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LULU vs. ROST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LULU vs. ROST - Performance Comparison

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

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Returns By Period

In the year-to-date period, LULU achieves a -45.03% return, which is significantly lower than ROST's 28.16% return. Over the past 10 years, LULU has underperformed ROST with an annualized return of 5.30%, while ROST has yielded a comparatively higher 16.93% annualized return.


LULU

1D
-8.56%
1M
-13.49%
YTD
-45.03%
6M
-39.88%
1Y
-65.47%
3Y*
-31.54%
5Y*
-19.09%
10Y*
5.30%

ROST

1D
-1.15%
1M
0.64%
YTD
28.16%
6M
30.09%
1Y
63.57%
3Y*
31.73%
5Y*
15.31%
10Y*
16.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LULU vs. ROST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LULU
Lululemon Athletica Inc.
-45.03%-45.66%-25.21%59.59%-18.16%12.48%50.23%90.50%54.74%20.93%
ROST
Ross Stores, Inc.
28.16%20.41%10.39%20.64%2.94%-6.03%5.81%41.72%4.78%23.53%

Correlation

The correlation between LULU and ROST is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

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

0.46

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2007

0.40

Fundamentals

Market Cap

LULU:

$13.19B

ROST:

$74.00B

EPS

LULU:

$12.35

ROST:

$7.15

PE Ratio

LULU:

9.25

ROST:

32.21

PEG Ratio

LULU:

0.45

ROST:

3.65

PS Ratio

LULU:

1.21

ROST:

3.14

PB Ratio

LULU:

2.63

ROST:

11.22

Total Revenue (TTM)

LULU:

$11.20B

ROST:

$23.78B

Gross Profit (TTM)

LULU:

$6.24B

ROST:

$4.95B

EBITDA (TTM)

LULU:

$2.44B

ROST:

$3.62B

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Return for Risk

LULU vs. ROST — Risk / Return Rank

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

LULU
LULU Risk / Return Rank: 11
Overall Rank
LULU Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LULU Sortino Ratio Rank: 11
Sortino Ratio Rank
LULU Omega Ratio Rank: 11
Omega Ratio Rank
LULU Calmar Ratio Rank: 00
Calmar Ratio Rank
LULU Martin Ratio Rank: 11
Martin Ratio Rank

ROST
ROST Risk / Return Rank: 9393
Overall Rank
ROST Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ROST Sortino Ratio Rank: 9595
Sortino Ratio Rank
ROST Omega Ratio Rank: 9393
Omega Ratio Rank
ROST Calmar Ratio Rank: 9292
Calmar Ratio Rank
ROST Martin Ratio Rank: 9494
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. ROST - Risk-Adjusted Trends Comparison

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


LULUROSTDifference
Sharpe ratioReturn per unit of total volatility

-3.95

Sortino ratioReturn per unit of downside risk

-6.25

Omega ratioGain probability vs. loss probability

0.69

1.50

-0.81

Calmar ratioReturn relative to maximum drawdown

-1.15

5.46

-6.62

Martin ratioReturn relative to average drawdown

-1.95

17.05

-19.00

LULU vs. ROST - Sharpe Ratio Comparison

The current LULU Sharpe Ratio is -1.36, which is lower than the ROST Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of LULU and ROST, 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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Sharpe Ratios by Period


LULUROSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.36

2.59

-3.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.52

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.54

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.45

-0.21

Drawdowns

LULU vs. ROST - Drawdown Comparison

The maximum LULU drawdown since its inception was -92.26%, which is greater than ROST's maximum drawdown of -82.23%. Use the drawdown chart below to compare losses from any high point for LULU and ROST.


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Drawdown Indicators


LULUROSTDifference

Max Drawdown

Largest peak-to-trough decline

-92.26%

-82.23%

-10.03%

Max Drawdown (1Y)

Largest decline over 1 year

-56.94%

-11.70%

-45.24%

Max Drawdown (3Y)

Largest decline over 3 years

-77.66%

-21.08%

-56.58%

Max Drawdown (5Y)

Largest decline over 5 years

-77.66%

-44.13%

-33.53%

Max Drawdown (10Y)

Largest decline over 10 years

-77.66%

-51.41%

-26.25%

Current Drawdown

Current decline from peak

-77.66%

-1.89%

-75.77%

Average Drawdown

Average peak-to-trough decline

-27.56%

-17.94%

-9.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.92%

3.74%

+42.18%

Volatility

LULU vs. ROST - Volatility Comparison

Lululemon Athletica Inc. (LULU) and Ross Stores, Inc. (ROST) have volatilities of 12.89% and 12.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LULUROSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.89%

12.44%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

32.75%

18.38%

+14.37%

Volatility (1Y)

Calculated over the trailing 1-year period

48.28%

24.65%

+23.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.16%

29.53%

+12.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.62%

31.61%

+9.01%

Dividends

LULU vs. ROST - Dividend Comparison

LULU has not paid dividends to shareholders, while ROST's dividend yield for the trailing twelve months is around 0.72%.


PositionTTM20252024202320222021202020192018201720162015
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%
ROST
Ross Stores, Inc.
0.72%0.90%0.97%0.97%1.07%1.00%0.23%1.10%1.08%0.80%0.82%4.59%

Financials

LULU vs. ROST - Financials Comparison

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


1.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
2.47B
6.01B
(LULU) Total Revenue
(ROST) Total Revenue
Values in USD except per share items

LULU vs. ROST - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
54.2%
0
Portfolio components
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%.

ROST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ross Stores, Inc. reported a gross profit of 0.00 and revenue of 6.01B. 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%.

ROST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ross Stores, Inc. reported an operating income of 804.03M and revenue of 6.01B, resulting in an operating margin of 13.4%.

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%.

ROST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ross Stores, Inc. reported a net income of 649.96M and revenue of 6.01B, resulting in a net margin of 10.8%.


Frequently Asked Questions


LULU and ROST have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LULU has higher volatility (12.89%) compared to ROST (12.44%). In terms of maximum drawdown, LULU dropped -92.26% vs ROST's -82.23%.

ROST currently has the higher Sharpe Ratio (2.59 vs -1.36), 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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