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LMND vs. FSLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LMND and FSLY is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

LMND vs. FSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lemonade, Inc. (LMND) and Fastly, Inc. (FSLY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
104.08%
21.04%
LMND
FSLY

Key characteristics

Sharpe Ratio

LMND:

1.53

FSLY:

-0.86

Sortino Ratio

LMND:

2.23

FSLY:

-1.20

Omega Ratio

LMND:

1.31

FSLY:

0.82

Calmar Ratio

LMND:

1.36

FSLY:

-0.68

Martin Ratio

LMND:

5.35

FSLY:

-1.05

Ulcer Index

LMND:

23.45%

FSLY:

61.95%

Daily Std Dev

LMND:

81.89%

FSLY:

75.42%

Max Drawdown

LMND:

-94.23%

FSLY:

-95.63%

Current Drawdown

LMND:

-80.29%

FSLY:

-93.74%

Fundamentals

Market Cap

LMND:

$2.65B

FSLY:

$1.13B

EPS

LMND:

-$2.95

FSLY:

-$1.15

Total Revenue (TTM)

LMND:

$377.80M

FSLY:

$543.68M

Gross Profit (TTM)

LMND:

$377.80M

FSLY:

$289.14M

EBITDA (TTM)

LMND:

-$10.60M

FSLY:

-$97.00M

Returns By Period

In the year-to-date period, LMND achieves a -1.53% return, which is significantly higher than FSLY's -14.51% return.


LMND

YTD

-1.53%

1M

10.02%

6M

104.07%

1Y

104.41%

5Y*

N/A

10Y*

N/A

FSLY

YTD

-14.51%

1M

-13.13%

6M

20.99%

1Y

-48.92%

5Y*

-19.79%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LMND vs. FSLY — Risk-Adjusted Performance Rank

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

LMND
The Risk-Adjusted Performance Rank of LMND is 8383
Overall Rank
The Sharpe Ratio Rank of LMND is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of LMND is 8282
Sortino Ratio Rank
The Omega Ratio Rank of LMND is 8383
Omega Ratio Rank
The Calmar Ratio Rank of LMND is 8383
Calmar Ratio Rank
The Martin Ratio Rank of LMND is 8181
Martin Ratio Rank

FSLY
The Risk-Adjusted Performance Rank of FSLY is 1010
Overall Rank
The Sharpe Ratio Rank of FSLY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FSLY is 77
Sortino Ratio Rank
The Omega Ratio Rank of FSLY is 66
Omega Ratio Rank
The Calmar Ratio Rank of FSLY is 88
Calmar Ratio Rank
The Martin Ratio Rank of FSLY is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LMND vs. FSLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lemonade, Inc. (LMND) and Fastly, Inc. (FSLY). 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.


Sharpe ratio
The chart of Sharpe ratio for LMND, currently valued at 1.53, compared to the broader market-2.000.002.004.001.53-0.86
The chart of Sortino ratio for LMND, currently valued at 2.23, compared to the broader market-6.00-4.00-2.000.002.004.006.002.23-1.20
The chart of Omega ratio for LMND, currently valued at 1.31, compared to the broader market0.501.001.502.001.310.82
The chart of Calmar ratio for LMND, currently valued at 1.36, compared to the broader market0.002.004.006.001.36-0.68
The chart of Martin ratio for LMND, currently valued at 5.35, compared to the broader market-10.000.0010.0020.0030.005.35-1.05
LMND
FSLY

The current LMND Sharpe Ratio is 1.53, which is higher than the FSLY Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of LMND and FSLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.53
-0.86
LMND
FSLY

Dividends

LMND vs. FSLY - Dividend Comparison

Neither LMND nor FSLY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LMND vs. FSLY - Drawdown Comparison

The maximum LMND drawdown since its inception was -94.23%, roughly equal to the maximum FSLY drawdown of -95.63%. Use the drawdown chart below to compare losses from any high point for LMND and FSLY. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%SeptemberOctoberNovemberDecember2025February
-80.29%
-93.74%
LMND
FSLY

Volatility

LMND vs. FSLY - Volatility Comparison

The current volatility for Lemonade, Inc. (LMND) is 22.96%, while Fastly, Inc. (FSLY) has a volatility of 28.29%. This indicates that LMND experiences smaller price fluctuations and is considered to be less risky than FSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%SeptemberOctoberNovemberDecember2025February
22.96%
28.29%
LMND
FSLY

Financials

LMND vs. FSLY - Financials Comparison

This section allows you to compare key financial metrics between Lemonade, Inc. and Fastly, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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