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

Correlation

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.


-0.50.00.51.00.4

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
0.65%
33.24%
ROST
LULU

Key characteristics

Sharpe Ratio

ROST:

0.48

LULU:

-0.51

Sortino Ratio

ROST:

0.88

LULU:

-0.50

Omega Ratio

ROST:

1.10

LULU:

0.93

Calmar Ratio

ROST:

0.68

LULU:

-0.37

Martin Ratio

ROST:

1.68

LULU:

-0.61

Ulcer Index

ROST:

6.03%

LULU:

32.84%

Daily Std Dev

ROST:

21.29%

LULU:

39.44%

Max Drawdown

ROST:

-82.23%

LULU:

-92.24%

Current Drawdown

ROST:

-4.56%

LULU:

-23.97%

Fundamentals

Market Cap

ROST:

$49.20B

LULU:

$47.34B

EPS

ROST:

$6.35

LULU:

$13.84

PE Ratio

ROST:

23.48

LULU:

28.09

PEG Ratio

ROST:

1.97

LULU:

1.60

Total Revenue (TTM)

ROST:

$42.48B

LULU:

$10.18B

Gross Profit (TTM)

ROST:

$11.89B

LULU:

$5.99B

EBITDA (TTM)

ROST:

$6.18B

LULU:

$2.71B

Returns By Period

In the year-to-date period, ROST achieves a -1.42% return, which is significantly lower than LULU's 1.66% return. Over the past 10 years, ROST has underperformed LULU with an annualized return of 13.50%, while LULU has yielded a comparatively higher 20.02% annualized return.


ROST

YTD

-1.42%

1M

-2.87%

6M

0.65%

1Y

10.26%

5Y*

5.81%

10Y*

13.50%

LULU

YTD

1.66%

1M

-0.74%

6M

33.24%

1Y

-19.00%

5Y*

9.83%

10Y*

20.02%

*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

ROST vs. LULU — Risk-Adjusted Performance Rank

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

ROST
The Risk-Adjusted Performance Rank of ROST is 6565
Overall Rank
The Sharpe Ratio Rank of ROST is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ROST is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ROST is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ROST is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ROST is 6767
Martin Ratio Rank

LULU
The Risk-Adjusted Performance Rank of LULU is 2626
Overall Rank
The Sharpe Ratio Rank of LULU is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of LULU is 2222
Sortino Ratio Rank
The Omega Ratio Rank of LULU is 2222
Omega Ratio Rank
The Calmar Ratio Rank of LULU is 2626
Calmar Ratio Rank
The Martin Ratio Rank of LULU is 3737
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.

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 0.48, compared to the broader market-2.000.002.000.48-0.51
The chart of Sortino ratio for ROST, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.88-0.50
The chart of Omega ratio for ROST, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.93
The chart of Calmar ratio for ROST, currently valued at 0.68, compared to the broader market0.002.004.006.000.68-0.37
The chart of Martin ratio for ROST, currently valued at 1.68, compared to the broader market0.0010.0020.001.68-0.61
ROST
LULU

The current ROST Sharpe Ratio is 0.48, which is higher than the LULU Sharpe Ratio of -0.51. 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-1.50-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.48
-0.51
ROST
LULU

Dividends

ROST vs. LULU - Dividend Comparison

ROST's dividend yield for the trailing twelve months is around 0.99%, while LULU has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ROST
Ross Stores, Inc.
0.99%0.97%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.88%0.85%
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%AugustSeptemberOctoberNovemberDecember2025
-4.56%
-23.97%
ROST
LULU

Volatility

ROST vs. LULU - Volatility Comparison

The current volatility for Ross Stores, Inc. (ROST) is 5.92%, while Lululemon Athletica Inc. (LULU) has a volatility of 8.74%. 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%18.00%AugustSeptemberOctoberNovemberDecember2025
5.92%
8.74%
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
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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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