LC vs. TREE

In the year-to-date period, LC achieves a 2.84% return, which is significantly lower than TREE's 4.88% return. Over the past 10 years, LC has underperformed TREE with an annualized return of -16.06%, while TREE has yielded a comparatively higher 0.06% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for LendingClub Corporation (LC) and LendingTree, Inc. (TREE). 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.

The current LC Sharpe Ratio is 2.17, which is higher than the TREE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of LC and TREE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither LC nor TREE has paid dividends to shareholders.

The maximum LC drawdown since its inception was -96.84%, roughly equal to the maximum TREE drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for LC and TREE. For additional features, visit the drawdowns tool.

LendingClub Corporation (LC) has a higher volatility of 17.01% compared to LendingTree, Inc. (TREE) at 13.22%. This indicates that LC's price experiences larger fluctuations and is considered to be riskier than TREE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between LendingClub Corporation and LendingTree, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.