The following paragraphs from the Catechism of the Catholic Church may help:
446 In the Greek translation of the Old Testament, the ineffable Hebrew name YHWH, by which God revealed himself to Moses, is rendered as Kyrios, “Lord”. From then on, “Lord” becomes the more usual name by which to indicate the divinity of Israel’s God. The New Testament uses this full sense of the title “Lord” both for the Father and — what is new — for Jesus, who is thereby recognized as God Himself.
2666 But the one name that contains everything is the one that the Son of God received in his incarnation: JESUS. The divine name may not be spoken by human lips, but by assuming our humanity The Word of God hands it over to us and we can invoke it: “Jesus,” “YHWH saves.” The name “Jesus” contains all: God and man and the whole economy of creation and salvation. To pray “Jesus” is to invoke him and to call him within us. His name is the only one that contains the presence it signifies. Jesus is the Risen One, and whoever invokes the name of Jesus is welcoming the Son of God who loved him and who gave himself up for him.