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

Correlation

The correlation between LMND and ROKU is 0.50, 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.


Performance

LMND vs. ROKU - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LMND:

1.13

ROKU:

0.31

Sortino Ratio

LMND:

1.97

ROKU:

0.80

Omega Ratio

LMND:

1.25

ROKU:

1.10

Calmar Ratio

LMND:

0.99

ROKU:

0.17

Martin Ratio

LMND:

3.38

ROKU:

0.95

Ulcer Index

LMND:

27.04%

ROKU:

16.30%

Daily Std Dev

LMND:

83.38%

ROKU:

61.78%

Max Drawdown

LMND:

-94.23%

ROKU:

-91.91%

Current Drawdown

LMND:

-82.55%

ROKU:

-85.66%

Fundamentals

Market Cap

LMND:

$2.34B

ROKU:

$10.09B

EPS

LMND:

-$3.04

ROKU:

-$0.73

PS Ratio

LMND:

4.19

ROKU:

2.37

PB Ratio

LMND:

4.29

ROKU:

3.48

Total Revenue (TTM)

LMND:

$409.60M

ROKU:

$4.25B

Gross Profit (TTM)

LMND:

$409.60M

ROKU:

$1.84B

EBITDA (TTM)

LMND:

-$200.60M

ROKU:

$30.36M

Returns By Period

In the year-to-date period, LMND achieves a -12.84% return, which is significantly lower than ROKU's -7.48% return.


LMND

YTD

-12.84%

1M

21.33%

6M

-6.63%

1Y

92.82%

5Y*

N/A

10Y*

N/A

ROKU

YTD

-7.48%

1M

14.21%

6M

-10.81%

1Y

18.77%

5Y*

-10.20%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

LMND vs. ROKU — 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 8585
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 8080
Martin Ratio Rank

ROKU
The Risk-Adjusted Performance Rank of ROKU is 6060
Overall Rank
The Sharpe Ratio Rank of ROKU is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ROKU is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ROKU is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ROKU is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ROKU is 6262
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. ROKU - Risk-Adjusted Performance Comparison

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


The current LMND Sharpe Ratio is 1.13, which is higher than the ROKU Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of LMND and ROKU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LMND vs. ROKU - Dividend Comparison

Neither LMND nor ROKU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LMND vs. ROKU - Drawdown Comparison

The maximum LMND drawdown since its inception was -94.23%, roughly equal to the maximum ROKU drawdown of -91.91%. Use the drawdown chart below to compare losses from any high point for LMND and ROKU. For additional features, visit the drawdowns tool.


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Volatility

LMND vs. ROKU - Volatility Comparison

The current volatility for Lemonade, Inc. (LMND) is 10.90%, while Roku, Inc. (ROKU) has a volatility of 17.68%. This indicates that LMND experiences smaller price fluctuations and is considered to be less risky than ROKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

LMND vs. ROKU - Financials Comparison

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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20212022202320242025
2.20M
1.02B
(LMND) Total Revenue
(ROKU) Total Revenue
Values in USD except per share items