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

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-11.37%
4.65%
ULTA
LULU

Returns By Period

In the year-to-date period, ULTA achieves a -30.94% return, which is significantly higher than LULU's -37.98% return. Over the past 10 years, ULTA has underperformed LULU with an annualized return of 10.43%, while LULU has yielded a comparatively higher 20.66% annualized return.


ULTA

YTD

-30.94%

1M

-7.80%

6M

-11.37%

1Y

-17.37%

5Y (annualized)

8.15%

10Y (annualized)

10.43%

LULU

YTD

-37.98%

1M

8.18%

6M

4.65%

1Y

-26.02%

5Y (annualized)

7.61%

10Y (annualized)

20.66%

Fundamentals


ULTALULU
Market Cap$16.17B$37.85B
EPS$24.91$12.92
PE Ratio13.7823.86
PEG Ratio2.231.48
Total Revenue (TTM)$8.83B$7.79B
Gross Profit (TTM)$3.39B$4.59B
EBITDA (TTM)$1.44B$2.22B

Key characteristics


ULTALULU
Sharpe Ratio-0.52-0.73
Sortino Ratio-0.55-0.84
Omega Ratio0.920.89
Calmar Ratio-0.40-0.48
Martin Ratio-0.66-0.75
Ulcer Index26.36%34.55%
Daily Std Dev33.41%35.73%
Max Drawdown-87.89%-92.24%
Current Drawdown-40.34%-37.98%

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Correlation

-0.50.00.51.00.4

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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for ULTA, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.00-0.52-0.73
The chart of Sortino ratio for ULTA, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.55-0.84
The chart of Omega ratio for ULTA, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.89
The chart of Calmar ratio for ULTA, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.40-0.48
The chart of Martin ratio for ULTA, currently valued at -0.66, compared to the broader market0.0010.0020.0030.00-0.66-0.75
ULTA
LULU

The current ULTA Sharpe Ratio is -0.52, which is comparable to the LULU Sharpe Ratio of -0.73. 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-1.20-1.00-0.80-0.60-0.40-0.200.000.20JuneJulyAugustSeptemberOctoberNovember
-0.52
-0.73
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.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-40.34%
-37.98%
ULTA
LULU

Volatility

ULTA vs. LULU - Volatility Comparison

The current volatility for Ulta Beauty, Inc. (ULTA) is 8.62%, while Lululemon Athletica Inc. (LULU) has a volatility of 11.55%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.62%
11.55%
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