LC vs. BDGS
LC (LendingClub Corporation) is a stock, while BDGS (Bridges Capital Tactical ETF) is Large Cap Blend Equities fund actively managed by Bridges. Over the past 3 years, LC returned 26.06%/yr vs 14.02%/yr for BDGS. At a 0.46 correlation, their price movements are largely independent.
Performance
LC vs. BDGS - Performance Comparison
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Returns By Period
In the year-to-date period, LC achieves a -7.23% return, which is significantly lower than BDGS's 5.56% return.
LC
- 1D
- 7.20%
- 1M
- 2.93%
- YTD
- -7.23%
- 6M
- -10.04%
- 1Y
- 69.10%
- 3Y*
- 26.06%
- 5Y*
- 2.37%
- 10Y*
- -2.95%
BDGS
- 1D
- -0.07%
- 1M
- 1.33%
- YTD
- 5.56%
- 6M
- 5.60%
- 1Y
- 13.77%
- 3Y*
- 14.02%
- 5Y*
- —
- 10Y*
- —
LC vs. BDGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LC LendingClub Corporation | -7.23% | 16.99% | 85.24% | 23.97% |
BDGS Bridges Capital Tactical ETF | 5.56% | 10.61% | 19.07% | 8.31% |
Correlation
The correlation between LC and BDGS is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since May 12, 2023 | 0.46 |
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Return for Risk
LC vs. BDGS — Risk / Return Rank
LC
BDGS
LC vs. BDGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LendingClub Corporation (LC) and Bridges Capital Tactical ETF (BDGS). 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.
| LC | BDGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.47 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.43 | -1.62 |
| Martin ratioReturn relative to average drawdown | 4.12 | 16.36 | -12.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LC | BDGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.28 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 1.75 | -2.00 |
Drawdowns
LC vs. BDGS - Drawdown Comparison
The maximum LC drawdown since its inception was -96.84%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for LC and BDGS.
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Drawdown Indicators
| LC | BDGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.84% | -9.12% | -87.72% |
Max Drawdown (1Y)Largest decline over 1 year | -38.28% | -4.03% | -34.25% |
Max Drawdown (3Y)Largest decline over 3 years | -53.53% | -9.12% | -44.41% |
Max Drawdown (5Y)Largest decline over 5 years | -89.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -89.48% | — | — |
Current DrawdownCurrent decline from peak | -87.41% | -0.89% | -86.52% |
Average DrawdownAverage peak-to-trough decline | -83.59% | -0.64% | -82.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.83% | 0.84% | +15.99% |
Volatility
LC vs. BDGS - Volatility Comparison
LendingClub Corporation (LC) has a higher volatility of 16.35% compared to Bridges Capital Tactical ETF (BDGS) at 1.13%. This indicates that LC's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LC | BDGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.35% | 1.13% | +15.22% |
Volatility (6M)Calculated over the trailing 6-month period | 41.55% | 4.74% | +36.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.60% | 6.08% | +49.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.20% | 8.20% | +57.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.18% | 8.20% | +54.98% |
Dividends
LC vs. BDGS - Dividend Comparison
LC has not paid dividends to shareholders, while BDGS's dividend yield for the trailing twelve months is around 0.52%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BDGS Bridges Capital Tactical ETF | 0.52% | 0.55% | 1.81% | 0.84% |
LC LendingClub Corporation | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LC and BDGS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LC has higher volatility (16.35%) compared to BDGS (1.13%). In terms of maximum drawdown, LC dropped -96.84% vs BDGS's -9.12%.
BDGS currently has the higher Sharpe Ratio (2.28 vs 1.25), 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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