DUOL vs. LVHI
DUOL (Duolingo, Inc.) is a stock, while LVHI (Franklin International Low Volatility High Dividend Index ETF) is Dividend fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR. Over the past 5 years, DUOL returned -1.16%/yr vs 16.61%/yr for LVHI. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
DUOL vs. LVHI - Performance Comparison
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Returns By Period
In the year-to-date period, DUOL achieves a -21.51% return, which is significantly lower than LVHI's 18.18% return.
DUOL
- 1D
- 1.44%
- 1M
- 9.53%
- 6M
- 14.52%
- YTD
- -21.51%
- 1Y
- -60.91%
- 3Y*
- 0.09%
- 5Y*
- -1.16%
- 10Y*
- —
- ALL TIME*
- -0.52%
LVHI
- 1D
- 0.09%
- 1M
- 3.97%
- 6M
- 11.37%
- YTD
- 18.18%
- 1Y
- 34.73%
- 3Y*
- 22.81%
- 5Y*
- 16.61%
- 10Y*
- 11.80%
- ALL TIME*
- 11.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DUOL Duolingo, Inc. | $152.29M | $137.41M | $163.12M |
| $35.60M | $30.91M | $26.88M |
DUOL vs. LVHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DUOL Duolingo, Inc. | -21.51% | -45.87% | 42.93% | 218.92% | -32.97% | -24.96% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 18.18% | 27.12% | 14.81% | 17.45% | 3.84% | 3.31% |
Correlation
The correlation between DUOL and LVHI is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2021 | 0.21 |
The correlation between DUOL and LVHI shifts across timeframes, from -0.06 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DUOL vs. LVHI — Risk / Return Rank
DUOL
LVHI
DUOL vs. LVHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duolingo, Inc. (DUOL) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DUOL | LVHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.69 | ||
| Sortino ratioReturn per unit of downside risk | -6.57 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.73 | -0.90 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 5.74 | -6.54 |
| Martin ratioReturn relative to average drawdown | -1.05 | 23.96 | -25.00 |
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Drawdowns
DUOL vs. LVHI - Drawdown Comparison
The maximum DUOL drawdown since its inception was -83.35%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for DUOL and LVHI.
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Drawdown Indicators
| DUOL | LVHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.35% | -32.31% | -51.04% |
Max Drawdown (1Y)Largest decline over 1 year | -76.96% | -6.08% | -70.88% |
Max Drawdown (3Y)Largest decline over 3 years | -83.35% | -11.99% | -71.36% |
Max Drawdown (5Y)Largest decline over 5 years | -83.35% | -11.99% | -71.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.31% | — |
Current DrawdownCurrent decline from peak | -74.52% | -0.79% | -73.73% |
Average DrawdownAverage peak-to-trough decline | -36.88% | -3.47% | -33.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.13% | 1.45% | +56.68% |
Volatility
DUOL vs. LVHI - Volatility Comparison
Duolingo, Inc. (DUOL) has a higher volatility of 17.71% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.09%. This indicates that DUOL's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUOL | LVHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.71% | 2.09% | +15.62% |
Volatility (6M)Calculated over the trailing 6-month period | 43.64% | 7.55% | +36.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.39% | 9.33% | +56.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.15% | 11.06% | +55.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.06% | 13.70% | +52.36% |
Dividends
DUOL vs. LVHI - Dividend Comparison
DUOL has not paid dividends to shareholders, while LVHI's dividend yield for the trailing twelve months is around 4.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DUOL Duolingo, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.51% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% |
Frequently Asked Questions
DUOL and LVHI have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUOL has higher volatility (17.71%) compared to LVHI (2.09%). In terms of maximum drawdown, DUOL dropped -83.35% vs LVHI's -32.31%.
LVHI currently has the higher Sharpe Ratio (3.75 vs -0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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