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VOYG vs. LITE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VOYG vs. LITE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voyager Technologies, Inc. (VOYG) and Lumentum Holdings Inc. (LITE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VOYG achieves a 28.54% return, which is significantly lower than LITE's 124.62% return.


VOYG

1D
-2.81%
1M
-24.73%
YTD
28.54%
6M
18.27%
1Y
-21.93%
3Y*
5Y*
10Y*

LITE

1D
-7.38%
1M
-12.57%
YTD
124.62%
6M
113.71%
1Y
828.58%
3Y*
146.48%
5Y*
58.42%
10Y*
42.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOYG vs. LITE - Yearly Performance Comparison


2026 (YTD)2025
VOYG
Voyager Technologies, Inc.
28.54%-62.52%
LITE
Lumentum Holdings Inc.
124.62%349.72%

Correlation

The correlation between VOYG and LITE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2025

0.15

Fundamentals

Market Cap

VOYG:

$1.96B

LITE:

$79.65B

EPS

VOYG:

-$2.10

LITE:

$5.26

PS Ratio

VOYG:

11.68

LITE:

27.81

PB Ratio

VOYG:

5.49

LITE:

26.79

Total Revenue (TTM)

VOYG:

$167.16M

LITE:

$2.49B

Gross Profit (TTM)

VOYG:

$14.21M

LITE:

$938.50M

EBITDA (TTM)

VOYG:

-$109.58M

LITE:

$470.10M

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Return for Risk

VOYG vs. LITE — Risk / Return Rank

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

VOYG
VOYG Risk / Return Rank: 3434
Overall Rank
VOYG Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VOYG Sortino Ratio Rank: 3838
Sortino Ratio Rank
VOYG Omega Ratio Rank: 3737
Omega Ratio Rank
VOYG Calmar Ratio Rank: 3131
Calmar Ratio Rank
VOYG Martin Ratio Rank: 3333
Martin Ratio Rank

LITE
LITE Risk / Return Rank: 9999
Overall Rank
LITE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
LITE Sortino Ratio Rank: 9898
Sortino Ratio Rank
LITE Omega Ratio Rank: 9797
Omega Ratio Rank
LITE Calmar Ratio Rank: 100100
Calmar Ratio Rank
LITE Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VOYG vs. LITE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voyager Technologies, Inc. (VOYG) and Lumentum Holdings Inc. (LITE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VOYGLITEDifference
Sharpe ratioReturn per unit of total volatility

-9.82

Sortino ratioReturn per unit of downside risk

-4.77

Omega ratioGain probability vs. loss probability

1.03

1.65

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.35

29.16

-29.50

Martin ratioReturn relative to average drawdown

-0.57

101.39

-101.97

VOYG vs. LITE - Sharpe Ratio Comparison

The current VOYG Sharpe Ratio is -0.24, which is lower than the LITE Sharpe Ratio of 9.57. The chart below compares the historical Sharpe Ratios of VOYG and LITE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VOYG vs. LITE - Drawdown Comparison

The maximum VOYG drawdown since its inception was -74.21%, which is greater than LITE's maximum drawdown of -66.89%. Use the drawdown chart below to compare losses from any high point for VOYG and LITE.


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Drawdown Indicators


VOYGLITEDifference

Max Drawdown

Largest peak-to-trough decline

-74.21%

-66.89%

-7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-63.25%

-28.70%

-34.55%

Max Drawdown (3Y)

Largest decline over 3 years

-50.63%

Max Drawdown (5Y)

Largest decline over 5 years

-66.48%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

Current Drawdown

Current decline from peak

-51.83%

-21.38%

-30.45%

Average Drawdown

Average peak-to-trough decline

-53.97%

-23.56%

-30.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.24%

8.24%

+30.00%

Volatility

VOYG vs. LITE - Volatility Comparison

Voyager Technologies, Inc. (VOYG) has a higher volatility of 35.95% compared to Lumentum Holdings Inc. (LITE) at 27.33%. This indicates that VOYG's price experiences larger fluctuations and is considered to be riskier than LITE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOYGLITEDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.95%

27.33%

+8.62%

Volatility (6M)

Calculated over the trailing 6-month period

67.30%

69.19%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

90.58%

87.42%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.66%

60.27%

+33.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.66%

56.76%

+36.90%

Dividends

VOYG vs. LITE - Dividend Comparison

Neither VOYG nor LITE has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

VOYG vs. LITE - Financials Comparison

This section allows you to compare key financial metrics between Voyager Technologies, Inc. and Lumentum Holdings 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


0.00200.00M400.00M600.00M800.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
35.25M
808.40M
(VOYG) Total Revenue
(LITE) Total Revenue
Values in USD except per share items

Frequently Asked Questions


VOYG and LITE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOYG has higher volatility (35.95%) compared to LITE (27.33%). In terms of maximum drawdown, VOYG dropped -74.21% vs LITE's -66.89%.

LITE currently has the higher Sharpe Ratio (9.57 vs -0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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