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CUSIP
50208A102
Issuer
LMP
Distribution Policy
Distributing
Asset Class
Multi-Asset

Share Price Chart


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Performance

SCD Performance Chart

LMP Capital and Income Fund Inc. (SCD) is up 9.6% since the beginning of the year. SCD is currently trading at $16 per share. Investors who bought $1,000 worth of SCD shares 5 years ago would now be looking at an investment worth $1,841.


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S&P 500 Index

Returns By Period

LMP Capital and Income Fund Inc. (SCD) has returned 9.56% so far this year and 8.99% over the past 12 months. Over the last ten years, SCD has had an annualized return of 13.18%, just under the S&P 500 Index benchmark’s 13.75%.


LMP Capital and Income Fund Inc.

1D
0.65%
1M
2.03%
YTD
9.56%
6M
11.13%
1Y
8.99%
3Y*
20.36%
5Y*
12.98%
10Y*
13.18%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCD Monthly Returns History

Based on dividend-adjusted daily data since Feb 25, 2004, SCD's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2014 with a return of +35.4%, while the worst month was Mar 2020 at -35.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, SCD closed higher 53% of trading days. The best single day was Apr 25, 2014 with a return of +32.1%, while the worst single day was Mar 18, 2020 at -22.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.09%2.95%-5.51%3.95%1.40%0.71%9.56%
2025-0.18%0.01%-5.31%-3.73%6.79%-0.61%-1.92%3.31%0.56%-2.96%-0.16%0.88%-3.80%
2024-1.19%3.52%11.77%-3.39%2.41%2.33%2.35%5.37%7.56%-5.18%8.32%-2.88%33.95%
20234.98%-3.01%1.85%0.90%-2.52%8.92%0.47%3.19%-3.36%-4.40%12.14%7.35%28.09%
2022-5.53%-0.49%4.17%-9.03%3.83%-8.85%8.85%-3.65%-10.85%11.90%8.06%-5.62%-10.04%
20210.17%4.37%6.42%7.94%6.82%4.28%-1.11%2.24%-3.83%7.12%-3.19%8.45%46.29%

Benchmark Metrics

LMP Capital and Income Fund Inc. has an annualized alpha of 4.38%, beta of 0.86, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since February 26, 2004.

  • This fund captured 119.72% of S&P 500 Index gains and 109.94% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.47 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
4.38%
Beta
0.86
0.47
Upside Capture
119.72%
Downside Capture
109.94%

Return for Risk

Risk / Return Rank

SCD ranks 7 for risk / return — in the bottom 7% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SCD Risk / Return Rank: 77
Overall Rank
SCD Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SCD Sortino Ratio Rank: 77
Sortino Ratio Rank
SCD Omega Ratio Rank: 88
Omega Ratio Rank
SCD Calmar Ratio Rank: 88
Calmar Ratio Rank
SCD Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for LMP Capital and Income Fund Inc. (SCD) and compare them to S&P 500 Index.


SCDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.65

2.39

-1.73

Sortino ratio

Return per unit of downside risk

0.96

3.25

-2.30

Omega ratio

Gain probability vs. loss probability

1.12

1.43

-0.31

Calmar ratio

Return relative to maximum drawdown

0.79

3.11

-2.32

Martin ratio

Return relative to average drawdown

1.82

14.38

-12.56

Dividends

Dividend History

LMP Capital and Income Fund Inc. provided a 9.23% dividend yield over the last twelve months, with an annual payout of $1.44 per share. The fund has been increasing its distributions for 2 consecutive years.


8.00%9.00%10.00%11.00%12.00%13.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.44$1.42$1.33$1.18$1.53$1.53$1.17$1.22$1.22$1.22$1.22$1.10

Dividend yield

9.23%9.55%7.88%8.56%12.96%10.26%10.21%7.98%11.61%8.89%9.33%9.05%

Monthly Dividends

The table displays the monthly dividend distributions for LMP Capital and Income Fund Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.12$0.12$0.12$0.12$0.12$0.00$0.60
2025$0.11$0.11$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.42
2024$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$1.33
2023$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.33$0.11$0.11$0.11$1.18
2022$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$0.26$0.26$0.26$1.53
2021$0.00$0.00$0.26$0.26$0.26$0.26$0.00$0.00$0.26$0.00$0.00$0.26$1.53

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the LMP Capital and Income Fund Inc.. 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 LMP Capital and Income Fund Inc. was 62.40%, occurring on Nov 20, 2008. Recovery took 612 trading sessions.

The current LMP Capital and Income Fund Inc. drawdown is 0.57%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.40%Nov 2008
10mo 29d2y 5mo
3y 4moDec 2007 - Apr 2011
COVID crash2020
-60.76%Mar 2020
2mo 1d1y 1mo
1y 3moJan 2020 - Apr 2021
2016 bear market2016
-37.72%Feb 2016
1y 6mo1y 2mo
2y 9moJul 2014 - Apr 2017
Rate-hike selloffLate 2018
-27.23%Dec 2018
2mo 22d4mo
6mo 22dOct 2018 - Apr 2019
2004 bear market2004
-23.76%May 2004
2mo 6d1y 1mo
1y 4moMar 2004 - Jul 2005

Drawdown Indicators


SCDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.40%

-56.78%

-5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-9.10%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-21.81%

-18.90%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.41%

-25.43%

+2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-60.76%

-33.92%

-26.84%

Current Drawdown

Current decline from peak

-0.57%

0.00%

-0.57%

Average Drawdown

Average peak-to-trough decline

-10.05%

-10.72%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

1.97%

+2.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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