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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.


-0.50.00.51.00.5

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.

-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-40.15%
-37.36%
LMND
ROKU

Key characteristics

Sharpe Ratio

LMND:

1.84

ROKU:

-0.17

Sortino Ratio

LMND:

2.48

ROKU:

0.14

Omega Ratio

LMND:

1.35

ROKU:

1.02

Calmar Ratio

LMND:

1.59

ROKU:

-0.11

Martin Ratio

LMND:

7.26

ROKU:

-0.30

Ulcer Index

LMND:

20.14%

ROKU:

31.79%

Daily Std Dev

LMND:

79.52%

ROKU:

55.84%

Max Drawdown

LMND:

-94.23%

ROKU:

-91.91%

Current Drawdown

LMND:

-77.33%

ROKU:

-83.19%

Fundamentals

Market Cap

LMND:

$3.07B

ROKU:

$12.12B

EPS

LMND:

-$3.04

ROKU:

-$1.19

Total Revenue (TTM)

LMND:

$492.60M

ROKU:

$3.90B

Gross Profit (TTM)

LMND:

$492.60M

ROKU:

$1.69B

EBITDA (TTM)

LMND:

$18.90M

ROKU:

-$133.02M

Returns By Period

In the year-to-date period, LMND achieves a 157.53% return, which is significantly higher than ROKU's -12.08% return.


LMND

YTD

157.53%

1M

-10.82%

6M

158.01%

1Y

143.92%

5Y*

N/A

10Y*

N/A

ROKU

YTD

-12.08%

1M

17.29%

6M

48.14%

1Y

-12.44%

5Y*

-10.07%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 1.84, compared to the broader market-4.00-2.000.002.001.84-0.17
The chart of Sortino ratio for LMND, currently valued at 2.48, compared to the broader market-4.00-2.000.002.004.002.480.14
The chart of Omega ratio for LMND, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.02
The chart of Calmar ratio for LMND, currently valued at 1.59, compared to the broader market0.002.004.006.001.59-0.11
The chart of Martin ratio for LMND, currently valued at 7.26, compared to the broader market-5.000.005.0010.0015.0020.0025.007.26-0.30
LMND
ROKU

The current LMND Sharpe Ratio is 1.84, which is higher than the ROKU Sharpe Ratio of -0.17. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.84
-0.17
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%JulyAugustSeptemberOctoberNovemberDecember
-77.33%
-83.19%
LMND
ROKU

Volatility

LMND vs. ROKU - Volatility Comparison

Lemonade, Inc. (LMND) has a higher volatility of 24.76% compared to Roku, Inc. (ROKU) at 17.04%. This indicates that LMND's price experiences larger fluctuations and is considered to be riskier than ROKU 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%JulyAugustSeptemberOctoberNovemberDecember
24.76%
17.04%
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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