LWLG vs. LEU

Last updated Jun 4, 2026

LWLG (Lightwave Logic, Inc.) and LEU (Centrus Energy Corp.) are both stocks. LWLG operates in Specialty Chemicals (Basic Materials), while LEU operates in Uranium (Energy). Over the past 10 years, LWLG returned 35.25%/yr vs 49.95%/yr for LEU. At a 0.16 correlation, their price movements are largely independent.

Performance

LWLG vs. LEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lightwave Logic, Inc. (LWLG) and Centrus Energy Corp. (LEU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LWLG achieves a 279.32% return, which is significantly higher than LEU's -25.16% return. Over the past 10 years, LWLG has underperformed LEU with an annualized return of 35.25%, while LEU has yielded a comparatively higher 49.95% annualized return.

LWLG

• 1D: -3.38%
• 1M: -22.17%
• YTD: 279.32%
• 6M: 204.96%
• 1Y: 1,116.83%
• 3Y*: 17.02%
• 5Y*: 30.56%
• 10Y*: 35.25%

LEU

• 1D: -8.77%
• 1M: -12.20%
• YTD: -25.16%
• 6M: -32.24%
• 1Y: 38.20%
• 3Y*: 82.56%
• 5Y*: 50.90%
• 10Y*: 49.95%

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

LWLG vs. LEU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LWLG Lightwave Logic, Inc.	279.32%	54.29%	-57.83%	15.55%	-71.03%	1,500.00%	32.86%	-1.41%	-37.72%	83.87%
LEU Centrus Energy Corp.	-25.16%	264.45%	22.42%	67.52%	-34.92%	115.78%	236.19%	307.10%	-57.86%	-37.15%

Correlation

The correlation between LWLG and LEU is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007	0.16

Over the past year, LWLG and LEU have become more correlated (0.37) than their long-term average of 0.16, meaning their price movements have been converging.

Fundamentals

EPS LWLG : -$0.22 LEU : $2.89
PS Ratio LWLG : 4.95K LEU : 8.41
Total Revenue (TTM) LWLG : $243.11K LEU : $452.30M
Gross Profit (TTM) LWLG : -$855.55K LEU : $116.10M
EBITDA (TTM) LWLG : -$14.17M LEU : $70.50M

Return for Risk

LWLG vs. LEU — Risk / Return Rank

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

LWLG

LWLG Risk / Return Rank: 98
LWLG Sharpe Ratio Rank: 100
LWLG Sortino Ratio Rank: 97
LWLG Omega Ratio Rank: 95
LWLG Calmar Ratio Rank: 99
LWLG Martin Ratio Rank: 99

LEU

LEU Risk / Return Rank: 55
LEU Sharpe Ratio Rank: 55
LEU Sortino Ratio Rank: 58
LEU Omega Ratio Rank: 55
LEU Calmar Ratio Rank: 54
LEU Martin Ratio Rank: 51

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.

LWLG vs. LEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lightwave Logic, Inc. (LWLG) and Centrus Energy Corp. (LEU). 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.

	LWLG	LEU	Difference
Sharpe ratio: Return per unit of total volatility	8.81	0.43	+8.39
Sortino ratio: Return per unit of downside risk	4.67	1.19	+3.48
Omega ratio: Gain probability vs. loss probability	1.57	1.14	+0.43
Calmar ratio: Return relative to maximum drawdown	22.54	0.63	+21.92
Martin ratio: Return relative to average drawdown	48.17	1.03	+47.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LWLG vs. LEU - Sharpe Ratio Comparison

The current LWLG Sharpe Ratio is 8.81, which is higher than the LEU Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of LWLG and LEU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LWLG	LEU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	8.81	0.43	+8.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.59	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.61	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	-0.10	+0.32

Drawdowns

LWLG vs. LEU - Drawdown Comparison

The maximum LWLG drawdown since its inception was -95.76%, roughly equal to the maximum LEU drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for LWLG and LEU.

Drawdown Indicators

	LWLG	LEU	Difference
Max Drawdown Largest peak-to-trough decline	-95.76%	-99.98%	+4.22%
Max Drawdown (1Y) Largest decline over 1 year	-50.08%	-61.35%	+11.27%
Max Drawdown (3Y) Largest decline over 3 years	-90.57%	-61.35%	-29.22%
Max Drawdown (5Y) Largest decline over 5 years	-95.76%	-78.23%	-17.53%
Max Drawdown (10Y) Largest decline over 10 years	-95.76%	-83.84%	-11.92%
Current Drawdown Current decline from peak	-37.17%	-97.32%	+60.15%
Average Drawdown Average peak-to-trough decline	-43.16%	-73.97%	+30.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.39%	37.16%	-13.77%

Volatility

LWLG vs. LEU - Volatility Comparison

Lightwave Logic, Inc. (LWLG) has a higher volatility of 41.13% compared to Centrus Energy Corp. (LEU) at 23.93%. This indicates that LWLG's price experiences larger fluctuations and is considered to be riskier than LEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LWLG	LEU	Difference
Volatility (1M) Calculated over the trailing 1-month period	41.13%	23.93%	+17.20%
Volatility (6M) Calculated over the trailing 6-month period	94.96%	64.49%	+30.47%
Volatility (1Y) Calculated over the trailing 1-year period	128.24%	90.47%	+37.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	104.80%	86.12%	+18.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	89.26%	82.26%	+7.00%

Dividends

LWLG vs. LEU - Dividend Comparison

Neither LWLG nor LEU has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both LWLG and LEU in my portfolio?

LWLG and LEU have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LWLG or LEU?

LWLG has higher volatility (41.13%) compared to LEU (23.93%). In terms of maximum drawdown, LWLG dropped -95.76% vs LEU's -99.98%.

Which has better risk-adjusted returns?

LWLG currently has the higher Sharpe Ratio (8.81 vs 0.42), 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.