LULU vs. BOXX
LULU (Lululemon Athletica Inc.) is a stock, while BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Over the past 3 years, LULU returned -33.07%/yr vs 4.72%/yr for BOXX. At a 0.00 correlation, their price movements are largely independent.
Performance
LULU vs. BOXX - Performance Comparison
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Returns By Period
In the year-to-date period, LULU achieves a -46.08% return, which is significantly lower than BOXX's 1.75% return.
LULU
- 1D
- -0.91%
- 1M
- -12.01%
- YTD
- -46.08%
- 6M
- -46.74%
- 1Y
- -51.60%
- 3Y*
- -33.07%
- 5Y*
- -20.98%
- 10Y*
- 4.97%
BOXX
- 1D
- 0.04%
- 1M
- 0.23%
- YTD
- 1.75%
- 6M
- 1.87%
- 1Y
- 4.00%
- 3Y*
- 4.72%
- 5Y*
- —
- 10Y*
- —
LULU vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LULU Lululemon Athletica Inc. | -46.08% | -45.66% | -25.21% | 59.59% | 1.70% |
BOXX Alpha Architect 1-3 Month Box ETF | 1.75% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between LULU and BOXX is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2022 | 0.00 |
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Return for Risk
LULU vs. BOXX — Risk / Return Rank
LULU
BOXX
LULU vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lululemon Athletica Inc. (LULU) and Alpha Architect 1-3 Month Box ETF (BOXX). 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 | BOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.60 | ||
| Sortino ratioReturn per unit of downside risk | -36.95 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 8.74 | -7.96 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 58.32 | -59.22 |
| Martin ratioReturn relative to average drawdown | -1.63 | 497.74 | -499.37 |
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Drawdowns
LULU vs. BOXX - Drawdown Comparison
The maximum LULU drawdown since its inception was -92.26%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for LULU and BOXX.
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Drawdown Indicators
| LULU | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.26% | -0.12% | -92.14% |
Max Drawdown (1Y)Largest decline over 1 year | -57.43% | -0.07% | -57.36% |
Max Drawdown (3Y)Largest decline over 3 years | -79.38% | -0.12% | -79.26% |
Max Drawdown (5Y)Largest decline over 5 years | -79.38% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -79.38% | — | — |
Current DrawdownCurrent decline from peak | -78.08% | 0.00% | -78.08% |
Average DrawdownAverage peak-to-trough decline | -27.69% | -0.00% | -27.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.77% | 0.01% | +31.76% |
Volatility
LULU vs. BOXX - Volatility Comparison
Lululemon Athletica Inc. (LULU) has a higher volatility of 14.89% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.10%. This indicates that LULU's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LULU | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.89% | 0.10% | +14.79% |
Volatility (6M)Calculated over the trailing 6-month period | 32.04% | 0.26% | +31.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.87% | 0.32% | +44.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.38% | 0.37% | +42.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.70% | 0.37% | +40.33% |
Dividends
LULU vs. BOXX - Dividend Comparison
Neither LULU nor BOXX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% |
LULU Lululemon Athletica Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LULU and BOXX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LULU has higher volatility (14.89%) compared to BOXX (0.10%). In terms of maximum drawdown, LULU dropped -92.26% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.45 vs -1.15), 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.
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