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LBAY vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LBAY and ^GSPC 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

LBAY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leatherback Long/Short Alternative Yield ETF (LBAY) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.21%
10.27%
LBAY
^GSPC

Key characteristics

Sharpe Ratio

LBAY:

-0.32

^GSPC:

2.16

Sortino Ratio

LBAY:

-0.37

^GSPC:

2.87

Omega Ratio

LBAY:

0.96

^GSPC:

1.40

Calmar Ratio

LBAY:

-0.22

^GSPC:

3.19

Martin Ratio

LBAY:

-0.90

^GSPC:

13.87

Ulcer Index

LBAY:

3.65%

^GSPC:

1.95%

Daily Std Dev

LBAY:

10.29%

^GSPC:

12.54%

Max Drawdown

LBAY:

-15.99%

^GSPC:

-56.78%

Current Drawdown

LBAY:

-13.79%

^GSPC:

-0.82%

Returns By Period

In the year-to-date period, LBAY achieves a -3.56% return, which is significantly lower than ^GSPC's 26.63% return.


LBAY

YTD

-3.56%

1M

-8.34%

6M

-5.50%

1Y

-3.29%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

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

LBAY vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leatherback Long/Short Alternative Yield ETF (LBAY) and S&P 500 (^GSPC). 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 LBAY, currently valued at -0.32, compared to the broader market0.002.004.00-0.322.16
The chart of Sortino ratio for LBAY, currently valued at -0.37, compared to the broader market-2.000.002.004.006.008.0010.00-0.372.87
The chart of Omega ratio for LBAY, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.40
The chart of Calmar ratio for LBAY, currently valued at -0.22, compared to the broader market0.005.0010.0015.00-0.223.19
The chart of Martin ratio for LBAY, currently valued at -0.90, compared to the broader market0.0020.0040.0060.0080.00100.00-0.9013.87
LBAY
^GSPC

The current LBAY Sharpe Ratio is -0.32, which is lower than the ^GSPC Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of LBAY and ^GSPC, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.32
2.16
LBAY
^GSPC

Drawdowns

LBAY vs. ^GSPC - Drawdown Comparison

The maximum LBAY drawdown since its inception was -15.99%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LBAY and ^GSPC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.79%
-0.82%
LBAY
^GSPC

Volatility

LBAY vs. ^GSPC - Volatility Comparison

The current volatility for Leatherback Long/Short Alternative Yield ETF (LBAY) is 3.35%, while S&P 500 (^GSPC) has a volatility of 3.96%. This indicates that LBAY experiences smaller price fluctuations and is considered to be less risky than ^GSPC 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%JulyAugustSeptemberOctoberNovemberDecember
3.35%
3.96%
LBAY
^GSPC
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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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