LC vs. TSPY
LC (LendingClub Corporation) is a stock, while TSPY (TappAlpha S&P 500 Growth & Daily Income ETF) is Derivative Income fund actively managed by TappAlpha. Over the past year, LC returned 69.10% vs 26.85% for TSPY. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
LC vs. TSPY - 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 TSPY's 8.92% 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%
TSPY
- 1D
- -0.27%
- 1M
- 4.33%
- YTD
- 8.92%
- 6M
- 9.09%
- 1Y
- 26.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LC vs. TSPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LC LendingClub Corporation | -7.23% | 16.99% | 47.45% |
TSPY TappAlpha S&P 500 Growth & Daily Income ETF | 8.92% | 17.29% | 6.14% |
Correlation
The correlation between LC and TSPY is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2024 | 0.58 |
The correlation between LC and TSPY has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.
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Return for Risk
LC vs. TSPY — Risk / Return Rank
LC
TSPY
LC vs. TSPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LendingClub Corporation (LC) and TappAlpha S&P 500 Growth & Daily Income ETF (TSPY). 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 | TSPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.80 | -0.99 |
| Martin ratioReturn relative to average drawdown | 4.12 | 12.47 | -8.35 |
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 | TSPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.31 | -1.06 |
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 | 1.16 | -1.40 |
Drawdowns
LC vs. TSPY - Drawdown Comparison
The maximum LC drawdown since its inception was -96.84%, which is greater than TSPY's maximum drawdown of -18.02%. Use the drawdown chart below to compare losses from any high point for LC and TSPY.
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Drawdown Indicators
| LC | TSPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.84% | -18.02% | -78.82% |
Max Drawdown (1Y)Largest decline over 1 year | -38.28% | -9.63% | -28.65% |
Max Drawdown (3Y)Largest decline over 3 years | -53.53% | — | — |
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% | -0.39% | -87.02% |
Average DrawdownAverage peak-to-trough decline | -83.59% | -2.52% | -81.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.83% | 2.16% | +14.67% |
Volatility
LC vs. TSPY - Volatility Comparison
LendingClub Corporation (LC) has a higher volatility of 16.35% compared to TappAlpha S&P 500 Growth & Daily Income ETF (TSPY) at 2.55%. This indicates that LC's price experiences larger fluctuations and is considered to be riskier than TSPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LC | TSPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.35% | 2.55% | +13.80% |
Volatility (6M)Calculated over the trailing 6-month period | 41.55% | 8.72% | +32.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.60% | 11.68% | +43.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.20% | 16.04% | +49.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.18% | 16.04% | +47.14% |
Dividends
LC vs. TSPY - Dividend Comparison
LC has not paid dividends to shareholders, while TSPY's dividend yield for the trailing twelve months is around 13.71%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LC LendingClub Corporation | 0.00% | 0.00% | 0.00% |
TSPY TappAlpha S&P 500 Growth & Daily Income ETF | 13.71% | 13.69% | 3.45% |
Frequently Asked Questions
LC and TSPY have a correlation of 0.54, 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 TSPY (2.55%). In terms of maximum drawdown, LC dropped -96.84% vs TSPY's -18.02%.
TSPY currently has the higher Sharpe Ratio (2.31 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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