ULTA vs. SPGP

In the year-to-date period, ULTA achieves a -30.94% return, which is significantly lower than SPGP's 14.57% return. Over the past 10 years, ULTA has underperformed SPGP with an annualized return of 10.43%, while SPGP has yielded a comparatively higher 14.13% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Ulta Beauty, Inc. (ULTA) and Invesco S&P 500 GARP ETF (SPGP). 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 ULTA Sharpe Ratio is -0.52, which is lower than the SPGP Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of ULTA and SPGP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ULTA has not paid dividends to shareholders, while SPGP's dividend yield for the trailing twelve months is around 1.30%.

The maximum ULTA drawdown since its inception was -87.89%, which is greater than SPGP's maximum drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for ULTA and SPGP. For additional features, visit the drawdowns tool.

Ulta Beauty, Inc. (ULTA) has a higher volatility of 8.62% compared to Invesco S&P 500 GARP ETF (SPGP) at 4.91%. This indicates that ULTA's price experiences larger fluctuations and is considered to be riskier than SPGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.