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XYZ vs. LYFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

XYZ vs. LYFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Block, Inc (XYZ) and Lyft, Inc. (LYFT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XYZ achieves a 6.81% return, which is significantly higher than LYFT's -30.10% return.


XYZ

1D
0.62%
1M
-0.37%
YTD
6.81%
6M
7.37%
1Y
8.88%
3Y*
1.99%
5Y*
-20.53%
10Y*
22.83%

LYFT

1D
-1.24%
1M
-1.02%
YTD
-30.10%
6M
-33.53%
1Y
-12.31%
3Y*
8.20%
5Y*
-24.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYZ vs. LYFT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XYZ
Block, Inc
6.81%-23.41%9.88%23.09%-61.09%-25.79%247.89%-15.76%
LYFT
Lyft, Inc.
-30.10%50.16%-13.94%36.03%-74.21%-13.03%14.20%-50.69%

Correlation

The correlation between XYZ and LYFT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2019

0.44

The correlation between XYZ and LYFT shifts across timeframes, from 0.28 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

XYZ:

$41.54B

LYFT:

$5.45B

EPS

XYZ:

$1.31

LYFT:

$6.90

PE Ratio

XYZ:

53.09

LYFT:

1.96

PEG Ratio

XYZ:

0.01

LYFT:

0.00

PS Ratio

XYZ:

1.75

LYFT:

0.86

PB Ratio

XYZ:

1.91

LYFT:

1.80

Total Revenue (TTM)

XYZ:

$24.48B

LYFT:

$6.52B

Gross Profit (TTM)

XYZ:

$11.01B

LYFT:

$2.82B

EBITDA (TTM)

XYZ:

$2.42B

LYFT:

$51.76M

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Return for Risk

XYZ vs. LYFT — Risk / Return Rank

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

XYZ
XYZ Risk / Return Rank: 4848
Overall Rank
XYZ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XYZ Sortino Ratio Rank: 4747
Sortino Ratio Rank
XYZ Omega Ratio Rank: 4646
Omega Ratio Rank
XYZ Calmar Ratio Rank: 4949
Calmar Ratio Rank
XYZ Martin Ratio Rank: 4949
Martin Ratio Rank

LYFT
LYFT Risk / Return Rank: 3333
Overall Rank
LYFT Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LYFT Sortino Ratio Rank: 3232
Sortino Ratio Rank
LYFT Omega Ratio Rank: 3131
Omega Ratio Rank
LYFT Calmar Ratio Rank: 3535
Calmar Ratio Rank
LYFT Martin Ratio Rank: 3535
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.

XYZ vs. LYFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Block, Inc (XYZ) and Lyft, Inc. (LYFT). 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.


XYZLYFTDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.07

1.00

+0.08

Calmar ratioReturn relative to maximum drawdown

0.23

-0.25

+0.48

Martin ratioReturn relative to average drawdown

0.52

-0.43

+0.95

XYZ vs. LYFT - Sharpe Ratio Comparison

The current XYZ Sharpe Ratio is 0.19, which is higher than the LYFT Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of XYZ and LYFT, 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

XYZ vs. LYFT - Drawdown Comparison

The maximum XYZ drawdown since its inception was -86.08%, smaller than the maximum LYFT drawdown of -90.84%. Use the drawdown chart below to compare losses from any high point for XYZ and LYFT.


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Drawdown Indicators


XYZLYFTDifference

Max Drawdown

Largest peak-to-trough decline

-86.08%

-90.84%

+4.76%

Max Drawdown (1Y)

Largest decline over 1 year

-39.48%

-48.51%

+9.03%

Max Drawdown (3Y)

Largest decline over 3 years

-52.96%

-55.23%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-86.08%

-87.28%

+1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-86.08%

Current Drawdown

Current decline from peak

-75.33%

-84.48%

+9.15%

Average Drawdown

Average peak-to-trough decline

-41.05%

-68.34%

+27.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.15%

28.39%

-11.24%

Volatility

XYZ vs. LYFT - Volatility Comparison

Block, Inc (XYZ) and Lyft, Inc. (LYFT) have volatilities of 12.79% and 12.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYZLYFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.79%

12.55%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

35.49%

34.16%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

46.91%

50.27%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.99%

67.44%

-7.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.70%

68.23%

-11.53%

Dividends

XYZ vs. LYFT - Dividend Comparison

Neither XYZ nor LYFT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

XYZ vs. LYFT - Financials Comparison

This section allows you to compare key financial metrics between Block, Inc and Lyft, 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


1.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
6.06B
1.65B
(XYZ) Total Revenue
(LYFT) Total Revenue
Values in USD except per share items

XYZ vs. LYFT - Profitability Comparison

The chart below illustrates the profitability comparison between Block, Inc and Lyft, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%20222023202420252026
48.0%
47.6%
Portfolio components
XYZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Block, Inc reported a gross profit of 2.91B and revenue of 6.06B. Therefore, the gross margin over that period was 48.0%.

LYFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lyft, Inc. reported a gross profit of 786.35M and revenue of 1.65B. Therefore, the gross margin over that period was 47.6%.

XYZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Block, Inc reported an operating income of -171.99M and revenue of 6.06B, resulting in an operating margin of -2.8%.

LYFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lyft, Inc. reported an operating income of -5.33M and revenue of 1.65B, resulting in an operating margin of -0.3%.

XYZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Block, Inc reported a net income of -308.68M and revenue of 6.06B, resulting in a net margin of -5.1%.

LYFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lyft, Inc. reported a net income of 14.25M and revenue of 1.65B, resulting in a net margin of 0.9%.


Frequently Asked Questions


XYZ and LYFT have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XYZ has higher volatility (12.79%) compared to LYFT (12.55%). In terms of maximum drawdown, XYZ dropped -86.08% vs LYFT's -90.84%.

XYZ currently has the higher Sharpe Ratio (0.19 vs -0.25), 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

Find the right allocation for XYZ and LYFT

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