LULU vs. ALL

Last updated Jun 13, 2026

LULU (Lululemon Athletica Inc.) and ALL (The Allstate Corporation) are both stocks. LULU operates in Apparel Retail (Consumer Cyclical), while ALL operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, LULU returned 5.37%/yr vs 15.27%/yr for ALL. At a 0.26 correlation, their price movements are largely independent.

Performance

LULU vs. ALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lululemon Athletica Inc. (LULU) and The Allstate Corporation (ALL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LULU achieves a -42.85% return, which is significantly lower than ALL's 7.58% return. Over the past 10 years, LULU has underperformed ALL with an annualized return of 5.37%, while ALL has yielded a comparatively higher 15.27% annualized return.

LULU

• 1D: -2.52%
• 1M: -1.89%
• YTD: -42.85%
• 6M: -42.05%
• 1Y: -50.33%
• 3Y*: -31.43%
• 5Y*: -18.89%
• 10Y*: 5.37%

ALL

• 1D: 0.94%
• 1M: 2.93%
• YTD: 7.58%
• 6M: 8.08%
• 1Y: 13.66%
• 3Y*: 27.76%
• 5Y*: 13.66%
• 10Y*: 15.27%

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

LULU vs. ALL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LULU Lululemon Athletica Inc.	-42.85%	-45.66%	-25.21%	59.59%	-18.16%	12.48%	50.23%	90.50%	54.74%	20.93%
ALL The Allstate Corporation	7.58%	10.09%	40.61%	6.37%	18.37%	9.86%	-0.12%	38.82%	-19.52%	43.64%

Correlation

The correlation between LULU and ALL is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jul 27, 2007	0.26

Over the past year, the correlation between LULU and ALL has dropped to 0.04 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

Fundamentals

Market Cap LULU : $13.72B ALL : $58.20B
EPS LULU : $12.35 ALL : $45.76
PE Ratio LULU : 9.62 ALL : 4.84
PEG Ratio LULU : 0.47 ALL : 0.13
PS Ratio LULU : 1.25 ALL : 0.88
PB Ratio LULU : 2.73 ALL : 1.97
Total Revenue (TTM) LULU : $11.20B ALL : $67.14B
Gross Profit (TTM) LULU : $6.24B ALL : $19.06B
EBITDA (TTM) LULU : $2.44B ALL : $13.09B

Return for Risk

LULU vs. ALL — Risk / Return Rank

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

LULU

LULU Risk / Return Rank: 3
LULU Sharpe Ratio Rank: 3
LULU Sortino Ratio Rank: 4
LULU Omega Ratio Rank: 4
LULU Calmar Ratio Rank: 3
LULU Martin Ratio Rank: 3

ALL

ALL Risk / Return Rank: 60
ALL Sharpe Ratio Rank: 62
ALL Sortino Ratio Rank: 54
ALL Omega Ratio Rank: 53
ALL Calmar Ratio Rank: 66
ALL Martin Ratio Rank: 67

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.

LULU vs. ALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lululemon Athletica Inc. (LULU) and The Allstate Corporation (ALL). 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.

	LULU	ALL	Difference
Sharpe ratio: Return per unit of total volatility	-1.17	0.55	-1.72
Sortino ratio: Return per unit of downside risk	-1.74	0.90	-2.64
Omega ratio: Gain probability vs. loss probability	0.78	1.11	-0.33
Calmar ratio: Return relative to maximum drawdown	-0.97	1.13	-2.09
Martin ratio: Return relative to average drawdown	-1.72	2.90	-4.62

LULU vs. ALL - Sharpe Ratio Comparison

The current LULU Sharpe Ratio is -1.17, which is lower than the ALL Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of LULU and ALL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LULU vs. ALL - Drawdown Comparison

The maximum LULU drawdown since its inception was -92.26%, which is greater than ALL's maximum drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for LULU and ALL.

Drawdown Indicators

	LULU	ALL	Difference
Max Drawdown Largest peak-to-trough decline	-92.26%	-77.03%	-15.23%
Max Drawdown (1Y) Largest decline over 1 year	-53.88%	-11.48%	-42.40%
Max Drawdown (3Y) Largest decline over 3 years	-77.66%	-14.11%	-63.55%
Max Drawdown (5Y) Largest decline over 5 years	-77.66%	-27.35%	-50.31%
Max Drawdown (10Y) Largest decline over 10 years	-77.66%	-41.39%	-36.27%
Current Drawdown Current decline from peak	-76.77%	-0.79%	-75.98%
Average Drawdown Average peak-to-trough decline	-27.61%	-16.43%	-11.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.26%	4.46%	+25.80%

Volatility

LULU vs. ALL - Volatility Comparison

Lululemon Athletica Inc. (LULU) has a higher volatility of 13.47% compared to The Allstate Corporation (ALL) at 8.80%. This indicates that LULU's price experiences larger fluctuations and is considered to be riskier than ALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LULU	ALL	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.47%	8.80%	+4.67%
Volatility (6M) Calculated over the trailing 6-month period	32.76%	17.29%	+15.47%
Volatility (1Y) Calculated over the trailing 1-year period	44.48%	23.73%	+20.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.22%	25.46%	+16.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.62%	24.95%	+15.67%

Dividends

LULU vs. ALL - Dividend Comparison

LULU has not paid dividends to shareholders, while ALL's dividend yield for the trailing twelve months is around 1.88%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALL The Allstate Corporation	1.88%	1.92%	1.91%	2.54%	2.51%	2.75%	1.96%	1.78%	2.23%	1.41%	1.78%	1.93%
LULU Lululemon Athletica Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

LULU vs. ALL - Profitability Comparison

The chart below illustrates the profitability comparison between Lululemon Athletica Inc. and The Allstate Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

LULU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lululemon Athletica Inc. reported a gross profit of 1.34B and revenue of 2.47B. Therefore, the gross margin over that period was 54.2%.

ALL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Allstate Corporation reported a gross profit of 0.00 and revenue of 16.94B. Therefore, the gross margin over that period was 0.0%.

LULU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lululemon Athletica Inc. reported an operating income of 276.95M and revenue of 2.47B, resulting in an operating margin of 11.2%.

ALL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Allstate Corporation reported an operating income of 0.00 and revenue of 16.94B, resulting in an operating margin of 0.0%.

LULU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lululemon Athletica Inc. reported a net income of 195.05M and revenue of 2.47B, resulting in a net margin of 7.9%.

ALL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Allstate Corporation reported a net income of 2.46B and revenue of 16.94B, resulting in a net margin of 14.5%.

Frequently Asked Questions

Can I hold both LULU and ALL in my portfolio?

LULU and ALL have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LULU or ALL?

LULU has higher volatility (13.47%) compared to ALL (8.80%). In terms of maximum drawdown, LULU dropped -92.26% vs ALL's -77.03%.

Which has better risk-adjusted returns?

ALL currently has the higher Sharpe Ratio (0.55 vs -1.17), 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.