LEDS vs. ITOT
LEDS (SemiLEDs Corporation) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, LEDS returned -9.10%/yr vs 14.60%/yr for ITOT. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
LEDS vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, LEDS achieves a 42.00% return, which is significantly higher than ITOT's 10.57% return. Over the past 10 years, LEDS has underperformed ITOT with an annualized return of -9.10%, while ITOT has yielded a comparatively higher 14.60% annualized return.
LEDS
- 1D
- 9.23%
- 1M
- 32.30%
- 6M
- 29.09%
- YTD
- 42.00%
- 1Y
- 28.31%
- 3Y*
- -4.03%
- 5Y*
- -24.05%
- 10Y*
- -9.10%
- ALL TIME*
- -26.07%
ITOT
- 1D
- 0.59%
- 1M
- -0.09%
- 6M
- 8.89%
- YTD
- 10.57%
- 1Y
- 21.81%
- 3Y*
- 18.94%
- 5Y*
- 11.75%
- 10Y*
- 14.60%
- ALL TIME*
- 10.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $209.16M | $238.83M | $306.83M | |
| $501.30K | $6.36M | $2.22M |
LEDS vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LEDS SemiLEDs Corporation | 42.00% | 16.28% | -7.19% | -13.12% | -65.37% | 29.05% | 80.81% | -26.67% | -27.61% | 6.27% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 10.57% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between LEDS and ITOT is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2010 | 0.21 |
The correlation between LEDS and ITOT shifts across timeframes, from 0.21 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LEDS vs. ITOT — Risk / Return Rank
LEDS
ITOT
LEDS vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SemiLEDs Corporation (LEDS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LEDS | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.27 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 2.23 | -1.97 |
| Martin ratioReturn relative to average drawdown | 0.44 | 9.56 | -9.12 |
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Drawdowns
LEDS vs. ITOT - Drawdown Comparison
The maximum LEDS drawdown since its inception was -99.66%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for LEDS and ITOT.
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Drawdown Indicators
| LEDS | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.66% | -55.20% | -44.46% |
Max Drawdown (1Y)Largest decline over 1 year | -67.63% | -8.90% | -58.73% |
Max Drawdown (3Y)Largest decline over 3 years | -67.63% | -19.44% | -48.19% |
Max Drawdown (5Y)Largest decline over 5 years | -90.01% | -25.36% | -64.65% |
Max Drawdown (10Y)Largest decline over 10 years | -96.05% | -35.00% | -61.05% |
Current DrawdownCurrent decline from peak | -99.30% | -1.34% | -97.96% |
Average DrawdownAverage peak-to-trough decline | -95.86% | -6.93% | -88.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.08% | 2.07% | +38.01% |
Volatility
LEDS vs. ITOT - Volatility Comparison
SemiLEDs Corporation (LEDS) has a higher volatility of 57.28% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 3.52%. This indicates that LEDS's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LEDS | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 57.28% | 3.52% | +53.76% |
Volatility (6M)Calculated over the trailing 6-month period | 80.99% | 10.27% | +70.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 104.17% | 13.14% | +91.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.61% | 17.47% | +69.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 109.85% | 18.27% | +91.58% |
Dividends
LEDS vs. ITOT - Dividend Comparison
LEDS has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.01% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
LEDS SemiLEDs Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LEDS and ITOT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LEDS has higher volatility (57.28%) compared to ITOT (3.52%). In terms of maximum drawdown, LEDS dropped -99.66% vs ITOT's -55.20%.
ITOT currently has the higher Sharpe Ratio (1.51 vs 0.17), 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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