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

Correlation

The correlation between LAMR and SPY is 0.51, 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.


-0.50.00.51.00.5

Performance

LAMR vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lamar Advertising Company (REIT) (LAMR) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
13.67%
15.22%
LAMR
SPY

Key characteristics

Sharpe Ratio

LAMR:

1.24

SPY:

1.99

Sortino Ratio

LAMR:

1.75

SPY:

2.66

Omega Ratio

LAMR:

1.23

SPY:

1.36

Calmar Ratio

LAMR:

1.93

SPY:

3.02

Martin Ratio

LAMR:

5.35

SPY:

12.56

Ulcer Index

LAMR:

4.69%

SPY:

2.02%

Daily Std Dev

LAMR:

20.18%

SPY:

12.74%

Max Drawdown

LAMR:

-91.85%

SPY:

-55.19%

Current Drawdown

LAMR:

-8.32%

SPY:

-1.96%

Returns By Period

In the year-to-date period, LAMR achieves a 2.68% return, which is significantly higher than SPY's 1.99% return. Both investments have delivered pretty close results over the past 10 years, with LAMR having a 13.38% annualized return and SPY not far behind at 13.27%.


LAMR

YTD

2.68%

1M

2.75%

6M

15.42%

1Y

23.90%

5Y*

10.50%

10Y*

13.38%

SPY

YTD

1.99%

1M

0.98%

6M

16.28%

1Y

22.47%

5Y*

14.20%

10Y*

13.27%

*Annualized

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

LAMR vs. SPY — Risk-Adjusted Performance Rank

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

LAMR
The Risk-Adjusted Performance Rank of LAMR is 8282
Overall Rank
The Sharpe Ratio Rank of LAMR is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of LAMR is 7777
Sortino Ratio Rank
The Omega Ratio Rank of LAMR is 7676
Omega Ratio Rank
The Calmar Ratio Rank of LAMR is 9090
Calmar Ratio Rank
The Martin Ratio Rank of LAMR is 8282
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8181
Overall Rank
The Sharpe Ratio Rank of SPY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7979
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LAMR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lamar Advertising Company (REIT) (LAMR) and SPDR S&P 500 ETF (SPY). 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 LAMR, currently valued at 1.24, compared to the broader market-2.000.002.001.241.99
The chart of Sortino ratio for LAMR, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.752.66
The chart of Omega ratio for LAMR, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.36
The chart of Calmar ratio for LAMR, currently valued at 1.93, compared to the broader market0.002.004.006.001.933.02
The chart of Martin ratio for LAMR, currently valued at 5.35, compared to the broader market-10.000.0010.0020.005.3512.56
LAMR
SPY

The current LAMR Sharpe Ratio is 1.24, which is lower than the SPY Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of LAMR and SPY, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.24
1.99
LAMR
SPY

Dividends

LAMR vs. SPY - Dividend Comparison

LAMR's dividend yield for the trailing twelve months is around 4.52%, more than SPY's 1.18% yield.


TTM20242023202220212020201920182017201620152014
LAMR
Lamar Advertising Company (REIT)
4.52%4.64%4.70%5.30%3.30%3.00%4.30%5.28%4.47%4.49%4.58%4.66%
SPY
SPDR S&P 500 ETF
1.18%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

LAMR vs. SPY - Drawdown Comparison

The maximum LAMR drawdown since its inception was -91.85%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LAMR and SPY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.32%
-1.96%
LAMR
SPY

Volatility

LAMR vs. SPY - Volatility Comparison

Lamar Advertising Company (REIT) (LAMR) has a higher volatility of 5.55% compared to SPDR S&P 500 ETF (SPY) at 4.00%. This indicates that LAMR's price experiences larger fluctuations and is considered to be riskier than SPY 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%SeptemberOctoberNovemberDecember2025February
5.55%
4.00%
LAMR
SPY
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 © 2025 PortfoliosLab