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LULU vs. CLIQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LULU vs. CLIQ.DE - Performance Comparison

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

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Different Trading Currencies

LULU is traded in USD, while CLIQ.DE is traded in EUR. To make them comparable, the CLIQ.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LULU achieves a -42.85% return, which is significantly lower than CLIQ.DE's 162.32% return. Both investments have delivered pretty close results over the past 10 years, with LULU having a 5.37% annualized return and CLIQ.DE not far ahead at 5.38%.


LULU

1D
-2.52%
1M
-0.31%
YTD
-42.85%
6M
-42.05%
1Y
-50.33%
3Y*
-31.43%
5Y*
-18.89%
10Y*
5.37%

CLIQ.DE

1D
0.44%
1M
0.49%
YTD
162.32%
6M
142.98%
1Y
-36.67%
3Y*
-44.65%
5Y*
-31.06%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LULU vs. CLIQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LULU
Lululemon Athletica Inc.
-42.85%-45.66%-25.21%59.59%-18.16%12.48%50.23%90.50%54.74%20.93%
CLIQ.DE
Cliq Digital AG
162.32%-65.99%-77.94%-13.45%0.54%38.82%544.60%66.01%-79.96%81.25%

Correlation

The correlation between LULU and CLIQ.DE 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

0.08

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

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2007

0.10

The correlation between LULU and CLIQ.DE shifts across timeframes, from 0.03 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LULU vs. CLIQ.DE — Risk / Return Rank

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

LULU
LULU Risk / Return Rank: 33
Overall Rank
LULU Sharpe Ratio Rank: 33
Sharpe Ratio Rank
LULU Sortino Ratio Rank: 44
Sortino Ratio Rank
LULU Omega Ratio Rank: 44
Omega Ratio Rank
LULU Calmar Ratio Rank: 33
Calmar Ratio Rank
LULU Martin Ratio Rank: 33
Martin Ratio Rank

CLIQ.DE
CLIQ.DE Risk / Return Rank: 2929
Overall Rank
CLIQ.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CLIQ.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
CLIQ.DE Omega Ratio Rank: 3232
Omega Ratio Rank
CLIQ.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
CLIQ.DE Martin Ratio Rank: 3030
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.

LULU vs. CLIQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lululemon Athletica Inc. (LULU) and Cliq Digital AG (CLIQ.DE). 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.


LULUCLIQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

0.78

1.00

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.97

-0.50

-0.47

Martin ratioReturn relative to average drawdown

-1.72

-0.70

-1.01

LULU vs. CLIQ.DE - Sharpe Ratio Comparison

The current LULU Sharpe Ratio is -1.17, which is lower than the CLIQ.DE Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of LULU and CLIQ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LULU vs. CLIQ.DE - Drawdown Comparison

The maximum LULU drawdown since its inception was -92.26%, roughly equal to the maximum CLIQ.DE drawdown of -96.24%. Use the drawdown chart below to compare losses from any high point for LULU and CLIQ.DE.


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Drawdown Indicators


LULUCLIQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-92.26%

-96.24%

+3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-53.88%

-76.96%

+23.08%

Max Drawdown (3Y)

Largest decline over 3 years

-77.66%

-94.27%

+16.61%

Max Drawdown (5Y)

Largest decline over 5 years

-77.66%

-94.99%

+17.33%

Max Drawdown (10Y)

Largest decline over 10 years

-77.66%

-96.24%

+18.58%

Current Drawdown

Current decline from peak

-76.77%

-89.85%

+13.08%

Average Drawdown

Average peak-to-trough decline

-27.61%

-60.17%

+32.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.26%

54.48%

-24.22%

Volatility

LULU vs. CLIQ.DE - Volatility Comparison

Lululemon Athletica Inc. (LULU) has a higher volatility of 13.47% compared to Cliq Digital AG (CLIQ.DE) at 4.61%. This indicates that LULU's price experiences larger fluctuations and is considered to be riskier than CLIQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LULUCLIQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.47%

4.61%

+8.86%

Volatility (6M)

Calculated over the trailing 6-month period

32.76%

81.99%

-49.23%

Volatility (1Y)

Calculated over the trailing 1-year period

44.48%

108.40%

-63.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.22%

76.37%

-34.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.62%

70.14%

-29.52%

Dividends

LULU vs. CLIQ.DE - Dividend Comparison

LULU has not paid dividends to shareholders, while CLIQ.DE's dividend yield for the trailing twelve months is around 1.10%.


PositionTTM202520242023202220212020
CLIQ.DE
Cliq Digital AG
1.10%5.84%0.86%9.00%4.37%1.86%1.69%
LULU
Lululemon Athletica Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

LULU vs. CLIQ.DE - Financials Comparison

This section allows you to compare key financial metrics between Lululemon Athletica Inc. and Cliq Digital AG. 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


Please note, different currencies. LULU values in USD, CLIQ.DE values in EUR

Frequently Asked Questions


LULU and CLIQ.DE 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.

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