LUNA vs. KRMD
LUNA (Luna Innovations Incorporated) and KRMD (Repro Med Systems, Inc.) are both stocks. LUNA operates in Scientific & Technical Instruments (Technology), while KRMD operates in Medical Instruments & Supplies (Healthcare). Over the past 10 years, LUNA returned -0.77%/yr vs 23.80%/yr for KRMD. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
LUNA vs. KRMD - Performance Comparison
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Returns By Period
In the year-to-date period, LUNA achieves a 8.70% return, which is significantly higher than KRMD's -29.26% return. Over the past 10 years, LUNA has underperformed KRMD with an annualized return of -0.77%, while KRMD has yielded a comparatively higher 23.80% annualized return.
LUNA
- 1D
- 0.81%
- 1M
- 0.81%
- 6M
- -13.19%
- YTD
- 8.70%
- 1Y
- 25.00%
- 3Y*
- -47.98%
- 5Y*
- -36.73%
- 10Y*
- -0.77%
- ALL TIME*
- -7.49%
KRMD
- 1D
- 0.00%
- 1M
- -8.46%
- 6M
- -23.75%
- YTD
- -29.26%
- 1Y
- 18.10%
- 3Y*
- 17.32%
- 5Y*
- 3.80%
- 10Y*
- 23.80%
- ALL TIME*
- 11.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $645.21K | $536.52K | $587.45K | |
| $19.98K | $41.16K | $64.40K |
LUNA vs. KRMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LUNA Luna Innovations Incorporated | 8.70% | -46.76% | -67.52% | -24.35% | 4.15% | -14.57% | 35.53% | 117.61% | 37.86% | 65.31% |
KRMD Repro Med Systems, Inc. | -29.26% | 50.91% | 56.82% | -31.23% | 19.00% | -50.17% | -7.81% | 295.76% | 32.00% | 150.00% |
Correlation
The correlation between LUNA and KRMD is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2006 | 0.07 |
The correlation between LUNA and KRMD shifts across timeframes, from -0.05 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
LUNA:
$43.37M
KRMD:
$188.78M
LUNA:
$116.61M
KRMD:
$43.26M
LUNA:
$68.80M
KRMD:
$25.98M
LUNA:
$7.02M
KRMD:
-$1.51M
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Return for Risk
LUNA vs. KRMD — Risk / Return Rank
LUNA
KRMD
LUNA vs. KRMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Luna Innovations Incorporated (LUNA) and Repro Med Systems, Inc. (KRMD). 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.
| LUNA | KRMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.11 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 0.44 | +0.06 |
| Martin ratioReturn relative to average drawdown | 0.98 | 0.75 | +0.23 |
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Drawdowns
LUNA vs. KRMD - Drawdown Comparison
The maximum LUNA drawdown since its inception was -97.65%, roughly equal to the maximum KRMD drawdown of -97.69%. Use the drawdown chart below to compare losses from any high point for LUNA and KRMD.
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Drawdown Indicators
| LUNA | KRMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.65% | -97.69% | +0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -50.29% | -42.79% | -7.50% |
Max Drawdown (3Y)Largest decline over 3 years | -96.66% | -57.96% | -38.70% |
Max Drawdown (5Y)Largest decline over 5 years | -97.65% | -57.96% | -39.69% |
Max Drawdown (10Y)Largest decline over 10 years | -97.65% | -84.30% | -13.35% |
Current DrawdownCurrent decline from peak | -90.23% | -66.91% | -23.32% |
Average DrawdownAverage peak-to-trough decline | -65.40% | -59.17% | -6.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.66% | 25.10% | +0.56% |
Volatility
LUNA vs. KRMD - Volatility Comparison
The current volatility for Luna Innovations Incorporated (LUNA) is 4.30%, while Repro Med Systems, Inc. (KRMD) has a volatility of 12.11%. This indicates that LUNA experiences smaller price fluctuations and is considered to be less risky than KRMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LUNA | KRMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 12.11% | -7.81% |
Volatility (6M)Calculated over the trailing 6-month period | 59.14% | 32.60% | +26.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 132.05% | 51.23% | +80.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 109.08% | 59.85% | +49.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.26% | 68.44% | +17.82% |
Dividends
LUNA vs. KRMD - Dividend Comparison
Neither LUNA nor KRMD has paid dividends to shareholders.
Financials
LUNA vs. KRMD - Financials Comparison
This section allows you to compare key financial metrics between Luna Innovations Incorporated and Repro Med Systems, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
LUNA and KRMD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KRMD has higher volatility (12.11%) compared to LUNA (4.30%). In terms of maximum drawdown, LUNA dropped -97.65% vs KRMD's -97.69%.
KRMD currently has the higher Sharpe Ratio (0.37 vs 0.19), 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.
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