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

Correlation

The correlation between UAA and LULU is 0.48, 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.


-0.50.00.51.00.5

Performance

UAA vs. LULU - Performance Comparison

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

0.00%500.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
29.38%
1,255.07%
UAA
LULU

Key characteristics

Sharpe Ratio

UAA:

-0.12

LULU:

-0.64

Sortino Ratio

UAA:

0.23

LULU:

-0.74

Omega Ratio

UAA:

1.03

LULU:

0.90

Calmar Ratio

UAA:

-0.07

LULU:

-0.46

Martin Ratio

UAA:

-0.33

LULU:

-0.70

Ulcer Index

UAA:

19.58%

LULU:

35.47%

Daily Std Dev

UAA:

54.27%

LULU:

38.96%

Max Drawdown

UAA:

-88.15%

LULU:

-92.24%

Current Drawdown

UAA:

-83.97%

LULU:

-25.79%

Fundamentals

Market Cap

UAA:

$3.45B

LULU:

$47.57B

EPS

UAA:

-$0.04

LULU:

$13.84

PEG Ratio

UAA:

2.14

LULU:

1.54

Total Revenue (TTM)

UAA:

$5.40B

LULU:

$10.18B

Gross Profit (TTM)

UAA:

$2.53B

LULU:

$5.99B

EBITDA (TTM)

UAA:

$61.69M

LULU:

$2.71B

Returns By Period

In the year-to-date period, UAA achieves a -1.93% return, which is significantly higher than LULU's -25.79% return. Over the past 10 years, UAA has underperformed LULU with an annualized return of -13.13%, while LULU has yielded a comparatively higher 21.45% annualized return.


UAA

YTD

-1.93%

1M

-6.71%

6M

23.32%

1Y

-3.90%

5Y*

-16.78%

10Y*

-13.13%

LULU

YTD

-25.79%

1M

23.06%

6M

21.68%

1Y

-25.75%

5Y*

10.52%

10Y*

21.45%

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Risk-Adjusted Performance

UAA vs. LULU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Under Armour, Inc. (UAA) 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 UAA, currently valued at -0.12, compared to the broader market-4.00-2.000.002.00-0.12-0.64
The chart of Sortino ratio for UAA, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.23-0.74
The chart of Omega ratio for UAA, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.90
The chart of Calmar ratio for UAA, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07-0.46
The chart of Martin ratio for UAA, currently valued at -0.33, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.33-0.70
UAA
LULU

The current UAA Sharpe Ratio is -0.12, which is higher than the LULU Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of UAA 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
-0.64
UAA
LULU

Dividends

UAA vs. LULU - Dividend Comparison

Neither UAA nor LULU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UAA vs. LULU - Drawdown Comparison

The maximum UAA drawdown since its inception was -88.15%, roughly equal to the maximum LULU drawdown of -92.24%. Use the drawdown chart below to compare losses from any high point for UAA and LULU. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-83.97%
-25.79%
UAA
LULU

Volatility

UAA vs. LULU - Volatility Comparison

The current volatility for Under Armour, Inc. (UAA) is 15.49%, while Lululemon Athletica Inc. (LULU) has a volatility of 17.10%. This indicates that UAA 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%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.49%
17.10%
UAA
LULU

Financials

UAA 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
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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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