LUNRW vs. LUNR

Last updated Jun 24, 2026

LUNRW (Intuitive Machines Inc.) and LUNR (Intuitive Machines Inc. ) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector.

Performance

LUNRW vs. LUNR - Performance Comparison

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

Returns By Period

LUNRW

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

LUNR

• 1D: -4.73%
• 1M: -45.24%
• YTD: 29.08%
• 6M: 26.89%
• 1Y: 109.50%
• 3Y*: 35.29%
• 5Y*: —
• 10Y*: —

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

LUNRW vs. LUNR - Yearly Performance Comparison

	2026 (YTD)
LUNRW Intuitive Machines Inc.	0.00%
LUNR Intuitive Machines Inc.	41.65%

Return for Risk

LUNRW vs. LUNR — Risk / Return Rank

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

LUNRW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LUNR

LUNR Risk / Return Rank: 75
LUNR Sharpe Ratio Rank: 72
LUNR Sortino Ratio Rank: 76
LUNR Omega Ratio Rank: 72
LUNR Calmar Ratio Rank: 76
LUNR Martin Ratio Rank: 77

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.

LUNRW vs. LUNR - Risk-Adjusted Trends Comparison

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

	LUNRW	LUNR	Difference
Sharpe ratio: Return per unit of total volatility	—	0.99	—
Sortino ratio: Return per unit of downside risk	—	1.99	—
Omega ratio: Gain probability vs. loss probability	—	1.23	—
Calmar ratio: Return relative to maximum drawdown	—	2.03	—
Martin ratio: Return relative to average drawdown	—	5.05	—

Drawdowns

LUNRW vs. LUNR - Drawdown Comparison

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

Drawdown Indicators

	LUNRW	LUNR	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-97.43%	+97.43%
Max Drawdown (1Y) Largest decline over 1 year	—	-54.16%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-78.09%	—
Current Drawdown Current decline from peak	0.00%	-74.45%	+74.45%
Average Drawdown Average peak-to-trough decline	0.00%	-63.26%	+63.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	21.75%	—

Volatility

Volatility by Period

	LUNRW	LUNR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	42.81%	—
Volatility (6M) Calculated over the trailing 6-month period	—	93.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	111.54%	-111.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	170.95%	-170.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	170.95%	-170.95%

Dividends

LUNRW vs. LUNR - Dividend Comparison

Neither LUNRW nor LUNR has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials