LULU vs. VGUS

Last updated Jul 17, 2026

LULU (Lululemon Athletica Inc.) is a stock, while VGUS (Vanguard Ultra-Short Treasury ETF) is Ultrashort Bond fund tracking the Bloomberg Short Treasury Index. Over the past year, LULU returned -47.46% vs 3.87% for VGUS. At a correlation of -0.20, they often move in opposite directions.

Performance

LULU vs. VGUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lululemon Athletica Inc. (LULU) and Vanguard Ultra-Short Treasury ETF (VGUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LULU achieves a -42.84% return, which is significantly lower than VGUS's 1.86% return.

LULU

• 1D: 1.17%
• 1M: 2.85%
• 6M: -42.06%
• YTD: -42.84%
• 1Y: -47.46%
• 3Y*: -32.35%
• 5Y*: -20.40%
• 10Y*: 4.33%

VGUS

• 1D: 0.01%
• 1M: 0.29%
• 6M: 1.74%
• YTD: 1.86%
• 1Y: 3.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LULU vs. VGUS - Yearly Performance Comparison

	2026 (YTD)	2025
LULU Lululemon Athletica Inc.	-42.84%	-48.01%
VGUS Vanguard Ultra-Short Treasury ETF	1.86%	3.78%

Correlation

The correlation between LULU and VGUS is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025	-0.20

Return for Risk

LULU vs. VGUS — Risk / Return Rank

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

LULU

LULU Risk / Return Rank: 6
LULU Sharpe Ratio Rank: 4
LULU Sortino Ratio Rank: 7
LULU Omega Ratio Rank: 7
LULU Calmar Ratio Rank: 9
LULU Martin Ratio Rank: 5

VGUS

VGUS Risk / Return Rank: 100
VGUS Sharpe Ratio Rank: 100
VGUS Sortino Ratio Rank: 100
VGUS Omega Ratio Rank: 100
VGUS Calmar Ratio Rank: 99
VGUS Martin Ratio Rank: 100

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. VGUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lululemon Athletica Inc. (LULU) and Vanguard Ultra-Short Treasury ETF (VGUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LULU	VGUS	Difference
Sharpe ratio: Return per unit of total volatility	-1.06	11.91	-12.96
Sortino ratio: Return per unit of downside risk	-1.49	34.20	-35.68
Omega ratio: Gain probability vs. loss probability	0.81	10.39	-9.59
Calmar ratio: Return relative to maximum drawdown	-0.87	53.40	-54.27
Martin ratio: Return relative to average drawdown	-1.56	403.94	-405.50

LULU vs. VGUS - Sharpe Ratio Comparison

The current LULU Sharpe Ratio is -1.06, which is lower than the VGUS Sharpe Ratio of 11.91. The chart below compares the historical Sharpe Ratios of LULU and VGUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LULU vs. VGUS - Drawdown Comparison

The maximum LULU drawdown since its inception was -92.26%, which is greater than VGUS's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for LULU and VGUS.

Drawdown Indicators

	LULU	VGUS	Difference
Max Drawdown Largest peak-to-trough decline	-92.26%	-0.07%	-92.19%
Max Drawdown (1Y) Largest decline over 1 year	-54.81%	-0.07%	-54.74%
Max Drawdown (3Y) Largest decline over 3 years	-79.38%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-79.38%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-79.38%	—	—
Current Drawdown Current decline from peak	-76.77%	0.00%	-76.77%
Average Drawdown Average peak-to-trough decline	-27.84%	-0.00%	-27.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.55%	0.01%	+30.54%

Volatility

LULU vs. VGUS - Volatility Comparison

Lululemon Athletica Inc. (LULU) has a higher volatility of 11.95% compared to Vanguard Ultra-Short Treasury ETF (VGUS) at 0.06%. This indicates that LULU's price experiences larger fluctuations and is considered to be riskier than VGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LULU	VGUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.95%	0.06%	+11.89%
Volatility (6M) Calculated over the trailing 6-month period	32.53%	0.18%	+32.35%
Volatility (1Y) Calculated over the trailing 1-year period	45.07%	0.33%	+44.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.49%	0.33%	+42.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.75%	0.33%	+40.42%

Dividends

LULU vs. VGUS - Dividend Comparison

LULU has not paid dividends to shareholders, while VGUS's dividend yield for the trailing twelve months is around 3.61%.

Position	TTM	2025
LULU Lululemon Athletica Inc.	0.00%	0.00%
VGUS Vanguard Ultra-Short Treasury ETF	3.61%	3.12%

Frequently Asked Questions

Can I hold both LULU and VGUS in my portfolio?

LULU and VGUS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LULU or VGUS?

LULU has higher volatility (11.95%) compared to VGUS (0.06%). In terms of maximum drawdown, LULU dropped -92.26% vs VGUS's -0.07%.

Which has better risk-adjusted returns?

VGUS currently has the higher Sharpe Ratio (11.91 vs -1.06), 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.