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LULU vs. SOXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LULU and SOXL is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

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Performance

LULU vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lululemon Athletica Inc. (LULU) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
-0.12%
14.49%
DJP
GLDM

Key characteristics

Sharpe Ratio

LULU:

-0.71

SOXL:

-0.72

Sortino Ratio

LULU:

-0.86

SOXL:

-1.11

Omega Ratio

LULU:

0.89

SOXL:

0.86

Calmar Ratio

LULU:

-0.54

SOXL:

-0.92

Martin Ratio

LULU:

-1.57

SOXL:

-1.68

Ulcer Index

LULU:

18.82%

SOXL:

48.12%

Daily Std Dev

LULU:

41.35%

SOXL:

111.99%

Max Drawdown

LULU:

-92.24%

SOXL:

-90.46%

Current Drawdown

LULU:

-48.42%

SOXL:

-87.72%

Returns By Period

In the year-to-date period, LULU achieves a -31.04% return, which is significantly higher than SOXL's -67.93% return. Over the past 10 years, LULU has underperformed SOXL with an annualized return of 14.82%, while SOXL has yielded a comparatively higher 15.65% annualized return.


LULU

YTD

-31.04%

1M

-24.56%

6M

-2.47%

1Y

-26.25%

5Y*

7.81%

10Y*

14.82%

SOXL

YTD

-67.93%

1M

-60.10%

6M

-76.06%

1Y

-79.18%

5Y*

10.58%

10Y*

15.65%

*Annualized

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Lululemon Athletica Inc.

Risk-Adjusted Performance

LULU vs. SOXL — 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 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of LULU is 1919
Sortino Ratio Rank
The Omega Ratio Rank of LULU is 1919
Omega Ratio Rank
The Calmar Ratio Rank of LULU is 2121
Calmar Ratio Rank
The Martin Ratio Rank of LULU is 1010
Martin Ratio Rank

SOXL
The Risk-Adjusted Performance Rank of SOXL is 22
Overall Rank
The Sharpe Ratio Rank of SOXL is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXL is 22
Sortino Ratio Rank
The Omega Ratio Rank of SOXL is 11
Omega Ratio Rank
The Calmar Ratio Rank of SOXL is 00
Calmar Ratio Rank
The Martin Ratio Rank of SOXL is 44
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. SOXL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lululemon Athletica Inc. (LULU) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). 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.


The chart of Sharpe ratio for DJP, currently valued at 0.17, compared to the broader market-2.00-1.000.001.002.00
DJP: 0.17
GLDM: 2.05
The chart of Sortino ratio for DJP, currently valued at 0.34, compared to the broader market-6.00-4.00-2.000.002.004.00
DJP: 0.34
GLDM: 2.68
The chart of Omega ratio for DJP, currently valued at 1.04, compared to the broader market0.501.001.502.00
DJP: 1.04
GLDM: 1.35
The chart of Calmar ratio for DJP, currently valued at 0.09, compared to the broader market0.001.002.003.004.00
DJP: 0.09
GLDM: 3.95
The chart of Martin ratio for DJP, currently valued at 0.40, compared to the broader market-10.000.0010.0020.00
DJP: 0.40
GLDM: 10.77

The current LULU Sharpe Ratio is -0.71, which is comparable to the SOXL Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of LULU and SOXL, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.17
2.05
DJP
GLDM

Dividends

LULU vs. SOXL - Dividend Comparison

LULU has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 4.02%.


Tickers have no history of dividend payments

Drawdowns

LULU vs. SOXL - Drawdown Comparison

The maximum LULU drawdown since its inception was -92.24%, roughly equal to the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for LULU and SOXL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.07%
-2.81%
DJP
GLDM

Volatility

LULU vs. SOXL - Volatility Comparison

The current volatility for Lululemon Athletica Inc. (LULU) is NaN%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of NaN%. This indicates that LULU experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.87%
4.24%
DJP
GLDM

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