LKNCY vs. ACWI
LKNCY (Luckin Coffee Inc.) is a stock, while ACWI (iShares MSCI ACWI ETF) is Global Equities fund tracking the MSCI All Country World Index. Over the past 5 years, LKNCY returned 27.74%/yr vs 10.69%/yr for ACWI. At a 0.24 correlation, their price movements are largely independent.
Performance
LKNCY vs. ACWI - Performance Comparison
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Returns By Period
In the year-to-date period, LKNCY achieves a -10.45% return, which is significantly lower than ACWI's 10.05% return.
LKNCY
- 1D
- -4.91%
- 1M
- -5.81%
- YTD
- -10.45%
- 6M
- -12.41%
- 1Y
- -15.49%
- 3Y*
- 12.57%
- 5Y*
- 27.74%
- 10Y*
- —
ACWI
- 1D
- 0.30%
- 1M
- -1.35%
- YTD
- 10.05%
- 6M
- 9.11%
- 1Y
- 24.26%
- 3Y*
- 20.14%
- 5Y*
- 10.69%
- 10Y*
- 13.32%
LKNCY vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LKNCY Luckin Coffee Inc. | -10.45% | 30.50% | -5.90% | 23.89% | 133.26% | 11.06% | -78.40% | 57.44% |
ACWI iShares MSCI ACWI ETF | 10.05% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 11.97% |
Correlation
The correlation between LKNCY and ACWI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since May 17, 2019 | 0.24 |
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Return for Risk
LKNCY vs. ACWI — Risk / Return Rank
LKNCY
ACWI
LKNCY vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Luckin Coffee Inc. (LKNCY) and iShares MSCI ACWI ETF (ACWI). 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.
| LKNCY | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.33 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 2.50 | -3.02 |
| Martin ratioReturn relative to average drawdown | -0.91 | 10.83 | -11.74 |
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Drawdowns
LKNCY vs. ACWI - Drawdown Comparison
The maximum LKNCY drawdown since its inception was -97.24%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for LKNCY and ACWI.
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Drawdown Indicators
| LKNCY | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.24% | -56.00% | -41.24% |
Max Drawdown (1Y)Largest decline over 1 year | -30.28% | -9.73% | -20.55% |
Max Drawdown (3Y)Largest decline over 3 years | -51.89% | -16.55% | -35.34% |
Max Drawdown (5Y)Largest decline over 5 years | -64.30% | -26.42% | -37.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.53% | — |
Current DrawdownCurrent decline from peak | -40.02% | -2.67% | -37.35% |
Average DrawdownAverage peak-to-trough decline | -54.07% | -8.59% | -45.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.13% | 2.24% | +14.89% |
Volatility
LKNCY vs. ACWI - Volatility Comparison
Luckin Coffee Inc. (LKNCY) has a higher volatility of 10.60% compared to iShares MSCI ACWI ETF (ACWI) at 5.44%. This indicates that LKNCY's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LKNCY | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.60% | 5.44% | +5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 30.17% | 11.34% | +18.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.71% | 13.56% | +28.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.13% | 16.19% | +52.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 107.27% | 17.07% | +90.20% |
Dividends
LKNCY vs. ACWI - Dividend Comparison
LKNCY has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.45% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
LKNCY Luckin Coffee 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% |
Frequently Asked Questions
LKNCY and ACWI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LKNCY has higher volatility (10.60%) compared to ACWI (5.44%). In terms of maximum drawdown, LKNCY dropped -97.24% vs ACWI's -56.00%.
ACWI currently has the higher Sharpe Ratio (1.80 vs -0.37), 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.
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