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ACI vs. LEXCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACI and LEXCX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ACI vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Albertsons Companies, Inc. (ACI) and Voya Corporate Leaders Trust Fund (LEXCX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ACI:

0.43

LEXCX:

0.01

Sortino Ratio

ACI:

0.77

LEXCX:

0.21

Omega Ratio

ACI:

1.10

LEXCX:

1.03

Calmar Ratio

ACI:

0.33

LEXCX:

0.07

Martin Ratio

ACI:

1.58

LEXCX:

0.20

Ulcer Index

ACI:

6.60%

LEXCX:

5.25%

Daily Std Dev

ACI:

24.66%

LEXCX:

18.23%

Max Drawdown

ACI:

-32.80%

LEXCX:

-50.42%

Current Drawdown

ACI:

-12.68%

LEXCX:

-4.79%

Returns By Period

In the year-to-date period, ACI achieves a 15.18% return, which is significantly higher than LEXCX's 5.33% return.


ACI

YTD

15.18%

1M

5.95%

6M

16.85%

1Y

10.44%

5Y*

N/A

10Y*

N/A

LEXCX

YTD

5.33%

1M

5.66%

6M

-1.19%

1Y

0.24%

5Y*

17.43%

10Y*

9.62%

*Annualized

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Risk-Adjusted Performance

ACI vs. LEXCX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACI
The Risk-Adjusted Performance Rank of ACI is 6464
Overall Rank
The Sharpe Ratio Rank of ACI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ACI is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ACI is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ACI is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ACI is 6969
Martin Ratio Rank

LEXCX
The Risk-Adjusted Performance Rank of LEXCX is 2828
Overall Rank
The Sharpe Ratio Rank of LEXCX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of LEXCX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of LEXCX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of LEXCX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of LEXCX is 2828
Martin 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.

ACI vs. LEXCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Albertsons Companies, Inc. (ACI) and Voya Corporate Leaders Trust Fund (LEXCX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current ACI Sharpe Ratio is 0.43, which is higher than the LEXCX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of ACI and LEXCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ACI vs. LEXCX - Dividend Comparison

ACI's dividend yield for the trailing twelve months is around 2.42%, more than LEXCX's 1.57% yield.


TTM20242023202220212020201920182017201620152014
ACI
Albertsons Companies, Inc.
2.42%2.44%2.09%35.34%1.39%0.57%0.00%0.00%0.00%0.00%0.00%0.00%
LEXCX
Voya Corporate Leaders Trust Fund
1.57%1.66%1.57%1.65%1.54%1.91%1.86%2.03%1.79%3.93%2.37%5.64%

Drawdowns

ACI vs. LEXCX - Drawdown Comparison

The maximum ACI drawdown since its inception was -32.80%, smaller than the maximum LEXCX drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for ACI and LEXCX. For additional features, visit the drawdowns tool.


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Volatility

ACI vs. LEXCX - Volatility Comparison

Albertsons Companies, Inc. (ACI) has a higher volatility of 11.51% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 5.83%. This indicates that ACI's price experiences larger fluctuations and is considered to be riskier than LEXCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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