NTRA vs. LCID

Last updated Jun 24, 2026

NTRA (Natera, Inc.) and LCID (Lucid Group, Inc.) are both stocks. NTRA operates in Diagnostics & Research (Healthcare), while LCID operates in Auto Manufacturers (Consumer Cyclical). Over the past 5 years, NTRA returned 14.42%/yr vs -53.87%/yr for LCID. At a 0.31 correlation, their price movements are largely independent.

Performance

NTRA vs. LCID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natera, Inc. (NTRA) and Lucid Group, Inc. (LCID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NTRA achieves a 2.48% return, which is significantly higher than LCID's -50.90% return.

NTRA

• 1D: 2.60%
• 1M: 15.54%
• YTD: 2.48%
• 6M: -0.27%
• 1Y: 37.79%
• 3Y*: 65.95%
• 5Y*: 14.42%
• 10Y*: 33.08%

LCID

• 1D: 0.58%
• 1M: -11.13%
• YTD: -50.90%
• 6M: -55.37%
• 1Y: -75.97%
• 3Y*: -54.39%
• 5Y*: -53.87%
• 10Y*: —

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

NTRA vs. LCID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
NTRA Natera, Inc.	2.48%	44.72%	152.71%	55.94%	-56.99%	-6.16%	63.31%
LCID Lucid Group, Inc.	-50.90%	-65.00%	-28.27%	-38.36%	-82.05%	280.12%	-2.34%

Correlation

The correlation between NTRA and LCID is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020	0.31

Fundamentals

Market Cap NTRA : $33.22B LCID : $17.04B
EPS NTRA : -$1.64 LCID : -$3.19
PS Ratio NTRA : 12.95 LCID : 4.89
Total Revenue (TTM) NTRA : $2.50B LCID : $1.12B
Gross Profit (TTM) NTRA : $1.63B LCID : -$1.62B
EBITDA (TTM) NTRA : -$294.86M LCID : -$3.03B

Return for Risk

NTRA vs. LCID — Risk / Return Rank

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

NTRA

NTRA Risk / Return Rank: 66
NTRA Sharpe Ratio Rank: 70
NTRA Sortino Ratio Rank: 64
NTRA Omega Ratio Rank: 63
NTRA Calmar Ratio Rank: 68
NTRA Martin Ratio Rank: 67

LCID

LCID Risk / Return Rank: 6
LCID Sharpe Ratio Rank: 6
LCID Sortino Ratio Rank: 2
LCID Omega Ratio Rank: 4
LCID Calmar Ratio Rank: 7
LCID Martin Ratio Rank: 11

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.

NTRA vs. LCID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natera, Inc. (NTRA) and Lucid Group, Inc. (LCID). 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.

	NTRA	LCID	Difference
Sharpe ratio: Return per unit of total volatility	0.88	-0.98	+1.86
Sortino ratio: Return per unit of downside risk	1.37	-2.19	+3.56
Omega ratio: Gain probability vs. loss probability	1.17	0.77	+0.40
Calmar ratio: Return relative to maximum drawdown	1.35	-0.90	+2.24
Martin ratio: Return relative to average drawdown	2.80	-1.31	+4.12

NTRA vs. LCID - Sharpe Ratio Comparison

The current NTRA Sharpe Ratio is 0.88, which is higher than the LCID Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of NTRA and LCID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NTRA vs. LCID - Drawdown Comparison

The maximum NTRA drawdown since its inception was -77.74%, smaller than the maximum LCID drawdown of -99.19%. Use the drawdown chart below to compare losses from any high point for NTRA and LCID.

Drawdown Indicators

	NTRA	LCID	Difference
Max Drawdown Largest peak-to-trough decline	-77.74%	-99.19%	+21.45%
Max Drawdown (1Y) Largest decline over 1 year	-28.20%	-84.98%	+56.78%
Max Drawdown (3Y) Largest decline over 3 years	-39.94%	-94.21%	+54.27%
Max Drawdown (5Y) Largest decline over 5 years	-77.74%	-99.15%	+21.41%
Max Drawdown (10Y) Largest decline over 10 years	-77.74%	—	—
Current Drawdown Current decline from peak	-7.72%	-99.11%	+91.39%
Average Drawdown Average peak-to-trough decline	-33.38%	-76.33%	+42.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.52%	57.83%	-44.31%

Volatility

NTRA vs. LCID - Volatility Comparison

The current volatility for Natera, Inc. (NTRA) is 12.58%, while Lucid Group, Inc. (LCID) has a volatility of 22.77%. This indicates that NTRA experiences smaller price fluctuations and is considered to be less risky than LCID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTRA	LCID	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.58%	22.77%	-10.19%
Volatility (6M) Calculated over the trailing 6-month period	35.53%	51.95%	-16.42%
Volatility (1Y) Calculated over the trailing 1-year period	43.14%	78.03%	-34.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	57.02%	81.62%	-24.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.82%	86.71%	-25.89%

Dividends

NTRA vs. LCID - Dividend Comparison

Neither NTRA nor LCID has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both NTRA and LCID in my portfolio?

NTRA and LCID have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTRA or LCID?

LCID has higher volatility (22.77%) compared to NTRA (12.58%). In terms of maximum drawdown, NTRA dropped -77.74% vs LCID's -99.19%.

Which has better risk-adjusted returns?

NTRA currently has the higher Sharpe Ratio (0.88 vs -0.98), 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.