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LITE vs. KRC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LITE vs. KRC - Performance Comparison

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

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Returns By Period

In the year-to-date period, LITE achieves a 93.16% return, which is significantly higher than KRC's 9.05% return. Over the past 10 years, LITE has outperformed KRC with an annualized return of 37.14%, while KRC has yielded a comparatively lower -1.81% 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%

KRC

1D
-0.03%
1M
5.08%
6M
15.93%
YTD
9.05%
1Y
12.91%
3Y*
9.99%
5Y*
-5.60%
10Y*
-1.81%
ALL TIME*
6.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$52.56M$49.89M$55.59M
$3.19B$3.24B$4.88B

LITE vs. KRC - 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%
KRC
Kilroy Realty Corporation
9.05%-2.00%7.81%10.09%-39.25%19.30%-29.18%36.76%-13.54%4.28%

Correlation

The correlation between LITE and KRC is -0.02, 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.

-0.02

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

0.22

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

0.28

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

0.24

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

0.23

The correlation between LITE and KRC shifts across timeframes, from -0.02 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LITE:

$55.39B

KRC:

$4.59B

EPS

LITE:

$5.03

KRC:

$1.35

PE Ratio

LITE:

141.51

KRC:

29.27

PS Ratio

LITE:

25.02

KRC:

4.26

Total Revenue (TTM)

LITE:

$2.49B

KRC:

$1.09B

Gross Profit (TTM)

LITE:

$938.50M

KRC:

$734.30M

EBITDA (TTM)

LITE:

$470.10M

KRC:

$564.15M

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Return for Risk

LITE vs. KRC — 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

KRC
KRC Risk / Return Rank: 5858
Overall Rank
KRC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
KRC Sortino Ratio Rank: 5757
Sortino Ratio Rank
KRC Omega Ratio Rank: 5555
Omega Ratio Rank
KRC Calmar Ratio Rank: 5656
Calmar Ratio Rank
KRC Martin Ratio Rank: 5656
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. KRC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lumentum Holdings Inc. (LITE) and Kilroy Realty Corporation (KRC). 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.


LITEKRCDifference
Sharpe ratioReturn per unit of total volatility

+5.99

Sortino ratioReturn per unit of downside risk

+3.38

Omega ratioGain probability vs. loss probability

1.52

1.10

+0.42

Calmar ratioReturn relative to maximum drawdown

17.44

0.37

+17.07

Martin ratioReturn relative to average drawdown

51.36

0.76

+50.60

LITE vs. KRC - Sharpe Ratio Comparison

The current LITE Sharpe Ratio is 6.44, which is higher than the KRC Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of LITE and KRC, 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

LITE vs. KRC - Drawdown Comparison

The maximum LITE drawdown since its inception was -66.89%, smaller than the maximum KRC drawdown of -81.27%. Use the drawdown chart below to compare losses from any high point for LITE and KRC.


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Drawdown Indicators


LITEKRCDifference

Max Drawdown

Largest peak-to-trough decline

-66.89%

-81.27%

+14.38%

Max Drawdown (1Y)

Largest decline over 1 year

-33.63%

-35.32%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-50.63%

-35.32%

-15.31%

Max Drawdown (5Y)

Largest decline over 5 years

-66.48%

-64.91%

-1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

-66.55%

-0.34%

Current Drawdown

Current decline from peak

-32.39%

-38.13%

+5.74%

Average Drawdown

Average peak-to-trough decline

-23.57%

-23.49%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.39%

16.92%

-5.53%

Volatility

LITE vs. KRC - Volatility Comparison

Lumentum Holdings Inc. (LITE) has a higher volatility of 27.16% compared to Kilroy Realty Corporation (KRC) at 7.09%. This indicates that LITE's price experiences larger fluctuations and is considered to be riskier than KRC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LITEKRCDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.16%

7.09%

+20.07%

Volatility (6M)

Calculated over the trailing 6-month period

68.98%

23.08%

+45.90%

Volatility (1Y)

Calculated over the trailing 1-year period

91.23%

28.56%

+62.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.42%

34.05%

+27.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.15%

31.65%

+25.50%

Dividends

LITE vs. KRC - Dividend Comparison

LITE has not paid dividends to shareholders, while KRC's dividend yield for the trailing twelve months is around 5.48%.


PositionTTM20252024202320222021202020192018201720162015
KRC
Kilroy Realty Corporation
5.48%5.78%5.34%5.42%5.48%3.07%3.43%2.28%2.85%2.21%4.61%2.21%
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. KRC - Financials Comparison

This section allows you to compare key financial metrics between Lumentum Holdings Inc. and Kilroy Realty Corporation. 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


LITE and KRC have a correlation of -0.02, 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 KRC (7.09%). In terms of maximum drawdown, LITE dropped -66.89% vs KRC's -81.27%.

LITE currently has the higher Sharpe Ratio (6.44 vs 0.45), 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 KRC

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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