INDEX vs. LLYVK

Last updated Apr 2, 2026

Compare and contrast key facts about Index Funds S&P 500 Equal Weight (INDEX) and Liberty Media Corporation Series C Liberty Live Common Stock (LLYVK).

INDEX is managed by Fidelity. It was launched on Mar 9, 2017.

Performance

INDEX vs. LLYVK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Index Funds S&P 500 Equal Weight (INDEX) and Liberty Media Corporation Series C Liberty Live Common Stock (LLYVK). The values are adjusted to include any dividend payments, if applicable.

INDEX vs. LLYVK - Yearly Performance Comparison

	2026 (YTD)	2025
INDEX Index Funds S&P 500 Equal Weight	-4.43%	0.72%
LLYVK Liberty Media Corporation Series C Liberty Live Common Stock	13.17%	-1.91%

Returns By Period

In the year-to-date period, INDEX achieves a -4.43% return, which is significantly lower than LLYVK's 13.17% return.

INDEX

• 1D: 2.93%
• 1M: -5.02%
• YTD: -4.43%
• 6M: -2.12%
• 1Y: 17.21%
• 3Y*: 14.62%
• 5Y*: 9.46%
• 10Y*: 11.68%

LLYVK

• 1D: 4.52%
• 1M: -5.73%
• YTD: 13.17%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

INDEX vs. LLYVK — Risk / Return Rank

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

INDEX

INDEX Risk / Return Rank: 59
INDEX Sharpe Ratio Rank: 47
INDEX Sortino Ratio Rank: 53
INDEX Omega Ratio Rank: 55
INDEX Calmar Ratio Rank: 63
INDEX Martin Ratio Rank: 75

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.

INDEX vs. LLYVK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Index Funds S&P 500 Equal Weight (INDEX) and Liberty Media Corporation Series C Liberty Live Common Stock (LLYVK). 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.

	INDEX	LLYVK	Difference
Sharpe ratio Return per unit of total volatility	0.97	—	—
Sortino ratio Return per unit of downside risk	1.49	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.51	—	—
Martin ratio Return relative to average drawdown	7.28	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	INDEX	LLYVK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	1.33	-0.78

Correlation

The correlation between INDEX and LLYVK is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

INDEX vs. LLYVK - Dividend Comparison

INDEX's dividend yield for the trailing twelve months is around 1.09%, while LLYVK has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
INDEX Index Funds S&P 500 Equal Weight	1.09%	1.04%	1.97%	1.56%	3.25%	1.81%	1.53%	1.61%	3.09%	1.15%
LLYVK Liberty Media Corporation Series C Liberty Live Common Stock	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

INDEX vs. LLYVK - Drawdown Comparison

The maximum INDEX drawdown since its inception was -38.82%, which is greater than LLYVK's maximum drawdown of -11.77%. Use the drawdown chart below to compare losses from any high point for INDEX and LLYVK.

Drawdown Indicators

	INDEX	LLYVK	Difference
Max Drawdown Largest peak-to-trough decline	-38.82%	-11.77%	-27.05%
Max Drawdown (1Y) Largest decline over 1 year	-12.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.52%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.82%	—	—
Current Drawdown Current decline from peak	-6.26%	-6.38%	+0.12%
Average Drawdown Average peak-to-trough decline	-4.69%	-2.76%	-1.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	—	—

Volatility

Volatility by Period

	INDEX	LLYVK	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.35%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.48%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.28%	33.94%	-15.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.76%	33.94%	-17.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.65%	33.94%	-15.29%