFY:

$47.47B

EPS

LITE:

$5.03

INFY:

$0.81

PE Ratio

LITE:

141.51

INFY:

14.49

PS Ratio

LITE:

25.02

INFY:

2.37

PB Ratio

LITE:

23.03

INFY:

4.98

Total Revenue (TTM)

LITE:

$2.49B

INFY:

$20.30B

Gross Profit (TTM)

LITE:

$938.50M

INFY:

$6.15B

EBITDA (TTM)

LITE:

$470.10M

INFY:

$4.89B

Compare stocks, funds, or ETFs

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


Return for Risk

LITE vs. INFY — Risk / Return Rank

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

LITE
LITE Risk / Return Rank: 9898
Overall Rank
LITE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
LITE Sortino Ratio Rank: 9797
Sortino Ratio Rank
LITE Omega Ratio Rank: 9696
Omega Ratio Rank
LITE Calmar Ratio Rank: 9999
Calmar Ratio Rank
LITE Martin Ratio Rank: 100100
Martin Ratio Rank

INFY
INFY Risk / Return Rank: 1616
Overall Rank
INFY Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
INFY Sortino Ratio Rank: 1414
Sortino Ratio Rank
INFY Omega Ratio Rank: 1515
Omega Ratio Rank
INFY Calmar Ratio Rank: 2222
Calmar Ratio Rank
INFY Martin Ratio Rank: 1818
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.

LITE vs. INFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lumentum Holdings Inc. (LITE) and Infosys Limited (INFY). 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.


LITEINFYDifference
Sharpe ratioReturn per unit of total volatility

+7.24

Sortino ratioReturn per unit of downside risk

+5.26

Omega ratioGain probability vs. loss probability

1.52

0.88

+0.64

Calmar ratioReturn relative to maximum drawdown

17.44

-0.64

+18.08

Martin ratioReturn relative to average drawdown

51.36

-1.18

+52.54

LITE vs. INFY - Sharpe Ratio Comparison

The current LITE Sharpe Ratio is 6.44, which is higher than the INFY Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of LITE and INFY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LITE vs. INFY - Drawdown Comparison

The maximum LITE drawdown since its inception was -66.89%, smaller than the maximum INFY drawdown of -90.42%. Use the drawdown chart below to compare losses from any high point for LITE and INFY.


Loading charts...

Drawdown Indicators


LITEINFYDifference

Max Drawdown

Largest peak-to-trough decline

-66.89%

-90.42%

+23.53%

Max Drawdown (1Y)

Largest decline over 1 year

-33.63%

-47.00%

+13.37%

Max Drawdown (3Y)

Largest decline over 3 years

-50.63%

-52.89%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-66.48%

-54.41%

-12.07%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

-54.41%

-12.48%

Current Drawdown

Current decline from peak

-32.39%

-49.16%

+16.77%

Average Drawdown

Average peak-to-trough decline

-23.57%

-34.57%

+11.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.39%

25.54%

-14.15%

Volatility

LITE vs. INFY - Volatility Comparison

Lumentum Holdings Inc. (LITE) has a higher volatility of 27.16% compared to Infosys Limited (INFY) at 13.73%. This indicates that LITE's price experiences larger fluctuations and is considered to be riskier than INFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LITEINFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.16%

13.73%

+13.43%

Volatility (6M)

Calculated over the trailing 6-month period

68.98%

31.27%

+37.71%

Volatility (1Y)

Calculated over the trailing 1-year period

91.23%

38.09%

+53.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.42%

29.06%

+32.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.15%

28.74%

+28.41%

Dividends

LITE vs. INFY - Dividend Comparison

LITE has not paid dividends to shareholders, while INFY's dividend yield for the trailing twelve months is around 4.45%.


PositionTTM20252024202320222021202020192018201720162015
INFY
Infosys Limited
4.45%2.91%2.66%2.33%2.24%1.58%1.71%3.10%3.43%2.52%2.26%2.12%
LITE
Lumentum Holdings Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

LITE vs. INFY - Financials Comparison

This section allows you to compare key financial metrics between Lumentum Holdings Inc. and Infosys Limited. 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

LITE vs. INFY - Profitability Comparison

The chart below illustrates the profitability comparison between Lumentum Holdings Inc. and Infosys Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

LITE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Lumentum Holdings Inc. reported a gross profit of 357.00M and revenue of 808.40M. Therefore, the gross margin over that period was 44.2%.

INFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Infosys Limited reported a gross profit of 1.60B and revenue of 5.08B. Therefore, the gross margin over that period was 31.5%.

LITE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Lumentum Holdings Inc. reported an operating income of 174.50M and revenue of 808.40M, resulting in an operating margin of 21.6%.

INFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Infosys Limited reported an operating income of 1.07B and revenue of 5.08B, resulting in an operating margin of 21.1%.

LITE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Lumentum Holdings Inc. reported a net income of 144.20M and revenue of 808.40M, resulting in a net margin of 17.8%.

INFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Infosys Limited reported a net income of 819.00M and revenue of 5.08B, resulting in a net margin of 16.1%.


Frequently Asked Questions


LITE and INFY have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LITE has higher volatility (27.16%) compared to INFY (13.73%). In terms of maximum drawdown, LITE dropped -66.89% vs INFY's -90.42%.

LITE currently has the higher Sharpe Ratio (6.44 vs -0.80), 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 LITE and INFY

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

Open Portfolio Optimizer