ESPO vs. LMT
Compare and contrast key facts about VanEck Vectors Video Gaming and eSports ETF (ESPO) and Lockheed Martin Corporation (LMT).
ESPO is a passively managed fund by VanEck that tracks the performance of the MVIS Global Video Gaming and eSports Index. It was launched on Oct 16, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESPO or LMT.
Performance
ESPO vs. LMT - Performance Comparison
Returns By Period
In the year-to-date period, ESPO achieves a 45.14% return, which is significantly higher than LMT's 21.95% return.
ESPO
45.14%
12.00%
27.76%
49.91%
19.54%
N/A
LMT
21.95%
-6.06%
17.48%
23.60%
9.68%
14.19%
Key characteristics
| ESPO | LMT | |
|---|---|---|
| Sharpe Ratio | 2.38 | 1.48 |
| Sortino Ratio | 3.36 | 2.08 |
| Omega Ratio | 1.40 | 1.30 |
| Calmar Ratio | 1.67 | 1.63 |
| Martin Ratio | 14.63 | 5.55 |
| Ulcer Index | 3.44% | 4.37% |
| Daily Std Dev | 21.18% | 16.40% |
| Max Drawdown | -50.99% | -70.23% |
| Current Drawdown | 0.00% | -11.81% |
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Correlation
The correlation between ESPO and LMT is 0.12, 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.
Risk-Adjusted Performance
ESPO vs. LMT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and Lockheed Martin Corporation (LMT). 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.
Dividends
ESPO vs. LMT - Dividend Comparison
ESPO's dividend yield for the trailing twelve months is around 0.66%, less than LMT's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESPO VanEck Vectors Video Gaming and eSports ETF | 0.66% | 0.96% | 0.91% | 3.37% | 0.12% | 0.22% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LMT Lockheed Martin Corporation | 2.32% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
Drawdowns
ESPO vs. LMT - Drawdown Comparison
The maximum ESPO drawdown since its inception was -50.99%, smaller than the maximum LMT drawdown of -70.23%. Use the drawdown chart below to compare losses from any high point for ESPO and LMT. For additional features, visit the drawdowns tool.
Volatility
ESPO vs. LMT - Volatility Comparison
VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 7.48% compared to Lockheed Martin Corporation (LMT) at 5.59%. This indicates that ESPO's price experiences larger fluctuations and is considered to be riskier than LMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.