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LANC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LANC and VOO is 0.43, 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.


-0.50.00.51.00.4

Performance

LANC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lancaster Colony Corporation (LANC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-3.55%
10.98%
LANC
VOO

Key characteristics

Sharpe Ratio

LANC:

0.42

VOO:

2.30

Sortino Ratio

LANC:

0.75

VOO:

3.05

Omega Ratio

LANC:

1.11

VOO:

1.43

Calmar Ratio

LANC:

0.47

VOO:

3.39

Martin Ratio

LANC:

1.26

VOO:

15.10

Ulcer Index

LANC:

9.11%

VOO:

1.90%

Daily Std Dev

LANC:

27.32%

VOO:

12.48%

Max Drawdown

LANC:

-54.67%

VOO:

-33.99%

Current Drawdown

LANC:

-15.80%

VOO:

-0.76%

Returns By Period

In the year-to-date period, LANC achieves a 9.10% return, which is significantly lower than VOO's 28.23% return. Over the past 10 years, LANC has underperformed VOO with an annualized return of 8.97%, while VOO has yielded a comparatively higher 13.23% annualized return.


LANC

YTD

9.10%

1M

-3.98%

6M

-3.64%

1Y

11.46%

5Y*

4.15%

10Y*

8.97%

VOO

YTD

28.23%

1M

1.30%

6M

11.10%

1Y

28.67%

5Y*

15.07%

10Y*

13.23%

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Risk-Adjusted Performance

LANC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lancaster Colony Corporation (LANC) and Vanguard S&P 500 ETF (VOO). 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 LANC, currently valued at 0.42, compared to the broader market-4.00-2.000.002.000.422.30
The chart of Sortino ratio for LANC, currently valued at 0.75, compared to the broader market-4.00-2.000.002.004.000.753.05
The chart of Omega ratio for LANC, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.43
The chart of Calmar ratio for LANC, currently valued at 0.47, compared to the broader market0.002.004.006.000.473.39
The chart of Martin ratio for LANC, currently valued at 1.26, compared to the broader market0.0010.0020.001.2615.10
LANC
VOO

The current LANC Sharpe Ratio is 0.42, which is lower than the VOO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of LANC and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.42
2.30
LANC
VOO

Dividends

LANC vs. VOO - Dividend Comparison

LANC's dividend yield for the trailing twelve months is around 2.05%, more than VOO's 1.21% yield.


TTM20232022202120202019201820172016201520142013
LANC
Lancaster Colony Corporation
2.05%2.07%1.65%1.84%1.55%1.66%1.39%1.74%1.45%5.96%1.90%1.84%
VOO
Vanguard S&P 500 ETF
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LANC vs. VOO - Drawdown Comparison

The maximum LANC drawdown since its inception was -54.67%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LANC and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.80%
-0.76%
LANC
VOO

Volatility

LANC vs. VOO - Volatility Comparison

Lancaster Colony Corporation (LANC) has a higher volatility of 8.14% compared to Vanguard S&P 500 ETF (VOO) at 3.90%. This indicates that LANC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.14%
3.90%
LANC
VOO
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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.

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