LUNR vs. LUNRW

Last updated Apr 1, 2026

Compare and contrast key facts about Intuitive Machines Inc. (LUNR) and Intuitive Machines Inc. (LUNRW).

Performance

LUNR vs. LUNRW - Performance Comparison

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

LUNR vs. LUNRW - Yearly Performance Comparison

	2026 (YTD)
LUNR Intuitive Machines Inc.	5.94%
LUNRW Intuitive Machines Inc.	0.00%

Returns By Period

LUNR

• 1D: 13.52%
• 1M: 12.62%
• YTD: 14.36%
• 6M: 76.43%
• 1Y: 149.13%
• 3Y*: 19.78%
• 5Y*: —
• 10Y*: —

LUNRW

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

LUNR vs. LUNRW — Risk / Return Rank

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

LUNR

LUNR Risk / Return Rank: 84
LUNR Sharpe Ratio Rank: 84
LUNR Sortino Ratio Rank: 85
LUNR Omega Ratio Rank: 80
LUNR Calmar Ratio Rank: 87
LUNR Martin Ratio Rank: 82

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. LUNRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Machines Inc. (LUNR) and Intuitive Machines Inc. (LUNRW). 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.

	LUNR	LUNRW	Difference
Sharpe ratio Return per unit of total volatility	1.46	—	—
Sortino ratio Return per unit of downside risk	2.36	—	—
Omega ratio Gain probability vs. loss probability	1.28	—	—
Calmar ratio Return relative to maximum drawdown	3.10	—	—
Martin ratio Return relative to average drawdown	6.56	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LUNR	LUNRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	—	—

Dividends

LUNR vs. LUNRW - Dividend Comparison

Neither LUNR nor LUNRW has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

LUNR vs. LUNRW - Drawdown Comparison

The maximum LUNR drawdown since its inception was -97.43%, which is greater than LUNRW's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LUNR and LUNRW.

Drawdown Indicators

	LUNR	LUNRW	Difference
Max Drawdown Largest peak-to-trough decline	-97.43%	0.00%	-97.43%
Max Drawdown (1Y) Largest decline over 1 year	-41.88%	—	—
Current Drawdown Current decline from peak	-77.36%	0.00%	-77.36%
Average Drawdown Average peak-to-trough decline	-63.23%	0.00%	-63.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.83%	—	—

Volatility

Volatility by Period

	LUNR	LUNRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.24%	—	—
Volatility (6M) Calculated over the trailing 6-month period	83.21%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	102.91%	0.00%	+102.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	172.98%	0.00%	+172.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	172.98%	0.00%	+172.98%

Financials