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

Correlation

The correlation between QRTEP and LU is 0.09, 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.


-0.50.00.51.00.1

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.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
4.10%
6.99%
QRTEP
LU

Key characteristics

Sharpe Ratio

QRTEP:

0.38

LU:

1.95

Sortino Ratio

QRTEP:

0.88

LU:

2.86

Omega Ratio

QRTEP:

1.10

LU:

1.37

Calmar Ratio

QRTEP:

0.28

LU:

1.76

Martin Ratio

QRTEP:

0.93

LU:

6.89

Ulcer Index

QRTEP:

15.51%

LU:

24.62%

Daily Std Dev

QRTEP:

37.62%

LU:

87.14%

Max Drawdown

QRTEP:

-75.80%

LU:

-96.68%

Current Drawdown

QRTEP:

-38.76%

LU:

-89.93%

Fundamentals

EPS

QRTEP:

$0.33

LU:

-$0.74

Total Revenue (TTM)

QRTEP:

$7.09B

LU:

$14.67B

Gross Profit (TTM)

QRTEP:

$1.98B

LU:

$6.58B

EBITDA (TTM)

QRTEP:

$734.00M

LU:

-$1.67B

Returns By Period

In the year-to-date period, QRTEP achieves a 13.04% return, which is significantly lower than LU's 22.18% return.


QRTEP

YTD

13.04%

1M

13.44%

6M

5.14%

1Y

10.35%

5Y*

N/A

10Y*

N/A

LU

YTD

22.18%

1M

15.87%

6M

9.77%

1Y

153.91%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 5656
Overall Rank
The Sharpe Ratio Rank of QRTEP is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of QRTEP is 5454
Sortino Ratio Rank
The Omega Ratio Rank of QRTEP is 5151
Omega Ratio Rank
The Calmar Ratio Rank of QRTEP is 5858
Calmar Ratio Rank
The Martin Ratio Rank of QRTEP is 5656
Martin Ratio Rank

LU
The Risk-Adjusted Performance Rank of LU is 8888
Overall Rank
The Sharpe Ratio Rank of LU is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of LU is 9090
Sortino Ratio Rank
The Omega Ratio Rank of LU is 8888
Omega Ratio Rank
The Calmar Ratio Rank of LU is 8888
Calmar Ratio Rank
The Martin Ratio Rank of LU is 8585
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.


Sharpe ratio
The chart of Sharpe ratio for QRTEP, currently valued at 0.38, compared to the broader market-2.000.002.004.000.381.95
The chart of Sortino ratio for QRTEP, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.006.000.882.86
The chart of Omega ratio for QRTEP, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.37
The chart of Calmar ratio for QRTEP, currently valued at 0.28, compared to the broader market0.002.004.006.000.281.76
The chart of Martin ratio for QRTEP, currently valued at 0.93, compared to the broader market0.0010.0020.0030.000.936.89
QRTEP
LU

The current QRTEP Sharpe Ratio is 0.38, which is lower than the LU Sharpe Ratio of 1.95. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.38
1.95
QRTEP
LU

Dividends

QRTEP vs. LU - Dividend Comparison

QRTEP's dividend yield for the trailing twelve months is around 20.51%, less than LU's 82.88% yield.


TTM20242023202220212020
QRTEP
Qurate Retail, Inc.
20.51%23.19%22.25%23.35%7.75%2.04%
LU
Lufax Holding Ltd
82.88%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.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%SeptemberOctoberNovemberDecember2025February
-38.76%
-89.93%
QRTEP
LU

Volatility

QRTEP vs. LU - Volatility Comparison

The current volatility for Qurate Retail, Inc. (QRTEP) is 8.99%, while Lufax Holding Ltd (LU) has a volatility of 23.68%. This indicates that QRTEP experiences smaller price fluctuations and is considered to be less risky than LU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
8.99%
23.68%
QRTEP
LU

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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