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Lincoln National Corporation (LNC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS5341871094
CUSIP534187109
SectorFinancial Services
IndustryInsurance—Life

Highlights

Market Cap$4.70B
EPS-$4.92
PE Ratio34.90
PEG Ratio1.24
Revenue (TTM)$11.64B
Gross Profit (TTM)-$1.73B
EBITDA (TTM)-$3.07B
Year Range$17.28 - $31.96
Target Price$30.11
Short %2.48%
Short Ratio1.76

Share Price Chart


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Lincoln National Corporation

Popular comparisons: LNC vs. PRU, LNC vs. SBR, LNC vs. BXP, LNC vs. ICE, LNC vs. VOO, LNC vs. SJM, LNC vs. BX, LNC vs. HTGC, LNC vs. CB, LNC vs. COST

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Lincoln National Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2024FebruaryMarchApril
1,134.85%
4,858.49%
LNC (Lincoln National Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Lincoln National Corporation had a return of 9.83% year-to-date (YTD) and 45.12% in the last 12 months. Over the past 10 years, Lincoln National Corporation had an annualized return of -1.90%, while the S&P 500 had an annualized return of 10.55%, indicating that Lincoln National Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.83%6.30%
1 month-1.07%-3.13%
6 months35.14%19.37%
1 year45.12%22.56%
5 years (annualized)-11.34%11.65%
10 years (annualized)-1.90%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.41%0.33%15.94%
2023-3.78%-10.07%9.23%13.41%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of LNC is 79, placing it in the top 21% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of LNC is 7979
Lincoln National Corporation(LNC)
The Sharpe Ratio Rank of LNC is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of LNC is 8080Sortino Ratio Rank
The Omega Ratio Rank of LNC is 7575Omega Ratio Rank
The Calmar Ratio Rank of LNC is 7575Calmar Ratio Rank
The Martin Ratio Rank of LNC is 8383Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lincoln National Corporation (LNC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LNC
Sharpe ratio
The chart of Sharpe ratio for LNC, currently valued at 1.20, compared to the broader market-2.00-1.000.001.002.003.001.20
Sortino ratio
The chart of Sortino ratio for LNC, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.006.001.83
Omega ratio
The chart of Omega ratio for LNC, currently valued at 1.21, compared to the broader market0.501.001.501.21
Calmar ratio
The chart of Calmar ratio for LNC, currently valued at 0.64, compared to the broader market0.001.002.003.004.005.000.64
Martin ratio
The chart of Martin ratio for LNC, currently valued at 5.07, compared to the broader market0.0010.0020.0030.005.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.001.002.003.004.005.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.007.64

Sharpe Ratio

The current Lincoln National Corporation Sharpe ratio is 1.20. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
1.20
1.92
LNC (Lincoln National Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Lincoln National Corporation granted a 6.27% dividend yield in the last twelve months. The annual payout for that period amounted to $1.80 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.80$1.80$1.80$1.68$1.60$1.48$1.32$1.16$1.00$0.80$0.64$0.48

Dividend yield

6.27%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%1.11%0.93%

Monthly Dividends

The table displays the monthly dividend distributions for Lincoln National Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.45$0.00$0.00
2023$0.45$0.00$0.00$0.45$0.00$0.00$0.45$0.00$0.00$0.45$0.00$0.00
2022$0.45$0.00$0.00$0.45$0.00$0.00$0.45$0.00$0.00$0.45$0.00$0.00
2021$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00
2020$0.40$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00
2019$0.37$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00
2018$0.33$0.00$0.00$0.33$0.00$0.00$0.33$0.00$0.00$0.33$0.00$0.00
2017$0.29$0.00$0.00$0.29$0.00$0.00$0.29$0.00$0.00$0.29$0.00$0.00
2016$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00
2015$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00
2014$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00
2013$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%6.3%
Lincoln National Corporation has a dividend yield of 6.27%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%34.5%
Lincoln National Corporation has a payout ratio of 34.48%, which is quite average when compared to the overall market. This suggests that Lincoln National Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-57.25%
-3.50%
LNC (Lincoln National Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lincoln National Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lincoln National Corporation was 92.87%, occurring on Mar 9, 2009. Recovery took 1944 trading sessions.

The current Lincoln National Corporation drawdown is 57.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.87%May 16, 2007457Mar 9, 20091944Nov 23, 20162401
-79.19%Feb 2, 2018536Mar 20, 2020
-60.33%Jan 6, 1984137Jul 20, 19841255Jul 10, 19891392
-58.93%Jul 13, 1999171Mar 14, 2000125Sep 11, 2000296
-52.09%Sep 12, 2000520Oct 9, 2002378Apr 12, 2004898

Volatility

Volatility Chart

The current Lincoln National Corporation volatility is 9.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
9.41%
3.58%
LNC (Lincoln National Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Lincoln National Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items