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

Correlation

The correlation between LULU and ROST is 0.40, 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.


-0.50.00.51.0
Correlation: 0.4

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.

1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
898.68%
2,017.95%
LULU
ROST

Key characteristics

Sharpe Ratio

LULU:

-0.71

ROST:

-0.48

Sortino Ratio

LULU:

-0.87

ROST:

-0.59

Omega Ratio

LULU:

0.89

ROST:

0.93

Calmar Ratio

LULU:

-0.52

ROST:

-0.53

Martin Ratio

LULU:

-1.34

ROST:

-1.41

Ulcer Index

LULU:

21.24%

ROST:

7.85%

Daily Std Dev

LULU:

40.17%

ROST:

23.17%

Max Drawdown

LULU:

-92.24%

ROST:

-82.24%

Current Drawdown

LULU:

-45.31%

ROST:

-17.10%

Fundamentals

Market Cap

LULU:

$35.35B

ROST:

$42.60B

EPS

LULU:

$14.63

ROST:

$6.33

PE Ratio

LULU:

19.35

ROST:

20.40

PEG Ratio

LULU:

1.09

ROST:

1.67

Total Revenue (TTM)

LULU:

$10.59B

ROST:

$36.35B

Gross Profit (TTM)

LULU:

$6.27B

ROST:

$14.51B

EBITDA (TTM)

LULU:

$2.84B

ROST:

$5.18B

Returns By Period

In the year-to-date period, LULU achieves a -26.88% return, which is significantly lower than ROST's -14.37% return. Over the past 10 years, LULU has outperformed ROST with an annualized return of 16.05%, while ROST has yielded a comparatively lower 10.63% annualized return.


LULU

YTD

-26.88%

1M

-23.52%

6M

4.95%

1Y

-27.41%

5Y*

8.59%

10Y*

16.05%

ROST

YTD

-14.37%

1M

-7.69%

6M

-12.39%

1Y

-10.07%

5Y*

11.32%

10Y*

10.63%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LULU vs. ROST — Risk-Adjusted Performance Rank

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

LULU
The Risk-Adjusted Performance Rank of LULU is 1717
Overall Rank
The Sharpe Ratio Rank of LULU is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of LULU is 1717
Sortino Ratio Rank
The Omega Ratio Rank of LULU is 1818
Omega Ratio Rank
The Calmar Ratio Rank of LULU is 2020
Calmar Ratio Rank
The Martin Ratio Rank of LULU is 1515
Martin Ratio Rank

ROST
The Risk-Adjusted Performance Rank of ROST is 2222
Overall Rank
The Sharpe Ratio Rank of ROST is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of ROST is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ROST is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ROST is 2020
Calmar Ratio Rank
The Martin Ratio Rank of ROST is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LULU vs. ROST - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for LULU, currently valued at -0.71, compared to the broader market-2.00-1.000.001.002.003.00
LULU: -0.71
ROST: -0.48
The chart of Sortino ratio for LULU, currently valued at -0.87, compared to the broader market-6.00-4.00-2.000.002.004.00
LULU: -0.87
ROST: -0.59
The chart of Omega ratio for LULU, currently valued at 0.89, compared to the broader market0.501.001.502.00
LULU: 0.89
ROST: 0.93
The chart of Calmar ratio for LULU, currently valued at -0.52, compared to the broader market0.001.002.003.004.005.00
LULU: -0.52
ROST: -0.53
The chart of Martin ratio for LULU, currently valued at -1.34, compared to the broader market-5.000.005.0010.0015.0020.00
LULU: -1.34
ROST: -1.41

The current LULU Sharpe Ratio is -0.71, which is lower than the ROST Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of LULU and ROST, 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.71
-0.48
LULU
ROST

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 1.17%.


TTM20242023202220212020201920182017201620152014
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.
1.17%0.97%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.88%0.85%

Drawdowns

LULU vs. ROST - Drawdown Comparison

The maximum LULU drawdown since its inception was -92.24%, which is greater than ROST's maximum drawdown of -82.24%. Use the drawdown chart below to compare losses from any high point for LULU and ROST. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-45.31%
-17.10%
LULU
ROST

Volatility

LULU vs. ROST - Volatility Comparison

Lululemon Athletica Inc. (LULU) has a higher volatility of 18.12% compared to Ross Stores, Inc. (ROST) at 8.73%. This indicates that LULU's price experiences larger fluctuations and is considered to be riskier than ROST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.12%
8.73%
LULU
ROST

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


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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