MONC.MI vs. LULU

Last updated Jun 4, 2026

MONC.MI (Moncler SpA) and LULU (Lululemon Athletica Inc.) are both stocks. Both are in the Consumer Cyclical sector — MONC.MI in Apparel Manufacturing, LULU in Apparel Retail. Over the past 10 years, MONC.MI returned 15.50%/yr vs 6.26%/yr for LULU. At a 0.21 correlation, their price movements are largely independent.

Performance

MONC.MI vs. LULU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Moncler SpA (MONC.MI) and Lululemon Athletica Inc. (LULU). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MONC.MI is traded in EUR, while LULU is traded in USD. To make them comparable, the LULU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MONC.MI achieves a 0.95% return, which is significantly higher than LULU's -38.63% return. Over the past 10 years, MONC.MI has outperformed LULU with an annualized return of 15.50%, while LULU has yielded a comparatively lower 6.26% annualized return.

MONC.MI

• 1D: -1.97%
• 1M: 8.54%
• YTD: 0.95%
• 6M: -4.48%
• 1Y: 1.24%
• 3Y*: -3.56%
• 5Y*: 0.44%
• 10Y*: 15.50%

LULU

• 1D: -0.13%
• 1M: -1.59%
• YTD: -38.63%
• 6M: -30.49%
• 1Y: -63.12%
• 3Y*: -31.73%
• 5Y*: -16.71%
• 10Y*: 6.26%

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

MONC.MI vs. LULU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MONC.MI Moncler SpA	0.95%	10.17%	-6.80%	14.52%	-21.57%	28.76%	27.39%	40.08%	11.72%	59.09%
LULU Lululemon Athletica Inc.	-38.63%	-52.11%	-20.27%	54.80%	-13.08%	20.89%	37.84%	94.81%	62.00%	6.07%

Correlation

The correlation between MONC.MI and LULU is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.22
Correlation (All Time) Calculated using the full available price history since Dec 17, 2013	0.21

The correlation between MONC.MI and LULU shifts across timeframes, from 0.21 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

MONC.MI vs. LULU — Risk / Return Rank

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

MONC.MI

MONC.MI Risk / Return Rank: 40
MONC.MI Sharpe Ratio Rank: 42
MONC.MI Sortino Ratio Rank: 37
MONC.MI Omega Ratio Rank: 36
MONC.MI Calmar Ratio Rank: 42
MONC.MI Martin Ratio Rank: 41

LULU

LULU Risk / Return Rank: 3
LULU Sharpe Ratio Rank: 1
LULU Sortino Ratio Rank: 2
LULU Omega Ratio Rank: 2
LULU Calmar Ratio Rank: 3
LULU Martin Ratio Rank: 9

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.

MONC.MI vs. LULU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Moncler SpA (MONC.MI) and Lululemon Athletica Inc. (LULU). 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.

	MONC.MI	LULU	Difference
Sharpe ratio: Return per unit of total volatility	0.04	-1.34	+1.38
Sortino ratio: Return per unit of downside risk	0.31	-2.18	+2.50
Omega ratio: Gain probability vs. loss probability	1.04	0.70	+0.33
Calmar ratio: Return relative to maximum drawdown	0.07	-0.97	+1.04
Martin ratio: Return relative to average drawdown	0.13	-1.33	+1.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MONC.MI vs. LULU - Sharpe Ratio Comparison

The current MONC.MI Sharpe Ratio is 0.04, which is higher than the LULU Sharpe Ratio of -1.34. The chart below compares the historical Sharpe Ratios of MONC.MI and LULU, 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

	MONC.MI	LULU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.04	-1.34	+1.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	-0.40	+0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.15	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.25	+0.13

Drawdowns

MONC.MI vs. LULU - Drawdown Comparison

The maximum MONC.MI drawdown since its inception was -45.80%, smaller than the maximum LULU drawdown of -91.30%. Use the drawdown chart below to compare losses from any high point for MONC.MI and LULU.

Drawdown Indicators

	MONC.MI	LULU	Difference
Max Drawdown Largest peak-to-trough decline	-45.80%	-91.30%	+45.50%
Max Drawdown (1Y) Largest decline over 1 year	-17.65%	-65.09%	+47.44%
Max Drawdown (3Y) Largest decline over 3 years	-32.97%	-78.06%	+45.09%
Max Drawdown (5Y) Largest decline over 5 years	-45.80%	-78.06%	+32.26%
Max Drawdown (10Y) Largest decline over 10 years	-45.80%	-78.06%	+32.26%
Current Drawdown Current decline from peak	-17.92%	-76.75%	+58.83%
Average Drawdown Average peak-to-trough decline	-15.96%	-26.20%	+10.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.56%	47.50%	-37.94%

Volatility

MONC.MI vs. LULU - Volatility Comparison

Moncler SpA (MONC.MI) has a higher volatility of 10.84% compared to Lululemon Athletica Inc. (LULU) at 9.46%. This indicates that MONC.MI's price experiences larger fluctuations and is considered to be riskier than LULU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MONC.MI	LULU	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.84%	9.46%	+1.38%
Volatility (6M) Calculated over the trailing 6-month period	24.38%	31.31%	-6.93%
Volatility (1Y) Calculated over the trailing 1-year period	32.68%	47.43%	-14.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.47%	41.91%	-9.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.30%	40.79%	-8.49%

Dividends

MONC.MI vs. LULU - Dividend Comparison

MONC.MI's dividend yield for the trailing twelve months is around 2.60%, while LULU has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LULU Lululemon Athletica Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MONC.MI Moncler SpA	2.60%	2.37%	2.26%	2.01%	1.21%	0.70%	1.10%	1.00%	0.97%	0.69%	0.85%	0.93%

Financials

Frequently Asked Questions

Can I hold both MONC.MI and LULU in my portfolio?

MONC.MI and LULU have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.