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

Correlation

The correlation between UA and LULU is 0.53, 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.


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.

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Key characteristics

Sharpe Ratio

UA:

-0.08

LULU:

0.08

Sortino Ratio

UA:

0.25

LULU:

0.19

Omega Ratio

UA:

1.03

LULU:

1.03

Calmar Ratio

UA:

-0.06

LULU:

-0.07

Martin Ratio

UA:

-0.24

LULU:

-0.21

Ulcer Index

UA:

24.29%

LULU:

18.24%

Daily Std Dev

UA:

55.18%

LULU:

43.96%

Max Drawdown

UA:

-89.58%

LULU:

-92.26%

Current Drawdown

UA:

-86.26%

LULU:

-39.22%

Fundamentals

Market Cap

UA:

$2.76B

LULU:

$37.34B

EPS

UA:

-$0.47

LULU:

$14.64

PEG Ratio

UA:

2.10

LULU:

1.28

PS Ratio

UA:

0.53

LULU:

3.53

PB Ratio

UA:

1.41

LULU:

9.00

Total Revenue (TTM)

UA:

$5.16B

LULU:

$8.38B

Gross Profit (TTM)

UA:

$1.92B

LULU:

$5.00B

EBITDA (TTM)

UA:

-$14.11M

LULU:

$2.31B

Returns By Period

In the year-to-date period, UA achieves a -16.35% return, which is significantly higher than LULU's -18.74% return.


UA

YTD

-16.35%

1M

14.92%

6M

-28.44%

1Y

-4.00%

3Y*

-8.74%

5Y*

-3.30%

10Y*

N/A

LULU

YTD

-18.74%

1M

16.00%

6M

-2.00%

1Y

2.56%

3Y*

6.47%

5Y*

2.35%

10Y*

17.82%

*Annualized

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Under Armour, Inc.

Lululemon Athletica Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 4646
Overall Rank
The Sharpe Ratio Rank of UA is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of UA is 4444
Sortino Ratio Rank
The Omega Ratio Rank of UA is 4545
Omega Ratio Rank
The Calmar Ratio Rank of UA is 4848
Calmar Ratio Rank
The Martin Ratio Rank of UA is 4747
Martin Ratio Rank

LULU
The Risk-Adjusted Performance Rank of LULU is 4747
Overall Rank
The Sharpe Ratio Rank of LULU is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of LULU is 4343
Sortino Ratio Rank
The Omega Ratio Rank of LULU is 4343
Omega Ratio Rank
The Calmar Ratio Rank of LULU is 4848
Calmar Ratio Rank
The Martin Ratio Rank of LULU is 4848
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 current UA Sharpe Ratio is -0.08, which is lower than the LULU Sharpe Ratio of 0.08. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 -92.26%. Use the drawdown chart below to compare losses from any high point for UA and LULU.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

UA vs. LULU - Volatility Comparison

The current volatility for Under Armour, Inc. (UA) is 10.54%, while Lululemon Athletica Inc. (LULU) has a volatility of 11.30%. This indicates that UA 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.


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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


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00B20212022202320242025
1.18B
3.61B
(UA) Total Revenue
(LULU) Total Revenue
Values in USD except per share items