L vs. BTC-USD

In the year-to-date period, L achieves a -1.70% return, which is significantly lower than BTC-USD's 3.43% return. Over the past 10 years, L has underperformed BTC-USD with an annualized return of 7.55%, while BTC-USD has yielded a comparatively higher 82.48% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Loews Corporation (L) and Bitcoin (BTC-USD). 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.

The current L Sharpe Ratio is 0.63, which is lower than the BTC-USD Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of L and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum L drawdown since its inception was -65.58%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for L and BTC-USD. For additional features, visit the drawdowns tool.

The current volatility for Loews Corporation (L) is 4.84%, while Bitcoin (BTC-USD) has a volatility of 9.78%. This indicates that L experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.