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LUNR vs. ESPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LUNR vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuitive Machines Inc. (LUNR) and VanEck Vectors Video Gaming and eSports ETF (ESPO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LUNR achieves a 64.02% return, which is significantly higher than ESPO's -15.10% return.


LUNR

1D
-13.12%
1M
-25.39%
YTD
64.02%
6M
122.39%
1Y
144.44%
3Y*
42.24%
5Y*
10Y*

ESPO

1D
-0.29%
1M
-3.31%
YTD
-15.10%
6M
-16.17%
1Y
-14.92%
3Y*
16.96%
5Y*
5.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUNR vs. ESPO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LUNR
Intuitive Machines Inc.
64.02%-10.63%610.76%-74.45%3.73%-0.10%
ESPO
VanEck Vectors Video Gaming and eSports ETF
-15.10%25.79%47.61%33.64%-34.71%-10.85%

Correlation

The correlation between LUNR and ESPO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2021

0.20

Over the past year, LUNR and ESPO have become more correlated (0.40) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

LUNR vs. ESPO — Risk / Return Rank

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

LUNR
LUNR Risk / Return Rank: 8181
Overall Rank
LUNR Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LUNR Sortino Ratio Rank: 8181
Sortino Ratio Rank
LUNR Omega Ratio Rank: 7777
Omega Ratio Rank
LUNR Calmar Ratio Rank: 8787
Calmar Ratio Rank
LUNR Martin Ratio Rank: 8383
Martin Ratio Rank

ESPO
ESPO Risk / Return Rank: 44
Overall Rank
ESPO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 44
Sortino Ratio Rank
ESPO Omega Ratio Rank: 44
Omega Ratio Rank
ESPO Calmar Ratio Rank: 55
Calmar Ratio Rank
ESPO Martin Ratio Rank: 55
Martin Ratio Rank
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.

LUNR vs. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Machines Inc. (LUNR) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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.


LUNRESPODifference
Sharpe ratioReturn per unit of total volatility

+2.10

Sortino ratioReturn per unit of downside risk

+3.26

Omega ratioGain probability vs. loss probability

1.26

0.88

+0.38

Calmar ratioReturn relative to maximum drawdown

3.47

-0.54

+4.00

Martin ratioReturn relative to average drawdown

7.12

-0.94

+8.06

LUNR vs. ESPO - Sharpe Ratio Comparison

The current LUNR Sharpe Ratio is 1.31, which is higher than the ESPO Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of LUNR and ESPO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LUNR vs. ESPO - Drawdown Comparison

The maximum LUNR drawdown since its inception was -97.43%, which is greater than ESPO's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for LUNR and ESPO.


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Drawdown Indicators


LUNRESPODifference

Max Drawdown

Largest peak-to-trough decline

-97.43%

-50.99%

-46.44%

Max Drawdown (1Y)

Largest decline over 1 year

-41.94%

-27.81%

-14.13%

Max Drawdown (3Y)

Largest decline over 3 years

-78.54%

-27.81%

-50.73%

Max Drawdown (5Y)

Largest decline over 5 years

-48.33%

Current Drawdown

Current decline from peak

-67.53%

-27.19%

-40.34%

Average Drawdown

Average peak-to-trough decline

-63.21%

-15.06%

-48.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.37%

15.95%

+4.42%

Volatility

LUNR vs. ESPO - Volatility Comparison

Intuitive Machines Inc. (LUNR) has a higher volatility of 42.95% compared to VanEck Vectors Video Gaming and eSports ETF (ESPO) at 4.42%. This indicates that LUNR's price experiences larger fluctuations and is considered to be riskier than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUNRESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

42.95%

4.42%

+38.53%

Volatility (6M)

Calculated over the trailing 6-month period

93.42%

14.67%

+78.75%

Volatility (1Y)

Calculated over the trailing 1-year period

111.16%

18.83%

+92.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

171.29%

25.10%

+146.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

171.29%

25.71%

+145.58%

Dividends

LUNR vs. ESPO - Dividend Comparison

LUNR has not paid dividends to shareholders, while ESPO's dividend yield for the trailing twelve months is around 1.47%.


PositionTTM20252024202320222021202020192018
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.47%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%
LUNR
Intuitive Machines Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LUNR and ESPO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LUNR has higher volatility (42.95%) compared to ESPO (4.42%). In terms of maximum drawdown, LUNR dropped -97.43% vs ESPO's -50.99%.

LUNR currently has the higher Sharpe Ratio (1.31 vs -0.80), 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.

Portfolio Optimizer

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