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

Correlation

The correlation between UA and LULU is 0.50, 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: 0.5

Performance

UA vs. LULU - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
-86.84%
312.22%
UA
LULU

Key characteristics

Sharpe Ratio

UA:

-0.33

LULU:

-0.61

Sortino Ratio

UA:

-0.15

LULU:

-0.68

Omega Ratio

UA:

0.98

LULU:

0.91

Calmar Ratio

UA:

-0.20

LULU:

-0.49

Martin Ratio

UA:

-0.84

LULU:

-1.27

Ulcer Index

UA:

21.34%

LULU:

20.85%

Daily Std Dev

UA:

54.39%

LULU:

43.44%

Max Drawdown

UA:

-89.58%

LULU:

-92.24%

Current Drawdown

UA:

-88.04%

LULU:

-47.60%

Fundamentals

Market Cap

UA:

$2.44B

LULU:

$32.65B

EPS

UA:

-$0.29

LULU:

$14.65

PEG Ratio

UA:

1.60

LULU:

1.10

PS Ratio

UA:

0.46

LULU:

3.08

PB Ratio

UA:

1.19

LULU:

7.42

Total Revenue (TTM)

UA:

$3.98B

LULU:

$10.59B

Gross Profit (TTM)

UA:

$1.92B

LULU:

$6.27B

EBITDA (TTM)

UA:

-$14.11M

LULU:

$2.84B

Returns By Period

In the year-to-date period, UA achieves a -27.21% return, which is significantly higher than LULU's -29.94% return.


UA

YTD

-27.21%

1M

-9.65%

6M

-31.70%

1Y

-16.20%

5Y*

-9.57%

10Y*

N/A

LULU

YTD

-29.94%

1M

-20.69%

6M

-11.92%

1Y

-25.58%

5Y*

4.55%

10Y*

15.31%

*Annualized

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Risk-Adjusted Performance

UA vs. LULU — Risk-Adjusted Performance Rank

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

UA
The Risk-Adjusted Performance Rank of UA is 3434
Overall Rank
The Sharpe Ratio Rank of UA is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of UA is 3333
Sortino Ratio Rank
The Omega Ratio Rank of UA is 3333
Omega Ratio Rank
The Calmar Ratio Rank of UA is 3939
Calmar Ratio Rank
The Martin Ratio Rank of UA is 3333
Martin Ratio Rank

LULU
The Risk-Adjusted Performance Rank of LULU is 1919
Overall Rank
The Sharpe Ratio Rank of LULU is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of LULU is 1919
Sortino Ratio Rank
The Omega Ratio Rank of LULU is 1919
Omega Ratio Rank
The Calmar Ratio Rank of LULU is 2020
Calmar Ratio Rank
The Martin Ratio Rank of LULU is 1616
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.

UA vs. LULU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Under Armour, Inc. (UA) 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.


The chart of Sharpe ratio for UA, currently valued at -0.33, compared to the broader market-2.00-1.000.001.002.003.00
UA: -0.33
LULU: -0.61
The chart of Sortino ratio for UA, currently valued at -0.15, compared to the broader market-6.00-4.00-2.000.002.004.00
UA: -0.15
LULU: -0.68
The chart of Omega ratio for UA, currently valued at 0.98, compared to the broader market0.501.001.502.00
UA: 0.98
LULU: 0.91
The chart of Calmar ratio for UA, currently valued at -0.20, compared to the broader market0.001.002.003.004.005.00
UA: -0.20
LULU: -0.49
The chart of Martin ratio for UA, currently valued at -0.84, compared to the broader market-5.000.005.0010.0015.0020.00
UA: -0.84
LULU: -1.27

The current UA Sharpe Ratio is -0.33, which is higher than the LULU Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of UA 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.33
-0.61
UA
LULU

Dividends

UA vs. LULU - Dividend Comparison

Neither UA nor LULU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UA vs. LULU - Drawdown Comparison

The maximum UA drawdown since its inception was -89.58%, roughly equal to the maximum LULU drawdown of -92.24%. Use the drawdown chart below to compare losses from any high point for UA and LULU. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-88.04%
-47.60%
UA
LULU

Volatility

UA vs. LULU - Volatility Comparison

Under Armour, Inc. (UA) has a higher volatility of 27.45% compared to Lululemon Athletica Inc. (LULU) at 24.14%. This indicates that UA's price experiences larger fluctuations and is considered to be riskier than LULU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
27.45%
24.14%
UA
LULU

Financials

UA vs. LULU - Financials Comparison

This section allows you to compare key financial metrics between Under Armour, 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