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

Performance

LITE vs. P - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lumentum Holdings Inc. (LITE) and Everpure, Inc. (P). 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 150.02% return, which is significantly higher than P's 7.91% return. Over the past 10 years, LITE has outperformed P with an annualized return of 43.74%, while P has yielded a comparatively lower 21.03% annualized return.


LITE

1D
3.59%
1M
-10.56%
YTD
150.02%
6M
184.13%
1Y
977.85%
3Y*
158.28%
5Y*
62.72%
10Y*
43.74%

P

1D
4.28%
1M
-14.36%
YTD
7.91%
6M
1.39%
1Y
32.70%
3Y*
25.48%
5Y*
30.55%
10Y*
21.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LITE vs. P - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LITE
Lumentum Holdings Inc.
150.02%339.06%60.15%0.48%-50.68%11.57%19.55%88.76%-14.09%26.52%
P
Everpure, Inc.
7.91%9.08%72.27%33.26%-17.79%43.96%32.14%6.41%1.39%40.23%

Correlation

The correlation between LITE and P is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.47

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

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2015

0.42

Fundamentals

Market Cap

LITE:

$88.65B

P:

$23.61B

EPS

LITE:

$5.26

P:

$0.56

PE Ratio

LITE:

175.08

P:

129.77

PS Ratio

LITE:

30.95

P:

6.67

Total Revenue (TTM)

LITE:

$2.49B

P:

$3.66B

Gross Profit (TTM)

LITE:

$938.50M

P:

$2.58B

EBITDA (TTM)

LITE:

$470.10M

P:

$306.67M

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Return for Risk

LITE vs. P — Risk / Return Rank

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

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

P
P Risk / Return Rank: 6060
Overall Rank
P Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
P Sortino Ratio Rank: 5959
Sortino Ratio Rank
P Omega Ratio Rank: 6262
Omega Ratio Rank
P Calmar Ratio Rank: 6060
Calmar Ratio Rank
P Martin Ratio Rank: 5858
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. P - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lumentum Holdings Inc. (LITE) and Everpure, Inc. (P). 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.


LITEPDifference
Sharpe ratioReturn per unit of total volatility

+10.95

Sortino ratioReturn per unit of downside risk

+4.31

Omega ratioGain probability vs. loss probability

1.71

1.16

+0.55

Calmar ratioReturn relative to maximum drawdown

34.43

0.78

+33.65

Martin ratioReturn relative to average drawdown

126.26

1.50

+124.77

LITE vs. P - Sharpe Ratio Comparison

The current LITE Sharpe Ratio is 11.43, which is higher than the P Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of LITE and P, 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. P - Drawdown Comparison

The maximum LITE drawdown since its inception was -66.89%, roughly equal to the maximum P drawdown of -69.43%. Use the drawdown chart below to compare losses from any high point for LITE and P.


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Drawdown Indicators


LITEPDifference

Max Drawdown

Largest peak-to-trough decline

-66.89%

-69.43%

+2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-28.70%

-42.26%

+13.56%

Max Drawdown (3Y)

Largest decline over 3 years

-50.63%

-48.63%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-66.48%

-48.63%

-17.85%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

-69.43%

+2.54%

Current Drawdown

Current decline from peak

-12.49%

-26.74%

+14.25%

Average Drawdown

Average peak-to-trough decline

-23.57%

-24.44%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.81%

21.89%

-14.08%

Volatility

LITE vs. P - Volatility Comparison

Lumentum Holdings Inc. (LITE) and Everpure, Inc. (P) have volatilities of 28.12% and 26.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LITEPDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.12%

26.95%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

69.73%

45.02%

+24.71%

Volatility (1Y)

Calculated over the trailing 1-year period

86.47%

68.32%

+18.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.94%

52.74%

+7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.62%

51.15%

+5.47%

Dividends

LITE vs. P - Dividend Comparison

Neither LITE nor P has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

LITE vs. P - Financials Comparison

This section allows you to compare key financial metrics between Lumentum Holdings Inc. and Everpure, 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


400.00M600.00M800.00M1.00B20222023202420252026
808.40M
778.49M
(LITE) Total Revenue
(P) Total Revenue
Values in USD except per share items

LITE vs. P - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
44.2%
68.9%
Portfolio components
LITE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

P - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Everpure, Inc. reported a gross profit of 536.15M and revenue of 778.49M. Therefore, the gross margin over that period was 68.9%.

LITE - Operating Margin

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

P - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Everpure, Inc. reported an operating income of -31.17M and revenue of 778.49M, resulting in an operating margin of -4.0%.

LITE - Net Margin

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

P - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Everpure, Inc. reported a net income of -14.00M and revenue of 778.49M, resulting in a net margin of -1.8%.


Frequently Asked Questions


LITE and P have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LITE has higher volatility (28.12%) compared to P (26.95%). In terms of maximum drawdown, LITE dropped -66.89% vs P's -69.43%.

LITE currently has the higher Sharpe Ratio (11.43 vs 0.48), 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 P

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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