PortfoliosLab logo
LEG vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LEG and SPY is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Maximize Your Portfolio’s Potential

Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer

Try portfolio optimization now

Performance

LEG vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leggett & Platt, Incorporated (LEG) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-1.62%
-23.69%
R
CSWI

Key characteristics

Sharpe Ratio

LEG:

-1.19

SPY:

-0.09

Sortino Ratio

LEG:

-1.95

SPY:

-0.02

Omega Ratio

LEG:

0.75

SPY:

1.00

Calmar Ratio

LEG:

-0.71

SPY:

-0.09

Martin Ratio

LEG:

-1.56

SPY:

-0.45

Ulcer Index

LEG:

38.88%

SPY:

3.31%

Daily Std Dev

LEG:

50.72%

SPY:

15.87%

Max Drawdown

LEG:

-85.10%

SPY:

-55.19%

Current Drawdown

LEG:

-85.10%

SPY:

-17.32%

Returns By Period

In the year-to-date period, LEG achieves a -24.63% return, which is significantly lower than SPY's -13.53% return. Over the past 10 years, LEG has underperformed SPY with an annualized return of -13.66%, while SPY has yielded a comparatively higher 11.25% annualized return.


LEG

YTD

-24.63%

1M

-16.64%

6M

-45.97%

1Y

-60.91%

5Y*

-16.99%

10Y*

-13.66%

SPY

YTD

-13.53%

1M

-13.08%

6M

-11.25%

1Y

-0.26%

5Y*

17.01%

10Y*

11.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Leggett & Platt, Incorporated

SPDR S&P 500 ETF

Risk-Adjusted Performance

LEG vs. SPY — Risk-Adjusted Performance Rank

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

LEG
The Risk-Adjusted Performance Rank of LEG is 77
Overall Rank
The Sharpe Ratio Rank of LEG is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of LEG is 44
Sortino Ratio Rank
The Omega Ratio Rank of LEG is 44
Omega Ratio Rank
The Calmar Ratio Rank of LEG is 1212
Calmar Ratio Rank
The Martin Ratio Rank of LEG is 1111
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 2121
Overall Rank
The Sharpe Ratio Rank of SPY is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 2020
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.

LEG vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leggett & Platt, Incorporated (LEG) and SPDR S&P 500 ETF (SPY). 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 chart of Sharpe ratio for R, currently valued at 0.70, compared to the broader market-2.00-1.000.001.002.00
R: 0.70
CSWI: 0.60
The chart of Sortino ratio for R, currently valued at 1.25, compared to the broader market-6.00-4.00-2.000.002.004.00
R: 1.25
CSWI: 1.10
The chart of Omega ratio for R, currently valued at 1.15, compared to the broader market0.501.001.502.00
R: 1.15
CSWI: 1.14
The chart of Calmar ratio for R, currently valued at 0.97, compared to the broader market0.001.002.003.004.00
R: 0.97
CSWI: 0.53
The chart of Martin ratio for R, currently valued at 3.33, compared to the broader market-10.000.0010.0020.00
R: 3.33
CSWI: 1.49

The current LEG Sharpe Ratio is -1.19, which is lower than the SPY Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of LEG and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.70
0.60
R
CSWI

Dividends

LEG vs. SPY - Dividend Comparison

LEG's dividend yield for the trailing twelve months is around 2.78%, more than SPY's 1.42% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

LEG vs. SPY - Drawdown Comparison

The maximum LEG drawdown since its inception was -85.10%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LEG and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.39%
-33.26%
R
CSWI

Volatility

LEG vs. SPY - Volatility Comparison

The current volatility for Leggett & Platt, Incorporated (LEG) is NaN%, while SPDR S&P 500 ETF (SPY) has a volatility of NaN%. This indicates that LEG experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.56%
19.48%
R
CSWI

User Portfolios with LEG or SPY


UHS
SAH
SR
CRVL
R
MKL
USFD
TWLO
MTCH
WMS
TRGP
REGN
MSI
SFM
CSWI
1 / 6

Recent discussions