Lumentum (LITE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Lumentum, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology sector. Data as of 2026-09-13.
| Last close price | $927.03 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +171.96% |
| Total return over period | +1871.98% |
| Annualized volatility | 74.50% |
| Period volatility | 128.61% |
| Sharpe ratio | 2.26 |
| Sortino ratio | 3.48 |
| Max drawdown | -50.63% |
| CVaR 95% (avg. loss, worst 5% of days) | -10.05% |
| Correlation with the S&P 500 | 0.51 |
| Period range | $36.07 – $1,053.09 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Lumentum (LITE) has posted an annualized return of +171.96% with annual volatility of 74.50%, a Sharpe ratio of 2.26. Its worst stretch (max drawdown from a peak) was -50.63%. Its correlation with the S&P 500 is 0.51, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how LITE would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Lumentum (LITE) is of both the S&P 500 and the Nasdaq 100.
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