PortfoliosLab logoPortfoliosLab logo
LU vs. DCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LU vs. DCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lufax Holding Ltd (LU) and Ducommun Incorporated (DCO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LU achieves a -48.05% return, which is significantly lower than DCO's 72.96% return.


LU

1D
-0.75%
1M
-32.14%
YTD
-48.05%
6M
-50.00%
1Y
-54.45%
3Y*
-22.60%
5Y*
-40.59%
10Y*

DCO

1D
-0.28%
1M
8.86%
YTD
72.96%
6M
74.63%
1Y
115.37%
3Y*
53.56%
5Y*
23.90%
10Y*
23.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LU vs. DCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LU
Lufax Holding Ltd
-48.05%7.11%73.97%-58.03%-60.48%-60.35%22.41%
DCO
Ducommun Incorporated
72.96%49.43%22.28%4.20%6.82%-12.91%64.42%

Correlation

The correlation between LU and DCO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.10

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2020

0.14

Fundamentals

Total Revenue (TTM)

LU:

CN¥31.92B

DCO:

$839.64M

Gross Profit (TTM)

LU:

CN¥13.50B

DCO:

$226.25M

EBITDA (TTM)

LU:

-CN¥1.26B

DCO:

$11.47M

Compare stocks, funds, or ETFs

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


Return for Risk

LU vs. DCO — Risk / Return Rank

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

LU
LU Risk / Return Rank: 77
Overall Rank
LU Sharpe Ratio Rank: 55
Sharpe Ratio Rank
LU Sortino Ratio Rank: 44
Sortino Ratio Rank
LU Omega Ratio Rank: 66
Omega Ratio Rank
LU Calmar Ratio Rank: 1313
Calmar Ratio Rank
LU Martin Ratio Rank: 99
Martin Ratio Rank

DCO
DCO Risk / Return Rank: 9595
Overall Rank
DCO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DCO Sortino Ratio Rank: 9494
Sortino Ratio Rank
DCO Omega Ratio Rank: 9393
Omega Ratio Rank
DCO Calmar Ratio Rank: 9696
Calmar Ratio Rank
DCO Martin Ratio Rank: 9696
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.

LU vs. DCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lufax Holding Ltd (LU) and Ducommun Incorporated (DCO). 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.


LUDCODifference
Sharpe ratioReturn per unit of total volatility

-4.27

Sortino ratioReturn per unit of downside risk

-5.35

Omega ratioGain probability vs. loss probability

0.80

1.48

-0.68

Calmar ratioReturn relative to maximum drawdown

-0.78

7.24

-8.02

Martin ratioReturn relative to average drawdown

-1.40

21.90

-23.30

LU vs. DCO - Sharpe Ratio Comparison

The current LU Sharpe Ratio is -1.03, which is lower than the DCO Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of LU and DCO, 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

LU vs. DCO - Drawdown Comparison

The maximum LU drawdown since its inception was -96.68%, roughly equal to the maximum DCO drawdown of -95.13%. Use the drawdown chart below to compare losses from any high point for LU and DCO.


Loading charts...

Drawdown Indicators


LUDCODifference

Max Drawdown

Largest peak-to-trough decline

-96.68%

-95.13%

-1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-69.77%

-16.03%

-53.74%

Max Drawdown (3Y)

Largest decline over 3 years

-69.77%

-23.46%

-46.31%

Max Drawdown (5Y)

Largest decline over 5 years

-94.84%

-30.81%

-64.03%

Max Drawdown (10Y)

Largest decline over 10 years

-70.83%

Current Drawdown

Current decline from peak

-95.42%

-0.28%

-95.14%

Average Drawdown

Average peak-to-trough decline

-78.39%

-38.17%

-40.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.81%

5.29%

+33.52%

Volatility

LU vs. DCO - Volatility Comparison

Lufax Holding Ltd (LU) and Ducommun Incorporated (DCO) have volatilities of 11.70% and 12.10%, 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.


Loading charts...

Volatility by Period


LUDCODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.70%

12.10%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

34.40%

27.13%

+7.27%

Volatility (1Y)

Calculated over the trailing 1-year period

53.01%

35.91%

+17.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.61%

33.64%

+42.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.27%

43.62%

+32.65%

Dividends

LU vs. DCO - Dividend Comparison

Neither LU nor DCO has paid dividends to shareholders.


PositionTTM2025202420232022
DCO
Ducommun Incorporated
0.00%0.00%0.00%0.00%0.00%
LU
Lufax Holding Ltd
0.00%0.00%101.26%11.60%26.29%

Financials

LU vs. DCO - Financials Comparison

This section allows you to compare key financial metrics between Lufax Holding Ltd and Ducommun Incorporated. 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


0.005.00B10.00B15.00B20.00B20222023202420252026
4.45B
209.02M
(LU) Total Revenue
(DCO) Total Revenue
Please note, different currencies. LU values in CNY, DCO values in USD

Frequently Asked Questions


LU and DCO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DCO has higher volatility (12.10%) compared to LU (11.70%). In terms of maximum drawdown, LU dropped -96.68% vs DCO's -95.13%.

DCO currently has the higher Sharpe Ratio (3.24 vs -1.03), 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 LU and DCO

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