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QRTEP vs. LU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between QRTEP and LU is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

QRTEP vs. LU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qurate Retail, Inc. (QRTEP) and Lufax Holding Ltd (LU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

QRTEP:

-0.76

LU:

0.65

Sortino Ratio

QRTEP:

-1.02

LU:

1.29

Omega Ratio

QRTEP:

0.87

LU:

1.16

Calmar Ratio

QRTEP:

-0.52

LU:

0.42

Martin Ratio

QRTEP:

-1.68

LU:

1.37

Ulcer Index

QRTEP:

20.10%

LU:

28.59%

Daily Std Dev

QRTEP:

43.32%

LU:

74.46%

Max Drawdown

QRTEP:

-75.80%

LU:

-96.68%

Current Drawdown

QRTEP:

-57.31%

LU:

-89.87%

Fundamentals

EPS

QRTEP:

$0.33

LU:

-$0.75

PS Ratio

QRTEP:

0.00

LU:

0.08

PB Ratio

QRTEP:

0.00

LU:

0.23

Total Revenue (TTM)

QRTEP:

$9.80B

LU:

$8.97B

Gross Profit (TTM)

QRTEP:

$3.40B

LU:

$8.97B

EBITDA (TTM)

QRTEP:

-$576.00M

LU:

-$576.12M

Returns By Period

In the year-to-date period, QRTEP achieves a -21.20% return, which is significantly lower than LU's 23.01% return.


QRTEP

YTD

-21.20%

1M

10.51%

6M

-28.46%

1Y

-37.07%

3Y*

-17.93%

5Y*

N/A

10Y*

N/A

LU

YTD

23.01%

1M

23.53%

6M

21.99%

1Y

48.31%

3Y*

-31.99%

5Y*

N/A

10Y*

N/A

*Annualized

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Qurate Retail, Inc.

Lufax Holding Ltd

Risk-Adjusted Performance

QRTEP vs. LU — Risk-Adjusted Performance Rank

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

QRTEP
The Risk-Adjusted Performance Rank of QRTEP is 1111
Overall Rank
The Sharpe Ratio Rank of QRTEP is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of QRTEP is 1212
Sortino Ratio Rank
The Omega Ratio Rank of QRTEP is 1313
Omega Ratio Rank
The Calmar Ratio Rank of QRTEP is 1818
Calmar Ratio Rank
The Martin Ratio Rank of QRTEP is 33
Martin Ratio Rank

LU
The Risk-Adjusted Performance Rank of LU is 7171
Overall Rank
The Sharpe Ratio Rank of LU is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of LU is 7373
Sortino Ratio Rank
The Omega Ratio Rank of LU is 6969
Omega Ratio Rank
The Calmar Ratio Rank of LU is 7070
Calmar Ratio Rank
The Martin Ratio Rank of LU is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QRTEP vs. LU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Qurate Retail, Inc. (QRTEP) and Lufax Holding Ltd (LU). 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.


The current QRTEP Sharpe Ratio is -0.76, which is lower than the LU Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of QRTEP and LU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

QRTEP vs. LU - Dividend Comparison

QRTEP's dividend yield for the trailing twelve months is around 31.06%, less than LU's 82.31% yield.


TTM20242023202220212020
QRTEP
Qurate Retail, Inc.
31.06%23.19%22.25%23.35%7.75%2.04%
LU
Lufax Holding Ltd
82.31%101.26%11.60%26.29%0.00%0.00%

Drawdowns

QRTEP vs. LU - Drawdown Comparison

The maximum QRTEP drawdown since its inception was -75.80%, smaller than the maximum LU drawdown of -96.68%. Use the drawdown chart below to compare losses from any high point for QRTEP and LU. For additional features, visit the drawdowns tool.


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Volatility

QRTEP vs. LU - Volatility Comparison

Qurate Retail, Inc. (QRTEP) has a higher volatility of 24.33% compared to Lufax Holding Ltd (LU) at 19.18%. This indicates that QRTEP's price experiences larger fluctuations and is considered to be riskier than LU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

QRTEP vs. LU - Financials Comparison

This section allows you to compare key financial metrics between Qurate Retail, Inc. and Lufax Holding Ltd. 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


2.00B4.00B6.00B8.00B10.00B12.00B14.00B16.00B20212022202320242025
2.11B
4.39B
(QRTEP) Total Revenue
(LU) Total Revenue
Values in USD except per share items