ROKU vs. U
ROKU (Roku, Inc.) and U (Unity Software Inc.) are both stocks. ROKU operates in Entertainment (Communication Services), while U operates in Software - Application (Technology). Over the past 5 years, ROKU returned -17.87%/yr vs -21.05%/yr for U. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
ROKU vs. U - Performance Comparison
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Returns By Period
In the year-to-date period, ROKU achieves a 12.69% return, which is significantly higher than U's -33.96% return.
ROKU
- 1D
- -2.65%
- 1M
- -4.47%
- YTD
- 12.69%
- 6M
- 22.15%
- 1Y
- 63.89%
- 3Y*
- 24.75%
- 5Y*
- -17.87%
- 10Y*
- —
U
- 1D
- -2.86%
- 1M
- 6.93%
- YTD
- -33.96%
- 6M
- -36.28%
- 1Y
- 17.67%
- 3Y*
- -6.63%
- 5Y*
- -21.05%
- 10Y*
- —
ROKU vs. U - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ROKU Roku, Inc. | 12.69% | 45.94% | -18.90% | 125.21% | -82.16% | -31.27% | 106.90% |
U Unity Software Inc. | -33.96% | 96.57% | -45.05% | 43.02% | -80.01% | -6.83% | 124.54% |
Correlation
The correlation between ROKU and U is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2020 | 0.60 |
The correlation between ROKU and U shifts across timeframes, from 0.42 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ROKU:
$18.46B
U:
$12.67B
ROKU:
$1.34
U:
-$1.58
ROKU:
3.71
U:
6.47
ROKU:
6.91
U:
4.26
ROKU:
$4.97B
U:
$1.92B
ROKU:
$2.19B
U:
$1.14B
ROKU:
$280.30M
U:
-$294.88M
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Return for Risk
ROKU vs. U — Risk / Return Rank
ROKU
U
ROKU vs. U - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roku, Inc. (ROKU) and Unity Software Inc. (U). 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.
| ROKU | U | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.12 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 0.27 | +2.05 |
| Martin ratioReturn relative to average drawdown | 6.58 | 0.54 | +6.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROKU | U | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 0.24 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | -0.27 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | -0.18 | +0.47 |
Drawdowns
ROKU vs. U - Drawdown Comparison
The maximum ROKU drawdown since its inception was -91.91%, roughly equal to the maximum U drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for ROKU and U.
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Drawdown Indicators
| ROKU | U | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.91% | -93.07% | +1.16% |
Max Drawdown (1Y)Largest decline over 1 year | -27.69% | -65.37% | +37.68% |
Max Drawdown (3Y)Largest decline over 3 years | -51.65% | -71.28% | +19.63% |
Max Drawdown (5Y)Largest decline over 5 years | -91.91% | -93.07% | +1.16% |
Current DrawdownCurrent decline from peak | -74.50% | -85.50% | +11.00% |
Average DrawdownAverage peak-to-trough decline | -52.81% | -69.38% | +16.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.73% | 32.60% | -22.87% |
Volatility
ROKU vs. U - Volatility Comparison
The current volatility for Roku, Inc. (ROKU) is 8.97%, while Unity Software Inc. (U) has a volatility of 16.33%. This indicates that ROKU experiences smaller price fluctuations and is considered to be less risky than U based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROKU | U | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.97% | 16.33% | -7.36% |
Volatility (6M)Calculated over the trailing 6-month period | 31.25% | 60.89% | -29.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.71% | 74.51% | -29.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.60% | 77.24% | -10.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.38% | 76.51% | -3.13% |
Dividends
ROKU vs. U - Dividend Comparison
Neither ROKU nor U has paid dividends to shareholders.
Financials
ROKU vs. U - Financials Comparison
This section allows you to compare key financial metrics between Roku, Inc. and Unity Software 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
ROKU vs. U - Profitability Comparison
ROKU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Roku, Inc. reported a gross profit of 564.94M and revenue of 1.25B. Therefore, the gross margin over that period was 45.2%.
U - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Unity Software Inc. reported a gross profit of 156.60M and revenue of 508.24M. Therefore, the gross margin over that period was 30.8%.
ROKU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Roku, Inc. reported an operating income of 51.77M and revenue of 1.25B, resulting in an operating margin of 4.2%.
U - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Unity Software Inc. reported an operating income of -351.41M and revenue of 508.24M, resulting in an operating margin of -69.1%.
ROKU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Roku, Inc. reported a net income of 85.70M and revenue of 1.25B, resulting in a net margin of 6.9%.
U - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Unity Software Inc. reported a net income of -346.93M and revenue of 508.24M, resulting in a net margin of -68.3%.
Frequently Asked Questions
ROKU and U have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
U has higher volatility (16.33%) compared to ROKU (8.97%). In terms of maximum drawdown, ROKU dropped -91.91% vs U's -93.07%.
ROKU currently has the higher Sharpe Ratio (1.44 vs 0.24), 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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