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

Correlation

The correlation between ULTA 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ULTA vs. LULU - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-3.68%
-5.45%
ULTA
LULU

Key characteristics

Sharpe Ratio

ULTA:

-0.75

LULU:

-0.79

Sortino Ratio

ULTA:

-0.98

LULU:

-1.00

Omega Ratio

ULTA:

0.87

LULU:

0.87

Calmar Ratio

ULTA:

-0.66

LULU:

-0.60

Martin Ratio

ULTA:

-1.80

LULU:

-1.62

Ulcer Index

ULTA:

16.26%

LULU:

19.96%

Daily Std Dev

ULTA:

39.13%

LULU:

41.23%

Max Drawdown

ULTA:

-87.89%

LULU:

-92.24%

Current Drawdown

ULTA:

-35.16%

LULU:

-50.00%

Fundamentals

Market Cap

ULTA:

$16.66B

LULU:

$30.84B

EPS

ULTA:

$25.32

LULU:

$14.65

PE Ratio

ULTA:

14.52

LULU:

17.45

PEG Ratio

ULTA:

2.53

LULU:

1.17

Total Revenue (TTM)

ULTA:

$11.30B

LULU:

$10.59B

Gross Profit (TTM)

ULTA:

$4.39B

LULU:

$6.27B

EBITDA (TTM)

ULTA:

$1.77B

LULU:

$2.84B

Returns By Period

In the year-to-date period, ULTA achieves a -15.44% return, which is significantly higher than LULU's -33.15% return. Over the past 10 years, ULTA has underperformed LULU with an annualized return of 9.17%, while LULU has yielded a comparatively higher 14.81% annualized return.


ULTA

YTD

-15.44%

1M

7.08%

6M

-1.33%

1Y

-16.41%

5Y*

18.66%

10Y*

9.17%

LULU

YTD

-33.15%

1M

-25.96%

6M

-2.63%

1Y

-31.65%

5Y*

7.14%

10Y*

14.81%

*Annualized

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Risk-Adjusted Performance

ULTA vs. LULU — Risk-Adjusted Performance Rank

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

ULTA
The Risk-Adjusted Performance Rank of ULTA is 1313
Overall Rank
The Sharpe Ratio Rank of ULTA is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of ULTA is 1616
Sortino Ratio Rank
The Omega Ratio Rank of ULTA is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ULTA is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ULTA is 44
Martin Ratio Rank

LULU
The Risk-Adjusted Performance Rank of LULU is 1414
Overall Rank
The Sharpe Ratio Rank of LULU is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of LULU is 1616
Sortino Ratio Rank
The Omega Ratio Rank of LULU is 1616
Omega Ratio Rank
The Calmar Ratio Rank of LULU is 1818
Calmar Ratio Rank
The Martin Ratio Rank of LULU is 88
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.

ULTA vs. LULU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ulta Beauty, Inc. (ULTA) 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 ULTA, currently valued at -0.75, compared to the broader market-2.00-1.000.001.002.003.00
ULTA: -0.75
LULU: -0.79
The chart of Sortino ratio for ULTA, currently valued at -0.98, compared to the broader market-6.00-4.00-2.000.002.004.00
ULTA: -0.98
LULU: -1.00
The chart of Omega ratio for ULTA, currently valued at 0.87, compared to the broader market0.501.001.502.00
ULTA: 0.87
LULU: 0.87
The chart of Calmar ratio for ULTA, currently valued at -0.66, compared to the broader market0.001.002.003.004.005.00
ULTA: -0.66
LULU: -0.60
The chart of Martin ratio for ULTA, currently valued at -1.80, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ULTA: -1.80
LULU: -1.62

The current ULTA Sharpe Ratio is -0.75, which is comparable to the LULU Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of ULTA 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-1.20-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2025FebruaryMarchApril
-0.75
-0.79
ULTA
LULU

Dividends

ULTA vs. LULU - Dividend Comparison

Neither ULTA nor LULU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ULTA vs. LULU - Drawdown Comparison

The maximum ULTA drawdown since its inception was -87.89%, roughly equal to the maximum LULU drawdown of -92.24%. Use the drawdown chart below to compare losses from any high point for ULTA and LULU. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2025FebruaryMarchApril
-35.16%
-50.00%
ULTA
LULU

Volatility

ULTA vs. LULU - Volatility Comparison

The current volatility for Ulta Beauty, Inc. (ULTA) is 17.56%, while Lululemon Athletica Inc. (LULU) has a volatility of 20.22%. This indicates that ULTA 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
17.56%
20.22%
ULTA
LULU

Financials

ULTA vs. LULU - Financials Comparison

This section allows you to compare key financial metrics between Ulta Beauty, 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