LU vs. STNE

Last updated Jun 9, 2026

LU (Lufax Holding Ltd) and STNE (StoneCo Ltd.) are both stocks. LU operates in Credit Services (Financial Services), while STNE operates in Software - Application (Technology). Over the past 5 years, LU returned -40.10%/yr vs -27.16%/yr for STNE. At a 0.25 correlation, their price movements are largely independent.

Performance

LU vs. STNE - Performance Comparison

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

Returns By Period

In the year-to-date period, LU achieves a -46.09% return, which is significantly lower than STNE's -13.49% return.

LU

• 1D: -4.83%
• 1M: -29.23%
• YTD: -46.09%
• 6M: -47.92%
• 1Y: -52.41%
• 3Y*: -20.35%
• 5Y*: -40.10%
• 10Y*: —

STNE

• 1D: 1.63%
• 1M: -1.86%
• YTD: -13.49%
• 6M: -14.01%
• 1Y: -5.43%
• 3Y*: 0.25%
• 5Y*: -27.16%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LU vs. STNE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
LU Lufax Holding Ltd	-46.09%	7.11%	73.97%	-58.03%	-60.48%	-60.35%	10.51%
STNE StoneCo Ltd.	-13.49%	85.57%	-55.80%	91.00%	-44.01%	-79.91%	59.73%

Correlation

The correlation between LU and STNE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (All Time) Calculated using the full available price history since Nov 2, 2020	0.25

Fundamentals

Total Revenue (TTM) LU : $31.92B STNE : $11.69B
Gross Profit (TTM) LU : $13.50B STNE : $8.11B
EBITDA (TTM) LU : -$1.26B STNE : $3.75B

Return for Risk

LU vs. STNE — Risk / Return Rank

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

LU

LU Risk / Return Rank: 8
LU Sharpe Ratio Rank: 5
LU Sortino Ratio Rank: 5
LU Omega Ratio Rank: 7
LU Calmar Ratio Rank: 13
LU Martin Ratio Rank: 9

STNE

STNE Risk / Return Rank: 37
STNE Sharpe Ratio Rank: 38
STNE Sortino Ratio Rank: 36
STNE Omega Ratio Rank: 36
STNE Calmar Ratio Rank: 38
STNE Martin Ratio Rank: 37

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. STNE - Risk-Adjusted Trends Comparison

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

	LU	STNE	Difference
Sharpe ratio: Return per unit of total volatility	-0.99	-0.11	-0.89
Sortino ratio: Return per unit of downside risk	-1.62	0.21	-1.83
Omega ratio: Gain probability vs. loss probability	0.81	1.03	-0.21
Calmar ratio: Return relative to maximum drawdown	-0.77	-0.14	-0.63
Martin ratio: Return relative to average drawdown	-1.39	-0.28	-1.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LU vs. STNE - Sharpe Ratio Comparison

The current LU Sharpe Ratio is -0.99, which is lower than the STNE Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of LU and STNE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LU	STNE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.99	-0.11	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.53	-0.42	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	-0.49	-0.17	-0.33

Drawdowns

LU vs. STNE - Drawdown Comparison

The maximum LU drawdown since its inception was -96.68%, roughly equal to the maximum STNE drawdown of -92.31%. Use the drawdown chart below to compare losses from any high point for LU and STNE.

Drawdown Indicators

	LU	STNE	Difference
Max Drawdown Largest peak-to-trough decline	-96.68%	-92.31%	-4.37%
Max Drawdown (1Y) Largest decline over 1 year	-68.64%	-40.22%	-28.42%
Max Drawdown (3Y) Largest decline over 3 years	-69.41%	-57.64%	-11.77%
Max Drawdown (5Y) Largest decline over 5 years	-94.84%	-89.72%	-5.12%
Current Drawdown Current decline from peak	-95.24%	-86.40%	-8.84%
Average Drawdown Average peak-to-trough decline	-78.40%	-61.14%	-17.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.82%	19.70%	+18.12%

Volatility

LU vs. STNE - Volatility Comparison

The current volatility for Lufax Holding Ltd (LU) is 12.14%, while StoneCo Ltd. (STNE) has a volatility of 15.44%. This indicates that LU experiences smaller price fluctuations and is considered to be less risky than STNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LU	STNE	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.14%	15.44%	-3.30%
Volatility (6M) Calculated over the trailing 6-month period	34.52%	39.35%	-4.83%
Volatility (1Y) Calculated over the trailing 1-year period	53.08%	51.40%	+1.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	76.63%	64.91%	+11.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	76.25%	67.44%	+8.81%

Dividends

LU vs. STNE - Dividend Comparison

LU has not paid dividends to shareholders, while STNE's dividend yield for the trailing twelve months is around 23.94%.

Position	TTM	2025	2024	2023	2022
LU Lufax Holding Ltd	0.00%	0.00%	101.26%	11.60%	26.29%
STNE StoneCo Ltd.	23.94%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both LU and STNE in my portfolio?

LU and STNE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LU or STNE?

STNE has higher volatility (15.44%) compared to LU (12.14%). In terms of maximum drawdown, LU dropped -96.68% vs STNE's -92.31%.

Which has better risk-adjusted returns?

STNE currently has the higher Sharpe Ratio (-0.11 vs -0.99), 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.