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

Correlation

The correlation between LMND and ROKU is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

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.

-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-62.93%
-54.01%
LMND
ROKU

Key characteristics

Sharpe Ratio

LMND:

0.76

ROKU:

0.05

Sortino Ratio

LMND:

1.64

ROKU:

0.50

Omega Ratio

LMND:

1.20

ROKU:

1.07

Calmar Ratio

LMND:

0.69

ROKU:

0.03

Martin Ratio

LMND:

2.54

ROKU:

0.20

Ulcer Index

LMND:

24.97%

ROKU:

13.91%

Daily Std Dev

LMND:

83.63%

ROKU:

60.84%

Max Drawdown

LMND:

-94.23%

ROKU:

-91.91%

Current Drawdown

LMND:

-85.96%

ROKU:

-87.66%

Fundamentals

Market Cap

LMND:

$1.95B

ROKU:

$8.53B

EPS

LMND:

-$2.85

ROKU:

-$0.89

PS Ratio

LMND:

3.70

ROKU:

2.07

PB Ratio

LMND:

3.29

ROKU:

3.42

Total Revenue (TTM)

LMND:

$407.40M

ROKU:

$3.23B

Gross Profit (TTM)

LMND:

$407.40M

ROKU:

$1.39B

EBITDA (TTM)

LMND:

-$143.70M

ROKU:

$88.09M

Returns By Period

In the year-to-date period, LMND achieves a -29.85% return, which is significantly lower than ROKU's -20.41% return.


LMND

YTD

-29.85%

1M

-25.59%

6M

38.41%

1Y

62.23%

5Y*

N/A

10Y*

N/A

ROKU

YTD

-20.41%

1M

-24.42%

6M

-23.16%

1Y

3.99%

5Y*

-13.55%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


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 8080
Overall Rank
The Sharpe Ratio Rank of LMND is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of LMND is 8282
Sortino Ratio Rank
The Omega Ratio Rank of LMND is 7979
Omega Ratio Rank
The Calmar Ratio Rank of LMND is 8080
Calmar Ratio Rank
The Martin Ratio Rank of LMND is 7878
Martin Ratio Rank

ROKU
The Risk-Adjusted Performance Rank of ROKU is 5555
Overall Rank
The Sharpe Ratio Rank of ROKU is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ROKU is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ROKU is 5454
Omega Ratio Rank
The Calmar Ratio Rank of ROKU is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ROKU is 5757
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.


Sharpe ratio
The chart of Sharpe ratio for LMND, currently valued at 0.76, compared to the broader market-2.00-1.000.001.002.003.00
LMND: 0.76
ROKU: 0.05
The chart of Sortino ratio for LMND, currently valued at 1.64, compared to the broader market-6.00-4.00-2.000.002.004.00
LMND: 1.64
ROKU: 0.50
The chart of Omega ratio for LMND, currently valued at 1.20, compared to the broader market0.501.001.502.00
LMND: 1.20
ROKU: 1.07
The chart of Calmar ratio for LMND, currently valued at 0.69, compared to the broader market0.001.002.003.004.00
LMND: 0.69
ROKU: 0.03
The chart of Martin ratio for LMND, currently valued at 2.54, compared to the broader market-5.000.005.0010.0015.0020.00
LMND: 2.54
ROKU: 0.20

The current LMND Sharpe Ratio is 0.76, which is higher than the ROKU Sharpe Ratio of 0.05. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.76
0.05
LMND
ROKU

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.


-90.00%-85.00%-80.00%-75.00%-70.00%NovemberDecember2025FebruaryMarchApril
-85.96%
-87.66%
LMND
ROKU

Volatility

LMND vs. ROKU - Volatility Comparison

Lemonade, Inc. (LMND) and Roku, Inc. (ROKU) have volatilities of 28.54% and 28.16%, 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
28.54%
28.16%
LMND
ROKU

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


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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