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

Correlation

The correlation between LULU and VOO is 0.50, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lululemon Athletica Inc. (LULU) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,394.14%
557.08%
LULU
VOO

Key characteristics

Sharpe Ratio

LULU:

-0.61

VOO:

0.54

Sortino Ratio

LULU:

-0.68

VOO:

0.88

Omega Ratio

LULU:

0.91

VOO:

1.13

Calmar Ratio

LULU:

-0.49

VOO:

0.55

Martin Ratio

LULU:

-1.27

VOO:

2.27

Ulcer Index

LULU:

20.85%

VOO:

4.55%

Daily Std Dev

LULU:

43.44%

VOO:

19.19%

Max Drawdown

LULU:

-92.24%

VOO:

-33.99%

Current Drawdown

LULU:

-47.60%

VOO:

-9.90%

Returns By Period

In the year-to-date period, LULU achieves a -29.94% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, LULU has outperformed VOO with an annualized return of 15.31%, while VOO has yielded a comparatively lower 12.12% annualized return.


LULU

YTD

-29.94%

1M

-21.56%

6M

-11.92%

1Y

-26.54%

5Y*

3.39%

10Y*

15.31%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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Risk-Adjusted Performance

LULU vs. VOO — 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 2020
Omega Ratio Rank
The Calmar Ratio Rank of LULU is 2121
Calmar Ratio Rank
The Martin Ratio Rank of LULU is 1717
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lululemon Athletica Inc. (LULU) and Vanguard S&P 500 ETF (VOO). 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
VOO: 0.54
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
VOO: 0.88
The chart of Omega ratio for LULU, currently valued at 0.91, compared to the broader market0.501.001.502.00
LULU: 0.91
VOO: 1.13
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
VOO: 0.55
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
VOO: 2.27

The current LULU Sharpe Ratio is -0.61, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of LULU and VOO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.61
0.54
LULU
VOO

Dividends

LULU vs. VOO - Dividend Comparison

LULU has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.38%.


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%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LULU vs. VOO - Drawdown Comparison

The maximum LULU drawdown since its inception was -92.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LULU and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-47.60%
-9.90%
LULU
VOO

Volatility

LULU vs. VOO - Volatility Comparison

Lululemon Athletica Inc. (LULU) has a higher volatility of 24.14% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that LULU's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.14%
13.96%
LULU
VOO