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LAC vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LAC vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lithium Americas Corp. (LAC) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LAC achieves a -32.57% return, which is significantly lower than XLE's 29.29% return.


LAC

1D
-5.47%
1M
-33.93%
6M
-49.91%
YTD
-32.57%
1Y
-3.92%
3Y*
5Y*
10Y*

XLE

1D
0.92%
1M
3.74%
6M
21.42%
YTD
29.29%
1Y
36.53%
3Y*
15.59%
5Y*
22.95%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LAC vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023
LAC
Lithium Americas Corp.
-32.57%46.80%-53.59%-27.19%
XLE
State Street Energy Select Sector SPDR ETF
29.29%7.88%5.56%-6.36%

Correlation

The correlation between LAC and XLE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2023

0.14

The correlation between LAC and XLE shifts across timeframes, from -0.01 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LAC vs. XLE — Risk / Return Rank

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

LAC
LAC Risk / Return Rank: 4949
Overall Rank
LAC Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
LAC Sortino Ratio Rank: 6262
Sortino Ratio Rank
LAC Omega Ratio Rank: 5757
Omega Ratio Rank
LAC Calmar Ratio Rank: 4343
Calmar Ratio Rank
LAC Martin Ratio Rank: 4242
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 5959
Overall Rank
XLE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 6161
Sortino Ratio Rank
XLE Omega Ratio Rank: 5757
Omega Ratio Rank
XLE Calmar Ratio Rank: 6161
Calmar Ratio Rank
XLE Martin Ratio Rank: 4949
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.

LAC vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lithium Americas Corp. (LAC) and State Street Energy Select Sector SPDR ETF (XLE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LACXLEDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.12

1.29

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.06

2.45

-2.51

Martin ratioReturn relative to average drawdown

-0.09

6.58

-6.67

LAC vs. XLE - Sharpe Ratio Comparison

The current LAC Sharpe Ratio is -0.03, which is lower than the XLE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of LAC and XLE, 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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Drawdowns

LAC vs. XLE - Drawdown Comparison

The maximum LAC drawdown since its inception was -81.83%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for LAC and XLE.


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Drawdown Indicators


LACXLEDifference

Max Drawdown

Largest peak-to-trough decline

-81.83%

-71.26%

-10.57%

Max Drawdown (1Y)

Largest decline over 1 year

-70.75%

-14.98%

-55.77%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

Current Drawdown

Current decline from peak

-74.91%

-8.20%

-66.71%

Average Drawdown

Average peak-to-trough decline

-63.27%

-17.95%

-45.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.39%

5.57%

+39.82%

Volatility

LAC vs. XLE - Volatility Comparison

Lithium Americas Corp. (LAC) has a higher volatility of 11.27% compared to State Street Energy Select Sector SPDR ETF (XLE) at 6.10%. This indicates that LAC's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LACXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.27%

6.10%

+5.17%

Volatility (6M)

Calculated over the trailing 6-month period

51.46%

16.65%

+34.81%

Volatility (1Y)

Calculated over the trailing 1-year period

132.28%

20.96%

+111.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.31%

25.87%

+74.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.31%

29.58%

+70.73%

Dividends

LAC vs. XLE - Dividend Comparison

LAC has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.66%.


PositionTTM20252024202320222021202020192018201720162015
LAC
Lithium Americas Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF
2.66%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Frequently Asked Questions


LAC and XLE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LAC has higher volatility (11.27%) compared to XLE (6.10%). In terms of maximum drawdown, LAC dropped -81.83% vs XLE's -71.26%.

XLE currently has the higher Sharpe Ratio (1.75 vs -0.03), 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.

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