LDI vs. ENV

Last updated Jun 9, 2026

LDI (loanDepot, Inc.) and ENV (Envestnet, Inc.) are both stocks. LDI operates in Mortgage Finance (Financial Services), while ENV operates in Software - Application (Technology). At a 0.22 correlation, their price movements are largely independent.

Performance

LDI vs. ENV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in loanDepot, Inc. (LDI) and Envestnet, Inc. (ENV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LDI

• 1D: -4.24%
• 1M: -19.29%
• YTD: -45.41%
• 6M: -60.07%
• 1Y: -13.08%
• 3Y*: -19.05%
• 5Y*: -39.78%
• 10Y*: —

ENV

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LDI vs. ENV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LDI loanDepot, Inc.	-45.41%	1.47%	-42.05%	113.33%	-64.95%	-76.72%
ENV Envestnet, Inc.	0.00%	0.00%	27.50%	-19.74%	-22.23%	-2.42%

Correlation

The correlation between LDI and ENV is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (All Time) Calculated using the full available price history since Feb 12, 2021	0.22

Fundamentals

Total Revenue (TTM) LDI : $1.34B ENV : $1.34B
Gross Profit (TTM) LDI : $841.99M ENV : $911.20M
EBITDA (TTM) LDI : -$34.48M ENV : -$92.97M

Return for Risk

LDI vs. ENV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LDI

LDI Risk / Return Rank: 39
LDI Sharpe Ratio Rank: 37
LDI Sortino Ratio Rank: 43
LDI Omega Ratio Rank: 41
LDI Calmar Ratio Rank: 37
LDI Martin Ratio Rank: 37

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LDI vs. ENV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for loanDepot, Inc. (LDI) and Envestnet, Inc. (ENV). 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.

	LDI	ENV	Difference
Sharpe ratio: Return per unit of total volatility	-0.14	—	—
Sortino ratio: Return per unit of downside risk	0.51	—	—
Omega ratio: Gain probability vs. loss probability	1.05	—	—
Calmar ratio: Return relative to maximum drawdown	-0.17	—	—
Martin ratio: Return relative to average drawdown	-0.29	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LDI	ENV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.14	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.53	—	—

Drawdowns

Drawdown Indicators

	LDI	ENV	Difference
Max Drawdown Largest peak-to-trough decline	-96.47%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-75.22%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-75.22%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-92.39%	—	—
Current Drawdown Current decline from peak	-96.09%	—	—
Average Drawdown Average peak-to-trough decline	-87.20%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	45.85%	—	—

Volatility

Volatility by Period

	LDI	ENV	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	51.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	93.69%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	77.22%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.98%	—	—

Dividends

LDI vs. ENV - Dividend Comparison

Neither LDI nor ENV has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
ENV Envestnet, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LDI loanDepot, Inc.	0.00%	0.00%	0.00%	0.00%	4.85%	17.75%

Financials

Frequently Asked Questions

Can I hold both LDI and ENV in my portfolio?

LDI and ENV have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.