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LULU vs. CROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LULU and CROX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

LULU vs. CROX - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
19.73%
-32.31%
LULU
CROX

Key characteristics

Sharpe Ratio

LULU:

-0.66

CROX:

0.07

Sortino Ratio

LULU:

-0.78

CROX:

0.45

Omega Ratio

LULU:

0.90

CROX:

1.06

Calmar Ratio

LULU:

-0.48

CROX:

0.06

Martin Ratio

LULU:

-0.73

CROX:

0.19

Ulcer Index

LULU:

35.39%

CROX:

16.24%

Daily Std Dev

LULU:

38.94%

CROX:

47.03%

Max Drawdown

LULU:

-92.24%

CROX:

-98.74%

Current Drawdown

LULU:

-27.23%

CROX:

-40.83%

Fundamentals

Market Cap

LULU:

$47.57B

CROX:

$6.50B

EPS

LULU:

$13.84

CROX:

$13.77

PE Ratio

LULU:

28.22

CROX:

8.10

PEG Ratio

LULU:

1.54

CROX:

-31.83

Total Revenue (TTM)

LULU:

$10.18B

CROX:

$4.07B

Gross Profit (TTM)

LULU:

$5.99B

CROX:

$2.37B

EBITDA (TTM)

LULU:

$2.71B

CROX:

$1.10B

Returns By Period

In the year-to-date period, LULU achieves a -27.23% return, which is significantly lower than CROX's 14.39% return. Over the past 10 years, LULU has underperformed CROX with an annualized return of 21.45%, while CROX has yielded a comparatively higher 24.39% annualized return.


LULU

YTD

-27.23%

1M

20.20%

6M

18.78%

1Y

-26.59%

5Y*

10.10%

10Y*

21.45%

CROX

YTD

14.39%

1M

10.71%

6M

-32.98%

1Y

1.51%

5Y*

21.60%

10Y*

24.39%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LULU vs. CROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lululemon Athletica Inc. (LULU) and Crocs, Inc. (CROX). 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.


Sharpe ratio
The chart of Sharpe ratio for LULU, currently valued at -0.66, compared to the broader market-4.00-2.000.002.00-0.660.07
The chart of Sortino ratio for LULU, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.780.45
The chart of Omega ratio for LULU, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.06
The chart of Calmar ratio for LULU, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.480.06
The chart of Martin ratio for LULU, currently valued at -0.73, compared to the broader market0.0010.0020.00-0.730.19
LULU
CROX

The current LULU Sharpe Ratio is -0.66, which is lower than the CROX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of LULU and CROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.66
0.07
LULU
CROX

Dividends

LULU vs. CROX - Dividend Comparison

Neither LULU nor CROX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LULU vs. CROX - Drawdown Comparison

The maximum LULU drawdown since its inception was -92.24%, smaller than the maximum CROX drawdown of -98.74%. Use the drawdown chart below to compare losses from any high point for LULU and CROX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-27.23%
-40.83%
LULU
CROX

Volatility

LULU vs. CROX - Volatility Comparison

Lululemon Athletica Inc. (LULU) has a higher volatility of 17.49% compared to Crocs, Inc. (CROX) at 10.97%. This indicates that LULU's price experiences larger fluctuations and is considered to be riskier than CROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.49%
10.97%
LULU
CROX

Financials

LULU vs. CROX - Financials Comparison

This section allows you to compare key financial metrics between Lululemon Athletica Inc. and Crocs, Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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