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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 moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

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.

1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,052.40%
813.04%
ROST
LULU

Key characteristics

Sharpe Ratio

ROST:

-0.33

LULU:

-0.79

Sortino Ratio

ROST:

-0.35

LULU:

-1.00

Omega Ratio

ROST:

0.96

LULU:

0.87

Calmar Ratio

ROST:

-0.37

LULU:

-0.60

Martin Ratio

ROST:

-1.01

LULU:

-1.62

Ulcer Index

ROST:

7.66%

LULU:

19.96%

Daily Std Dev

ROST:

23.28%

LULU:

41.23%

Max Drawdown

ROST:

-82.24%

LULU:

-92.24%

Current Drawdown

ROST:

-15.75%

LULU:

-50.00%

Fundamentals

Market Cap

ROST:

$43.53B

LULU:

$34.11B

EPS

ROST:

$6.33

LULU:

$14.65

PE Ratio

ROST:

20.91

LULU:

19.30

PEG Ratio

ROST:

1.72

LULU:

1.07

Total Revenue (TTM)

ROST:

$36.35B

LULU:

$10.59B

Gross Profit (TTM)

ROST:

$14.51B

LULU:

$6.27B

EBITDA (TTM)

ROST:

$5.18B

LULU:

$2.84B

Returns By Period

In the year-to-date period, ROST achieves a -12.98% return, which is significantly higher than LULU's -33.15% return. Over the past 10 years, ROST has underperformed LULU with an annualized return of 10.80%, while LULU has yielded a comparatively higher 14.81% annualized return.


ROST

YTD

-12.98%

1M

-3.19%

6M

-10.11%

1Y

-6.30%

5Y*

13.03%

10Y*

10.80%

LULU

YTD

-33.15%

1M

-25.96%

6M

-2.63%

1Y

-31.65%

5Y*

7.14%

10Y*

14.81%

*Annualized

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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 3131
Overall Rank
The Sharpe Ratio Rank of ROST is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ROST is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ROST is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ROST is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ROST is 3030
Martin Ratio Rank

LULU
The Risk-Adjusted Performance Rank of LULU is 1313
Overall Rank
The Sharpe Ratio Rank of LULU is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of LULU is 1414
Sortino Ratio Rank
The Omega Ratio Rank of LULU is 1515
Omega Ratio Rank
The Calmar Ratio Rank of LULU is 1616
Calmar Ratio Rank
The Martin Ratio Rank of LULU is 66
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 -0.33, compared to the broader market-2.00-1.000.001.002.003.00
ROST: -0.33
LULU: -0.79
The chart of Sortino ratio for ROST, currently valued at -0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
ROST: -0.35
LULU: -1.00
The chart of Omega ratio for ROST, currently valued at 0.96, compared to the broader market0.501.001.502.00
ROST: 0.96
LULU: 0.87
The chart of Calmar ratio for ROST, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00
ROST: -0.37
LULU: -0.60
The chart of Martin ratio for ROST, currently valued at -1.01, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ROST: -1.01
LULU: -1.62

The current ROST Sharpe Ratio is -0.33, which is higher than the LULU Sharpe Ratio of -0.79. 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.33
-0.79
ROST
LULU

Dividends

ROST vs. LULU - Dividend Comparison

ROST's dividend yield for the trailing twelve months is around 1.15%, while LULU has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ROST
Ross Stores, Inc.
1.15%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 -82.24%, 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%NovemberDecember2025FebruaryMarchApril
-15.75%
-50.00%
ROST
LULU

Volatility

ROST vs. LULU - Volatility Comparison

The current volatility for Ross Stores, Inc. (ROST) is 8.91%, while Lululemon Athletica Inc. (LULU) has a volatility of 20.22%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
8.91%
20.22%
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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