PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ESPO vs. LMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.1

Performance

ESPO vs. LMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports ETF (ESPO) and Lockheed Martin Corporation (LMT). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
191.47%
73.27%
ESPO
LMT

Key characteristics

Sharpe Ratio

ESPO:

2.34

LMT:

0.79

Sortino Ratio

ESPO:

3.19

LMT:

1.18

Omega Ratio

ESPO:

1.39

LMT:

1.17

Calmar Ratio

ESPO:

1.80

LMT:

0.62

Martin Ratio

ESPO:

14.58

LMT:

2.07

Ulcer Index

ESPO:

3.55%

LMT:

6.47%

Daily Std Dev

ESPO:

22.10%

LMT:

16.98%

Max Drawdown

ESPO:

-50.99%

LMT:

-70.23%

Current Drawdown

ESPO:

-5.18%

LMT:

-19.94%

Returns By Period

In the year-to-date period, ESPO achieves a 49.09% return, which is significantly higher than LMT's 10.72% return.


ESPO

YTD

49.09%

1M

2.73%

6M

28.56%

1Y

49.07%

5Y*

18.78%

10Y*

N/A

LMT

YTD

10.72%

1M

-7.97%

6M

5.82%

1Y

12.01%

5Y*

7.68%

10Y*

12.59%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for ESPO, currently valued at 2.34, compared to the broader market0.002.004.002.340.79
The chart of Sortino ratio for ESPO, currently valued at 3.19, compared to the broader market-2.000.002.004.006.008.0010.003.191.18
The chart of Omega ratio for ESPO, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.17
The chart of Calmar ratio for ESPO, currently valued at 1.80, compared to the broader market0.005.0010.0015.001.800.62
The chart of Martin ratio for ESPO, currently valued at 14.58, compared to the broader market0.0020.0040.0060.0080.00100.0014.582.07
ESPO
LMT

The current ESPO Sharpe Ratio is 2.34, which is higher than the LMT Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of ESPO and LMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.34
0.79
ESPO
LMT

Dividends

ESPO vs. LMT - Dividend Comparison

ESPO has not paid dividends to shareholders, while LMT's dividend yield for the trailing twelve months is around 2.61%.


TTM20232022202120202019201820172016201520142013
ESPO
VanEck Vectors Video Gaming and eSports ETF
0.00%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
2.61%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.18%
-19.94%
ESPO
LMT

Volatility

ESPO vs. LMT - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 7.76% compared to Lockheed Martin Corporation (LMT) at 5.60%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.76%
5.60%
ESPO
LMT
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab