QURE vs. LITE
QURE (uniQure N.V.) and LITE (Lumentum Holdings Inc.) are both stocks. QURE operates in Biotechnology (Healthcare), while LITE operates in Communication Equipment (Technology). Over the past 10 years, QURE returned 11.46%/yr vs 43.74%/yr for LITE. At a 0.20 correlation, their price movements are largely independent.
Performance
QURE vs. LITE - Performance Comparison
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Returns By Period
In the year-to-date period, QURE achieves a 15.21% return, which is significantly lower than LITE's 150.02% return. Over the past 10 years, QURE has underperformed LITE with an annualized return of 11.46%, while LITE has yielded a comparatively higher 43.74% annualized return.
QURE
- 1D
- 2.80%
- 1M
- -5.49%
- YTD
- 15.21%
- 6M
- 41.31%
- 1Y
- 72.42%
- 3Y*
- 10.96%
- 5Y*
- -5.23%
- 10Y*
- 11.46%
LITE
- 1D
- 3.59%
- 1M
- -10.56%
- YTD
- 150.02%
- 6M
- 184.13%
- 1Y
- 977.85%
- 3Y*
- 158.28%
- 5Y*
- 62.72%
- 10Y*
- 43.74%
QURE vs. LITE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QURE uniQure N.V. | 15.21% | 35.50% | 160.86% | -70.14% | 9.31% | -42.60% | -49.58% | 148.65% | 47.12% | 249.82% |
LITE Lumentum Holdings Inc. | 150.02% | 339.06% | 60.15% | 0.48% | -50.68% | 11.57% | 19.55% | 88.76% | -14.09% | 26.52% |
Correlation
The correlation between QURE and LITE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2015 | 0.20 |
The correlation between QURE and LITE shifts across timeframes, from -0.04 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
QURE:
$1.73B
LITE:
$88.65B
QURE:
-$3.58
LITE:
$5.26
QURE:
88.98
LITE:
30.95
QURE:
11.58
LITE:
29.82
QURE:
$18.09M
LITE:
$2.49B
QURE:
$13.42M
LITE:
$938.50M
QURE:
-$164.53M
LITE:
$470.10M
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Return for Risk
QURE vs. LITE — Risk / Return Rank
QURE
LITE
QURE vs. LITE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for uniQure N.V. (QURE) 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.
| QURE | LITE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -11.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.71 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 34.43 | -33.59 |
| Martin ratioReturn relative to average drawdown | 1.35 | 126.26 | -124.91 |
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Drawdowns
QURE vs. LITE - Drawdown Comparison
The maximum QURE drawdown since its inception was -95.40%, which is greater than LITE's maximum drawdown of -66.89%. Use the drawdown chart below to compare losses from any high point for QURE and LITE.
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Drawdown Indicators
| QURE | LITE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.40% | -66.89% | -28.51% |
Max Drawdown (1Y)Largest decline over 1 year | -87.21% | -28.70% | -58.51% |
Max Drawdown (3Y)Largest decline over 3 years | -87.21% | -50.63% | -36.58% |
Max Drawdown (5Y)Largest decline over 5 years | -90.11% | -66.48% | -23.63% |
Max Drawdown (10Y)Largest decline over 10 years | -95.40% | -66.89% | -28.51% |
Current DrawdownCurrent decline from peak | -66.46% | -12.49% | -53.97% |
Average DrawdownAverage peak-to-trough decline | -56.61% | -23.57% | -33.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.75% | 7.81% | +45.94% |
Volatility
QURE vs. LITE - Volatility Comparison
The current volatility for uniQure N.V. (QURE) is 24.13%, while Lumentum Holdings Inc. (LITE) has a volatility of 28.12%. This indicates that QURE 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
| QURE | LITE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.13% | 28.12% | -3.99% |
Volatility (6M)Calculated over the trailing 6-month period | 92.07% | 69.73% | +22.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 273.03% | 86.47% | +186.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 154.02% | 59.94% | +94.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 119.76% | 56.62% | +63.14% |
Dividends
QURE vs. LITE - Dividend Comparison
Neither QURE nor LITE has paid dividends to shareholders.
Financials
QURE vs. LITE - Financials Comparison
This section allows you to compare key financial metrics between uniQure N.V. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
QURE and LITE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LITE has higher volatility (28.12%) compared to QURE (24.13%). In terms of maximum drawdown, QURE dropped -95.40% vs LITE's -66.89%.
LITE currently has the higher Sharpe Ratio (11.43 vs 0.27), 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.
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