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ROST vs. LULU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ROST vs. LULU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ross Stores, Inc. (ROST) and Lululemon Athletica Inc. (LULU). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%JuneJulyAugustSeptemberOctoberNovember
2,195.07%
1,042.89%
ROST
LULU

Returns By Period

In the year-to-date period, ROST achieves a 2.43% return, which is significantly higher than LULU's -37.41% return. Over the past 10 years, ROST has underperformed LULU with an annualized return of 14.35%, while LULU has yielded a comparatively higher 21.78% annualized return.


ROST

YTD

2.43%

1M

-4.80%

6M

6.85%

1Y

18.27%

5Y (annualized)

5.42%

10Y (annualized)

14.35%

LULU

YTD

-37.41%

1M

8.77%

6M

-4.46%

1Y

-23.86%

5Y (annualized)

8.20%

10Y (annualized)

21.78%

Fundamentals


ROSTLULU
Market Cap$46.55B$39.40B
EPS$6.21$12.93
PE Ratio22.5924.82
PEG Ratio1.921.56
Total Revenue (TTM)$16.17B$7.79B
Gross Profit (TTM)$4.51B$4.59B
EBITDA (TTM)$2.33B$2.28B

Key characteristics


ROSTLULU
Sharpe Ratio0.68-0.73
Sortino Ratio1.20-0.84
Omega Ratio1.150.88
Calmar Ratio0.98-0.48
Martin Ratio2.50-0.76
Ulcer Index5.84%34.10%
Daily Std Dev21.52%35.50%
Max Drawdown-82.23%-92.24%
Current Drawdown-9.38%-37.41%

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Correlation

-0.50.00.51.00.4

The correlation between ROST and LULU is 0.40, 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.

Risk-Adjusted Performance

ROST vs. LULU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ross Stores, Inc. (ROST) and Lululemon Athletica Inc. (LULU). 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 ROST, currently valued at 0.68, compared to the broader market-4.00-2.000.002.000.68-0.73
The chart of Sortino ratio for ROST, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.20-0.84
The chart of Omega ratio for ROST, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.88
The chart of Calmar ratio for ROST, currently valued at 0.98, compared to the broader market0.002.004.006.000.98-0.48
The chart of Martin ratio for ROST, currently valued at 2.50, compared to the broader market0.0010.0020.0030.002.50-0.76
ROST
LULU

The current ROST Sharpe Ratio is 0.68, which is higher than the LULU Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of ROST and LULU, 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 Ratio-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
0.68
-0.73
ROST
LULU

Dividends

ROST vs. LULU - Dividend Comparison

ROST's dividend yield for the trailing twelve months is around 1.02%, while LULU has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ROST
Ross Stores, Inc.
1.02%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.88%0.85%0.91%
LULU
Lululemon Athletica Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ROST vs. LULU - Drawdown Comparison

The maximum ROST drawdown since its inception was -82.23%, smaller than the maximum LULU drawdown of -92.24%. Use the drawdown chart below to compare losses from any high point for ROST and LULU. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.38%
-37.41%
ROST
LULU

Volatility

ROST vs. LULU - Volatility Comparison

The current volatility for Ross Stores, Inc. (ROST) is 5.98%, while Lululemon Athletica Inc. (LULU) has a volatility of 10.96%. This indicates that ROST experiences smaller price fluctuations and is considered to be less risky than LULU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
5.98%
10.96%
ROST
LULU

Financials

ROST vs. LULU - Financials Comparison

This section allows you to compare key financial metrics between Ross Stores, Inc. and Lululemon Athletica 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


Values in USD except per share items