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OWLT vs. LITE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OWLT vs. LITE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Owlet, Inc. (OWLT) and Lumentum Holdings Inc. (LITE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OWLT achieves a -68.62% return, which is significantly lower than LITE's 142.53% return.


OWLT

1D
1.60%
1M
-12.26%
YTD
-68.62%
6M
-65.93%
1Y
-28.15%
3Y*
1.76%
5Y*
-48.46%
10Y*

LITE

1D
5.17%
1M
-5.59%
YTD
142.53%
6M
129.28%
1Y
897.02%
3Y*
152.86%
5Y*
61.67%
10Y*
43.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OWLT vs. LITE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OWLT
Owlet, Inc.
-68.62%263.82%-15.72%-32.54%-79.06%-73.75%3.78%
LITE
Lumentum Holdings Inc.
142.53%339.06%60.15%0.48%-50.68%11.57%11.66%

Correlation

The correlation between OWLT and LITE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2020

0.14

Fundamentals

Market Cap

OWLT:

$18.46B

LITE:

$86.00B

EPS

OWLT:

-$0.04

LITE:

$5.26

PS Ratio

OWLT:

50.15

LITE:

30.02

PB Ratio

OWLT:

1.25K

LITE:

28.92

Total Revenue (TTM)

OWLT:

$107.06M

LITE:

$2.49B

Gross Profit (TTM)

OWLT:

$54.38M

LITE:

$938.50M

EBITDA (TTM)

OWLT:

-$17.58M

LITE:

$470.10M

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Return for Risk

OWLT vs. LITE — Risk / Return Rank

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

OWLT
OWLT Risk / Return Rank: 3131
Overall Rank
OWLT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
OWLT Sortino Ratio Rank: 3434
Sortino Ratio Rank
OWLT Omega Ratio Rank: 3434
Omega Ratio Rank
OWLT Calmar Ratio Rank: 2929
Calmar Ratio Rank
OWLT Martin Ratio Rank: 2929
Martin Ratio Rank

LITE
LITE Risk / Return Rank: 9999
Overall Rank
LITE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
LITE Sortino Ratio Rank: 9898
Sortino Ratio Rank
LITE Omega Ratio Rank: 9797
Omega Ratio Rank
LITE Calmar Ratio Rank: 100100
Calmar Ratio Rank
LITE Martin Ratio Rank: 100100
Martin Ratio Rank
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.

OWLT vs. LITE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Owlet, Inc. (OWLT) and Lumentum Holdings Inc. (LITE). 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.


OWLTLITEDifference
Sharpe ratioReturn per unit of total volatility

-10.74

Sortino ratioReturn per unit of downside risk

-5.11

Omega ratioGain probability vs. loss probability

1.01

1.68

-0.67

Calmar ratioReturn relative to maximum drawdown

-0.39

31.57

-31.96

Martin ratioReturn relative to average drawdown

-0.71

111.29

-112.01

OWLT vs. LITE - Sharpe Ratio Comparison

The current OWLT Sharpe Ratio is -0.33, which is lower than the LITE Sharpe Ratio of 10.42. The chart below compares the historical Sharpe Ratios of OWLT and LITE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OWLT vs. LITE - Drawdown Comparison

The maximum OWLT drawdown since its inception was -98.14%, which is greater than LITE's maximum drawdown of -66.89%. Use the drawdown chart below to compare losses from any high point for OWLT and LITE.


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Drawdown Indicators


OWLTLITEDifference

Max Drawdown

Largest peak-to-trough decline

-98.14%

-66.89%

-31.25%

Max Drawdown (1Y)

Largest decline over 1 year

-73.12%

-28.70%

-44.42%

Max Drawdown (3Y)

Largest decline over 3 years

-73.12%

-50.63%

-22.49%

Max Drawdown (5Y)

Largest decline over 5 years

-98.06%

-66.48%

-31.58%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

Current Drawdown

Current decline from peak

-96.63%

-15.11%

-81.52%

Average Drawdown

Average peak-to-trough decline

-78.03%

-23.56%

-54.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.44%

8.13%

+31.31%

Volatility

OWLT vs. LITE - Volatility Comparison

The current volatility for Owlet, Inc. (OWLT) is 19.31%, while Lumentum Holdings Inc. (LITE) has a volatility of 28.51%. This indicates that OWLT experiences smaller price fluctuations and is considered to be less risky than LITE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OWLTLITEDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.31%

28.51%

-9.20%

Volatility (6M)

Calculated over the trailing 6-month period

69.69%

68.81%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

86.76%

87.18%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.71%

60.18%

+30.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.64%

56.72%

+28.92%

Dividends

OWLT vs. LITE - Dividend Comparison

Neither OWLT nor LITE has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

OWLT vs. LITE - Financials Comparison

This section allows you to compare key financial metrics between Owlet, Inc. and Lumentum Holdings Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M20222023202420252026
22.50M
808.40M
(OWLT) Total Revenue
(LITE) Total Revenue
Values in USD except per share items

OWLT vs. LITE - Profitability Comparison

The chart below illustrates the profitability comparison between Owlet, Inc. and Lumentum Holdings Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
54.2%
44.2%
Portfolio components
OWLT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Owlet, Inc. reported a gross profit of 12.20M and revenue of 22.50M. Therefore, the gross margin over that period was 54.2%.

LITE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lumentum Holdings Inc. reported a gross profit of 357.00M and revenue of 808.40M. Therefore, the gross margin over that period was 44.2%.

OWLT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Owlet, Inc. reported an operating income of -5.60M and revenue of 22.50M, resulting in an operating margin of -24.9%.

LITE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lumentum Holdings Inc. reported an operating income of 174.50M and revenue of 808.40M, resulting in an operating margin of 21.6%.

OWLT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Owlet, Inc. reported a net income of -4.10M and revenue of 22.50M, resulting in a net margin of -18.2%.

LITE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lumentum Holdings Inc. reported a net income of 144.20M and revenue of 808.40M, resulting in a net margin of 17.8%.


Frequently Asked Questions


OWLT and LITE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LITE has higher volatility (28.51%) compared to OWLT (19.31%). In terms of maximum drawdown, OWLT dropped -98.14% vs LITE's -66.89%.

LITE currently has the higher Sharpe Ratio (10.42 vs -0.33), 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.

Portfolio Optimizer

Find the right allocation for OWLT and LITE

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