Lululemon Athletica (LULU): analysis and statistics
Return, volatility, Sharpe ratio and risk for Lululemon Athletica, an S&P 500 component in the Consumer Discretionary sector. Data as of 2026-07-30.
| Last close price | $119.47 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | -32.05% |
| Total return over period | -68.44% |
| Annualized volatility | 42.76% |
| Sharpe ratio | -0.84 |
| Sortino ratio | -1.07 |
| Max drawdown | -79.38% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.77% |
| Correlation with the S&P 500 | 0.41 |
| Period range | $105.43 – $511.29 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Lululemon Athletica (LULU) has posted an annualized return of -32.05% with annual volatility of 42.76%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -79.38%. Its correlation with the S&P 500 is 0.41, 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 LULU would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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