PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
LKNCY vs. IUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LKNCY vs. IUSG

Last updated Jun 26, 2026

LKNCY (Luckin Coffee Inc.) is a stock, while IUSG (iShares Core S&P U.S. Growth ETF) is Large Cap Growth Equities fund tracking the S&P 900 Growth Index. Over the past 5 years, LKNCY returned 27.74%/yr vs 13.75%/yr for IUSG. At a 0.20 correlation, their price movements are largely independent.

Performance

LKNCY vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Luckin Coffee Inc. (LKNCY) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LKNCY achieves a -10.45% return, which is significantly lower than IUSG's 9.14% return.

LKNCY

1D
-4.91%
1M
-5.81%
YTD
-10.45%
6M
-12.41%
1Y
-15.49%
3Y*
12.57%
5Y*
27.74%
10Y*
—

IUSG

1D
0.18%
1M
-3.15%
YTD
9.14%
6M
7.57%
1Y
24.77%
3Y*
25.30%
5Y*
13.75%
10Y*
17.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LKNCY vs. IUSG - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
LKNCY
Luckin Coffee Inc.		-10.45%30.50%-5.90%23.89%133.26%11.06%-78.40%57.44%
IUSG
iShares Core S&P U.S. Growth ETF		9.14%21.23%34.70%29.28%-28.81%31.26%32.65%11.23%

Correlation

The correlation between LKNCY and IUSG is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

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

0.18

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

0.21

Correlation (All Time)
Calculated using the full available price history since May 17, 2019

0.20

Compare stocks, funds, or ETFs

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

Luckin Coffee Inc.

iShares Core S&P U.S. Growth ETF

Often compared with LKNCY:
LKNCY vs. SBUXLKNCY vs. BABALKNCY vs. AMZNLKNCY vs. NIOLKNCY vs. ACWILKNCY vs. BUDLKNCY vs. VOO
Often compared with IUSG:
IUSG vs. IUSVIUSG vs. SCHGIUSG vs. VUGIUSG vs. QQQIUSG vs. IVWIUSG vs. IVVIUSG vs. VOOG

Return for Risk

LKNCY vs. IUSG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LKNCY
LKNCY Risk / Return Rank: 2626
Overall Rank
LKNCY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LKNCY Sortino Ratio Rank: 2525
Sortino Ratio Rank
LKNCY Omega Ratio Rank: 2626
Omega Ratio Rank
LKNCY Calmar Ratio Rank: 2626
Calmar Ratio Rank
LKNCY Martin Ratio Rank: 2525
Martin Ratio Rank
IUSG
IUSG Risk / Return Rank: 4747
Overall Rank
IUSG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 4646
Sortino Ratio Rank
IUSG Omega Ratio Rank: 4646
Omega Ratio Rank
IUSG Calmar Ratio Rank: 4343
Calmar Ratio Rank
IUSG Martin Ratio Rank: 5151
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.

LKNCY vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Luckin Coffee Inc. (LKNCY) and iShares Core S&P U.S. Growth ETF (IUSG). 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.

LKNCYIUSGDifference
Sharpe ratioReturn per unit of total volatility
-0.37
1.48

-1.85

Sortino ratioReturn per unit of downside risk
-0.32
2.04

-2.36

Omega ratioGain probability vs. loss probability

0.97

1.26

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.51

1.90

-2.42

Martin ratioReturn relative to average drawdown

-0.91

7.68

-8.58

LKNCY vs. IUSG - Sharpe Ratio Comparison

The current LKNCY Sharpe Ratio is -0.37, which is lower than the IUSG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of LKNCY and IUSG, 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

LKNCY vs. IUSG - Drawdown Comparison

The maximum LKNCY drawdown since its inception was -97.24%, which is greater than IUSG's maximum drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for LKNCY and IUSG.

Loading charts...

Drawdown Indicators

LKNCYIUSGDifference

Max Drawdown

Largest peak-to-trough decline

-97.24%

-63.41%

-33.83%

Max Drawdown (1Y)

Largest decline over 1 year

-30.28%

-13.07%

-17.21%

Max Drawdown (3Y)

Largest decline over 3 years

-51.89%

-22.28%

-29.61%

Max Drawdown (5Y)

Largest decline over 5 years

-64.30%

-32.21%

-32.09%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.35%

—

Current Drawdown

Current decline from peak

-40.02%

-5.28%

-34.74%

Average Drawdown

Average peak-to-trough decline

-54.07%

-21.40%

-32.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.13%

3.23%

+13.90%

Volatility

LKNCY vs. IUSG - Volatility Comparison

Luckin Coffee Inc. (LKNCY) has a higher volatility of 10.60% compared to iShares Core S&P U.S. Growth ETF (IUSG) at 7.02%. This indicates that LKNCY's price experiences larger fluctuations and is considered to be riskier than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

LKNCYIUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.60%

7.02%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

30.17%

13.59%

+16.58%

Volatility (1Y)

Calculated over the trailing 1-year period

41.71%

16.84%

+24.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.13%

21.06%

+48.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.27%

20.47%

+86.80%

Dividends

LKNCY vs. IUSG - Dividend Comparison

LKNCY has not paid dividends to shareholders, while IUSG's dividend yield for the trailing twelve months is around 0.50%.

PositionTTM20252024202320222021202020192018201720162015
IUSG
iShares Core S&P U.S. Growth ETF		0.50%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%
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 IUSG have a correlation of 0.13, 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 IUSG (7.02%). In terms of maximum drawdown, LKNCY dropped -97.24% vs IUSG's -63.41%.

IUSG currently has the higher Sharpe Ratio (1.48 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.

Portfolio Optimizer

Find the right allocation for LKNCY and IUSG

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