VSXY vs. LITE
VSXY (Victoria's Secret & Co.) and LITE (Lumentum Holdings Inc.) are both stocks. VSXY operates in Apparel Retail (Consumer Cyclical), while LITE operates in Communication Equipment (Technology). Over the past 5 years, VSXY returned 14.64%/yr vs 53.42%/yr for LITE. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
VSXY vs. LITE - Performance Comparison
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Returns By Period
In the year-to-date period, VSXY achieves a 63.71% return, which is significantly lower than LITE's 93.69% return.
VSXY
- 1D
- 0.50%
- 1M
- 15.60%
- 6M
- 62.69%
- YTD
- 63.71%
- 1Y
- 373.72%
- 3Y*
- 64.78%
- 5Y*
- 14.64%
- 10Y*
- —
- ALL TIME*
- 9.97%
LITE
- 1D
- 2.99%
- 1M
- -1.97%
- 6M
- 82.20%
- YTD
- 93.69%
- 1Y
- 569.24%
- 3Y*
- 140.32%
- 5Y*
- 53.42%
- 10Y*
- 37.52%
- ALL TIME*
- 36.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.39B | $3.22B | $4.79B | |
| $165.03M | $137.87M | $162.81M |
VSXY vs. LITE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VSXY Victoria's Secret & Co. | 63.71% | 30.78% | 56.07% | -25.82% | -35.58% | 0.98% |
LITE Lumentum Holdings Inc. | 93.69% | 339.06% | 60.15% | 0.48% | -50.68% | 30.24% |
Correlation
The correlation between VSXY and LITE is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2021 | 0.25 |
Fundamentals
VSXY:
$7.05B
LITE:
$55.54B
VSXY:
$2.51
LITE:
$5.03
VSXY:
35.34
LITE:
141.90
VSXY:
1.10
LITE:
25.09
VSXY:
9.52
LITE:
23.10
VSXY:
$6.76B
LITE:
$2.49B
VSXY:
$2.50B
LITE:
$938.50M
VSXY:
$510.40M
LITE:
$470.10M
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Return for Risk
VSXY vs. LITE — Risk / Return Rank
VSXY
LITE
VSXY vs. LITE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victoria's Secret & Co. (VSXY) 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.
| VSXY | LITE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.50 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 10.54 | 12.93 | -2.39 |
| Martin ratioReturn relative to average drawdown | 27.21 | 44.86 | -17.65 |
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Drawdowns
VSXY vs. LITE - Drawdown Comparison
The maximum VSXY drawdown since its inception was -80.87%, which is greater than LITE's maximum drawdown of -66.89%. Use the drawdown chart below to compare losses from any high point for VSXY and LITE.
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Drawdown Indicators
| VSXY | LITE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.87% | -66.89% | -13.98% |
Max Drawdown (1Y)Largest decline over 1 year | -35.55% | -42.80% | +7.25% |
Max Drawdown (3Y)Largest decline over 3 years | -69.47% | -50.63% | -18.84% |
Max Drawdown (5Y)Largest decline over 5 years | -80.87% | -66.48% | -14.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.89% | — |
Current DrawdownCurrent decline from peak | -0.71% | -32.21% | +31.50% |
Average DrawdownAverage peak-to-trough decline | -51.78% | -23.59% | -28.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.74% | 12.31% | +1.43% |
Volatility
VSXY vs. LITE - Volatility Comparison
The current volatility for Victoria's Secret & Co. (VSXY) is 12.32%, while Lumentum Holdings Inc. (LITE) has a volatility of 31.86%. This indicates that VSXY experiences smaller price fluctuations and is considered to be less risky 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
| VSXY | LITE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.32% | 31.86% | -19.54% |
Volatility (6M)Calculated over the trailing 6-month period | 57.21% | 70.58% | -13.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.30% | 93.02% | -17.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.33% | 61.98% | +5.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.97% | 57.45% | +10.52% |
Dividends
VSXY vs. LITE - Dividend Comparison
Neither VSXY nor LITE has paid dividends to shareholders.
Financials
VSXY vs. LITE - Financials Comparison
This section allows you to compare key financial metrics between Victoria's Secret & Co. 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.
Total Revenue: Total amount of money received from sales and other business activities
VSXY vs. LITE - Profitability Comparison
VSXY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Victoria's Secret & Co. reported a gross profit of 586.95M and revenue of 1.56B. Therefore, the gross margin over that period was 37.6%.
LITE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Lumentum Holdings Inc. reported a gross profit of 357.00M and revenue of 808.40M. Therefore, the gross margin over that period was 44.2%.
VSXY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Victoria's Secret & Co. reported an operating income of 82.08M and revenue of 1.56B, resulting in an operating margin of 5.3%.
LITE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Lumentum Holdings Inc. reported an operating income of 174.50M and revenue of 808.40M, resulting in an operating margin of 21.6%.
VSXY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Victoria's Secret & Co. reported a net income of 47.69M and revenue of 1.56B, resulting in a net margin of 3.1%.
LITE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Lumentum Holdings Inc. reported a net income of 144.20M and revenue of 808.40M, resulting in a net margin of 17.8%.
Frequently Asked Questions
VSXY and LITE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LITE has higher volatility (31.86%) compared to VSXY (12.32%). In terms of maximum drawdown, VSXY dropped -80.87% vs LITE's -66.89%.
LITE currently has the higher Sharpe Ratio (5.95 vs 4.98), 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.
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