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. Data as of 2026-10-29.
| Last close price | $913.95 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +195.40% |
| Total return over period | +2433.82% |
| Annualized volatility | 76.09% |
| Period volatility | 131.45% |
| Period T-bill | 12.40% |
| Sharpe ratio | 18.42 |
| Sortino ratio | 28.27 |
| Max drawdown | -50.63% |
| CVaR 95% (avg. loss, worst 5% of days) | -10.35% |
| Correlation with the S&P 500 | 0.51 |
| Period range | $38.72 – $1,133.40 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Lumentum (LITE) has posted an annualized return of +195.40% with annual volatility of 76.09%, a Sharpe ratio of 18.42. 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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