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

Correlation

The correlation between LULU and ULTA is 0.47, 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: 0.5

Performance

LULU vs. ULTA - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
950.59%
1,201.02%
LULU
ULTA

Key characteristics

Sharpe Ratio

LULU:

-0.61

ULTA:

-0.22

Sortino Ratio

LULU:

-0.68

ULTA:

-0.07

Omega Ratio

LULU:

0.91

ULTA:

0.99

Calmar Ratio

LULU:

-0.49

ULTA:

-0.19

Martin Ratio

LULU:

-1.27

ULTA:

-0.71

Ulcer Index

LULU:

20.85%

ULTA:

11.88%

Daily Std Dev

LULU:

43.44%

ULTA:

38.48%

Max Drawdown

LULU:

-92.24%

ULTA:

-87.89%

Current Drawdown

LULU:

-47.60%

ULTA:

-32.35%

Fundamentals

Market Cap

LULU:

$32.65B

ULTA:

$17.49B

EPS

LULU:

$14.65

ULTA:

$25.35

PE Ratio

LULU:

18.47

ULTA:

15.22

PEG Ratio

LULU:

1.10

ULTA:

2.12

PS Ratio

LULU:

3.08

ULTA:

1.55

PB Ratio

LULU:

7.42

ULTA:

6.88

Total Revenue (TTM)

LULU:

$10.59B

ULTA:

$11.30B

Gross Profit (TTM)

LULU:

$6.27B

ULTA:

$4.39B

EBITDA (TTM)

LULU:

$2.84B

ULTA:

$1.77B

Returns By Period

In the year-to-date period, LULU achieves a -29.94% return, which is significantly lower than ULTA's -11.79% return. Over the past 10 years, LULU has outperformed ULTA with an annualized return of 15.31%, while ULTA has yielded a comparatively lower 9.55% annualized return.


LULU

YTD

-29.94%

1M

-20.69%

6M

-11.92%

1Y

-25.58%

5Y*

4.55%

10Y*

15.31%

ULTA

YTD

-11.79%

1M

3.16%

6M

2.78%

1Y

-5.97%

5Y*

12.79%

10Y*

9.55%

*Annualized

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Risk-Adjusted Performance

LULU vs. ULTA — 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 1919
Overall Rank
The Sharpe Ratio Rank of LULU is 1818
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 2020
Calmar Ratio Rank
The Martin Ratio Rank of LULU is 1616
Martin Ratio Rank

ULTA
The Risk-Adjusted Performance Rank of ULTA is 3737
Overall Rank
The Sharpe Ratio Rank of ULTA is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ULTA is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ULTA is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ULTA is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ULTA is 3737
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. ULTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lululemon Athletica Inc. (LULU) and Ulta Beauty, Inc. (ULTA). 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 LULU, currently valued at -0.61, compared to the broader market-2.00-1.000.001.002.003.00
LULU: -0.61
ULTA: -0.22
The chart of Sortino ratio for LULU, currently valued at -0.68, compared to the broader market-6.00-4.00-2.000.002.004.00
LULU: -0.68
ULTA: -0.07
The chart of Omega ratio for LULU, currently valued at 0.91, compared to the broader market0.501.001.502.00
LULU: 0.91
ULTA: 0.99
The chart of Calmar ratio for LULU, currently valued at -0.49, compared to the broader market0.001.002.003.004.005.00
LULU: -0.49
ULTA: -0.19
The chart of Martin ratio for LULU, currently valued at -1.27, compared to the broader market-5.000.005.0010.0015.0020.00
LULU: -1.27
ULTA: -0.71

The current LULU Sharpe Ratio is -0.61, which is lower than the ULTA Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of LULU and ULTA, 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-1.20-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2025FebruaryMarchApril
-0.61
-0.22
LULU
ULTA

Dividends

LULU vs. ULTA - Dividend Comparison

Neither LULU nor ULTA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LULU vs. ULTA - Drawdown Comparison

The maximum LULU drawdown since its inception was -92.24%, roughly equal to the maximum ULTA drawdown of -87.89%. Use the drawdown chart below to compare losses from any high point for LULU and ULTA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-47.60%
-32.35%
LULU
ULTA

Volatility

LULU vs. ULTA - Volatility Comparison

Lululemon Athletica Inc. (LULU) has a higher volatility of 24.14% compared to Ulta Beauty, Inc. (ULTA) at 15.75%. This indicates that LULU's price experiences larger fluctuations and is considered to be riskier than ULTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.14%
15.75%
LULU
ULTA

Financials

LULU vs. ULTA - Financials Comparison

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