ELP vs. LVHI

Last updated Jun 5, 2026

ELP (Companhia Paranaense de Energia - COPEL) is a stock, while LVHI (Franklin International Low Volatility High Dividend Index ETF) is Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR. At a 0.26 correlation, their price movements are largely independent.

Performance

ELP vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia Paranaense de Energia - COPEL (ELP) and Franklin International Low Volatility High Dividend Index ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ELP

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LVHI

• 1D: 0.34%
• 1M: 0.75%
• YTD: 12.09%
• 6M: 13.88%
• 1Y: 30.86%
• 3Y*: 21.26%
• 5Y*: 15.88%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ELP vs. LVHI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ELP Companhia Paranaense de Energia - COPEL	0.00%	72.16%	-26.84%	22.60%	39.20%	-11.33%	-11.91%	126.44%	15.91%	-1.77%
LVHI Franklin International Low Volatility High Dividend Index ETF	12.09%	27.12%	14.81%	17.45%	3.84%	18.19%	-8.76%	18.35%	-5.22%	12.26%

Correlation

The correlation between ELP and LVHI is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jul 29, 2016	0.26

The correlation between ELP and LVHI shifts across timeframes, from 0.09 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

ELP vs. LVHI — Risk / Return Rank

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

LVHI

LVHI Risk / Return Rank: 91
LVHI Sharpe Ratio Rank: 92
LVHI Sortino Ratio Rank: 92
LVHI Omega Ratio Rank: 92
LVHI Calmar Ratio Rank: 88
LVHI Martin Ratio Rank: 91

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.

ELP vs. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia Paranaense de Energia - COPEL (ELP) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ELP	LVHI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.28	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.44	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.82	—

Drawdowns

Drawdown Indicators

	ELP	LVHI	Difference
Max Drawdown Largest peak-to-trough decline	—	-32.31%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-6.08%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.99%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.99%	—
Current Drawdown Current decline from peak	—	-1.23%	—
Average Drawdown Average peak-to-trough decline	—	-3.52%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.46%	—

Volatility

Volatility by Period

	ELP	LVHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.89%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	9.45%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	11.06%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	13.76%	—

Dividends

ELP vs. LVHI - Dividend Comparison

ELP's dividend yield for the trailing twelve months is around 6.18%, more than LVHI's 6.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ELP Companhia Paranaense de Energia - COPEL	6.18%	9.41%	5.07%	3.93%	8.63%	12.84%	4.23%	4.11%	11.43%	10.18%	3.64%	4.94%
LVHI Franklin International Low Volatility High Dividend Index ETF	6.10%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%	0.00%

Frequently Asked Questions

Can I hold both ELP and LVHI in my portfolio?

ELP and LVHI have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.