Lumentum (LITE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Lumentum, an S&P 500 component in the Information Technology sector. Data as of 2026-07-30.
| Last close price | $693.24 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +137.66% |
| Total return over period | +1223.99% |
| Annualized volatility | 72.65% |
| Sharpe ratio | 1.84 |
| Sortino ratio | 2.82 |
| Max drawdown | -50.63% |
| CVaR 95% (avg. loss, worst 5% of days) | -9.98% |
| Correlation with the S&P 500 | 0.52 |
| Period range | $36.07 – $1,053.09 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Lumentum (LITE) has posted an annualized return of +137.66% with annual volatility of 72.65%, a Sharpe ratio of 1.84. Its worst stretch (max drawdown from a peak) was -50.63%. Its correlation with the S&P 500 is 0.52, 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with LITE →
Other Information Technology stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio