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

Correlation

The correlation between ULTA and MNST is 0.32, 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.


-0.50.00.51.00.3

Performance

ULTA vs. MNST - Performance Comparison

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

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-4.52%
13.61%
ULTA
MNST

Key characteristics

Sharpe Ratio

ULTA:

-0.94

MNST:

-0.18

Sortino Ratio

ULTA:

-1.30

MNST:

-0.08

Omega Ratio

ULTA:

0.83

MNST:

0.99

Calmar Ratio

ULTA:

-0.76

MNST:

-0.17

Martin Ratio

ULTA:

-1.12

MNST:

-0.29

Ulcer Index

ULTA:

29.76%

MNST:

15.10%

Daily Std Dev

ULTA:

35.41%

MNST:

24.36%

Max Drawdown

ULTA:

-87.89%

MNST:

-69.17%

Current Drawdown

ULTA:

-36.26%

MNST:

-12.90%

Fundamentals

Market Cap

ULTA:

$16.77B

MNST:

$51.54B

EPS

ULTA:

$24.98

MNST:

$1.56

PE Ratio

ULTA:

14.47

MNST:

33.97

PEG Ratio

ULTA:

2.39

MNST:

1.62

Total Revenue (TTM)

ULTA:

$7.81B

MNST:

$5.68B

Gross Profit (TTM)

ULTA:

$3.05B

MNST:

$3.05B

EBITDA (TTM)

ULTA:

$1.26B

MNST:

$1.61B

Returns By Period

In the year-to-date period, ULTA achieves a -16.87% return, which is significantly lower than MNST's 0.84% return. Both investments have delivered pretty close results over the past 10 years, with ULTA having a 10.10% annualized return and MNST not far behind at 9.83%.


ULTA

YTD

-16.87%

1M

-13.60%

6M

-4.52%

1Y

-33.55%

5Y*

3.85%

10Y*

10.10%

MNST

YTD

0.84%

1M

7.70%

6M

13.61%

1Y

-3.83%

5Y*

8.76%

10Y*

9.83%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ULTA vs. MNST — 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 99
Overall Rank
The Sharpe Ratio Rank of ULTA is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ULTA is 77
Sortino Ratio Rank
The Omega Ratio Rank of ULTA is 77
Omega Ratio Rank
The Calmar Ratio Rank of ULTA is 66
Calmar Ratio Rank
The Martin Ratio Rank of ULTA is 1919
Martin Ratio Rank

MNST
The Risk-Adjusted Performance Rank of MNST is 3535
Overall Rank
The Sharpe Ratio Rank of MNST is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of MNST is 3131
Sortino Ratio Rank
The Omega Ratio Rank of MNST is 3030
Omega Ratio Rank
The Calmar Ratio Rank of MNST is 3737
Calmar Ratio Rank
The Martin Ratio Rank of MNST is 4040
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. MNST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ulta Beauty, Inc. (ULTA) and Monster Beverage Corporation (MNST). 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 -0.94, compared to the broader market-2.000.002.00-0.94-0.18
The chart of Sortino ratio for ULTA, currently valued at -1.30, compared to the broader market-4.00-2.000.002.004.006.00-1.30-0.08
The chart of Omega ratio for ULTA, currently valued at 0.83, compared to the broader market0.501.001.502.000.830.99
The chart of Calmar ratio for ULTA, currently valued at -0.76, compared to the broader market0.002.004.006.00-0.76-0.17
The chart of Martin ratio for ULTA, currently valued at -1.12, compared to the broader market-10.000.0010.0020.0030.00-1.12-0.29
ULTA
MNST

The current ULTA Sharpe Ratio is -0.94, which is lower than the MNST Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of ULTA and MNST, 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-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.94
-0.18
ULTA
MNST

Dividends

ULTA vs. MNST - Dividend Comparison

Neither ULTA nor MNST has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ULTA vs. MNST - Drawdown Comparison

The maximum ULTA drawdown since its inception was -87.89%, which is greater than MNST's maximum drawdown of -69.17%. Use the drawdown chart below to compare losses from any high point for ULTA and MNST. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-36.26%
-12.90%
ULTA
MNST

Volatility

ULTA vs. MNST - Volatility Comparison

Ulta Beauty, Inc. (ULTA) has a higher volatility of 9.00% compared to Monster Beverage Corporation (MNST) at 8.31%. This indicates that ULTA's price experiences larger fluctuations and is considered to be riskier than MNST 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%SeptemberOctoberNovemberDecember2025February
9.00%
8.31%
ULTA
MNST

Financials

ULTA vs. MNST - Financials Comparison

This section allows you to compare key financial metrics between Ulta Beauty, Inc. and Monster Beverage Corporation. 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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