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LE vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LE and VGT is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

LE vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lands' End, Inc. (LE) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LE:

-0.66

VGT:

0.55

Sortino Ratio

LE:

-0.60

VGT:

0.95

Omega Ratio

LE:

0.93

VGT:

1.13

Calmar Ratio

LE:

-0.41

VGT:

0.61

Martin Ratio

LE:

-1.16

VGT:

2.00

Ulcer Index

LE:

30.03%

VGT:

8.35%

Daily Std Dev

LE:

58.91%

VGT:

30.18%

Max Drawdown

LE:

-92.49%

VGT:

-54.63%

Current Drawdown

LE:

-83.38%

VGT:

-7.45%

Returns By Period

In the year-to-date period, LE achieves a -29.98% return, which is significantly lower than VGT's -3.67% return. Over the past 10 years, LE has underperformed VGT with an annualized return of -11.16%, while VGT has yielded a comparatively higher 19.73% annualized return.


LE

YTD

-29.98%

1M

3.25%

6M

-44.94%

1Y

-38.50%

5Y*

9.52%

10Y*

-11.16%

VGT

YTD

-3.67%

1M

15.01%

6M

-3.58%

1Y

16.49%

5Y*

20.71%

10Y*

19.73%

*Annualized

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Risk-Adjusted Performance

LE vs. VGT — Risk-Adjusted Performance Rank

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

LE
The Risk-Adjusted Performance Rank of LE is 1919
Overall Rank
The Sharpe Ratio Rank of LE is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of LE is 1919
Sortino Ratio Rank
The Omega Ratio Rank of LE is 2121
Omega Ratio Rank
The Calmar Ratio Rank of LE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of LE is 1818
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5757
Overall Rank
The Sharpe Ratio Rank of VGT is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LE vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lands' End, Inc. (LE) and Vanguard Information Technology ETF (VGT). 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 LE Sharpe Ratio is -0.66, which is lower than the VGT Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of LE and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LE vs. VGT - Dividend Comparison

LE has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.53%.


TTM20242023202220212020201920182017201620152014
LE
Lands' End, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.53%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

LE vs. VGT - Drawdown Comparison

The maximum LE drawdown since its inception was -92.49%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for LE and VGT. For additional features, visit the drawdowns tool.


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Volatility

LE vs. VGT - Volatility Comparison

Lands' End, Inc. (LE) has a higher volatility of 16.80% compared to Vanguard Information Technology ETF (VGT) at 8.78%. This indicates that LE's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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