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IGV vs. LSPD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGV vs. LSPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech-Software Sector ET (IGV) and Lightspeed Commerce Inc (LSPD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGV achieves a -5.19% return, which is significantly higher than LSPD's -22.93% return.


IGV

1D
-4.33%
1M
13.30%
YTD
-5.19%
6M
-6.07%
1Y
-4.56%
3Y*
14.91%
5Y*
6.80%
10Y*
16.89%

LSPD

1D
-3.82%
1M
-2.51%
YTD
-22.93%
6M
-17.83%
1Y
-15.75%
3Y*
-14.72%
5Y*
-33.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGV vs. LSPD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGV
iShares Expanded Tech-Software Sector ET
-5.19%5.56%23.41%58.56%-35.65%12.30%52.86%7.49%
LSPD
Lightspeed Commerce Inc
-22.93%-20.68%-27.44%46.78%-64.63%-42.56%151.62%-15.04%

Correlation

The correlation between IGV and LSPD is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2019

0.59

The correlation between IGV and LSPD has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.

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Return for Risk

IGV vs. LSPD — Risk / Return Rank

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

IGV
IGV Risk / Return Rank: 77
Overall Rank
IGV Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 77
Sortino Ratio Rank
IGV Omega Ratio Rank: 77
Omega Ratio Rank
IGV Calmar Ratio Rank: 77
Calmar Ratio Rank
IGV Martin Ratio Rank: 77
Martin Ratio Rank

LSPD
LSPD Risk / Return Rank: 2626
Overall Rank
LSPD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LSPD Sortino Ratio Rank: 2424
Sortino Ratio Rank
LSPD Omega Ratio Rank: 2525
Omega Ratio Rank
LSPD Calmar Ratio Rank: 2727
Calmar Ratio Rank
LSPD Martin Ratio Rank: 2727
Martin Ratio Rank
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.

IGV vs. LSPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ET (IGV) and Lightspeed Commerce Inc (LSPD). 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.


IGVLSPDDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

0.99

0.97

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.13

-0.40

+0.28

Martin ratioReturn relative to average drawdown

-0.27

-0.71

+0.45

IGV vs. LSPD - Sharpe Ratio Comparison

The current IGV Sharpe Ratio is -0.17, which is higher than the LSPD Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of IGV and LSPD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IGVLSPDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

-0.37

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

-0.55

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

-0.24

+0.60

Drawdowns

IGV vs. LSPD - Drawdown Comparison

The maximum IGV drawdown since its inception was -63.45%, smaller than the maximum LSPD drawdown of -93.68%. Use the drawdown chart below to compare losses from any high point for IGV and LSPD.


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Drawdown Indicators


IGVLSPDDifference

Max Drawdown

Largest peak-to-trough decline

-63.45%

-93.68%

+30.23%

Max Drawdown (1Y)

Largest decline over 1 year

-36.61%

-39.48%

+2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-36.61%

-62.75%

+26.14%

Max Drawdown (5Y)

Largest decline over 5 years

-45.85%

-93.68%

+47.83%

Max Drawdown (10Y)

Largest decline over 10 years

-45.85%

Current Drawdown

Current decline from peak

-14.93%

-92.52%

+77.59%

Average Drawdown

Average peak-to-trough decline

-14.44%

-64.31%

+49.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.22%

22.14%

-4.92%

Volatility

IGV vs. LSPD - Volatility Comparison

The current volatility for iShares Expanded Tech-Software Sector ET (IGV) is 11.63%, while Lightspeed Commerce Inc (LSPD) has a volatility of 14.81%. This indicates that IGV experiences smaller price fluctuations and is considered to be less risky than LSPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGVLSPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.63%

14.81%

-3.18%

Volatility (6M)

Calculated over the trailing 6-month period

24.39%

28.97%

-4.58%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

42.73%

-15.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.86%

61.75%

-33.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.35%

72.42%

-46.07%

Dividends

IGV vs. LSPD - Dividend Comparison

Neither IGV nor LSPD has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IGV
iShares Expanded Tech-Software Sector ET
0.00%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%
LSPD
Lightspeed Commerce Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGV and LSPD have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LSPD has higher volatility (14.81%) compared to IGV (11.63%). In terms of maximum drawdown, IGV dropped -63.45% vs LSPD's -93.68%.

IGV currently has the higher Sharpe Ratio (-0.17 vs -0.37), 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.

Portfolio Optimizer

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