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LEG vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LEG and VOO is 0.60, 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.


-0.50.00.51.00.6

Performance

LEG vs. VOO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-18.39%
602.93%
LEG
VOO

Key characteristics

Sharpe Ratio

LEG:

-1.24

VOO:

2.25

Sortino Ratio

LEG:

-2.03

VOO:

2.98

Omega Ratio

LEG:

0.72

VOO:

1.42

Calmar Ratio

LEG:

-0.77

VOO:

3.31

Martin Ratio

LEG:

-1.39

VOO:

14.77

Ulcer Index

LEG:

44.50%

VOO:

1.90%

Daily Std Dev

LEG:

49.70%

VOO:

12.46%

Max Drawdown

LEG:

-80.05%

VOO:

-33.99%

Current Drawdown

LEG:

-80.05%

VOO:

-2.47%

Returns By Period

In the year-to-date period, LEG achieves a -61.58% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, LEG has underperformed VOO with an annualized return of -10.33%, while VOO has yielded a comparatively higher 13.08% annualized return.


LEG

YTD

-61.58%

1M

-13.72%

6M

-19.10%

1Y

-62.30%

5Y*

-25.10%

10Y*

-10.33%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

LEG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leggett & Platt, Incorporated (LEG) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for LEG, currently valued at -1.24, compared to the broader market-4.00-2.000.002.00-1.242.25
The chart of Sortino ratio for LEG, currently valued at -2.03, compared to the broader market-4.00-2.000.002.004.00-2.032.98
The chart of Omega ratio for LEG, currently valued at 0.72, compared to the broader market0.501.001.502.000.721.42
The chart of Calmar ratio for LEG, currently valued at -0.77, compared to the broader market0.002.004.006.00-0.773.31
The chart of Martin ratio for LEG, currently valued at -1.39, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.3914.77
LEG
VOO

The current LEG Sharpe Ratio is -1.24, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LEG and VOO, 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.24
2.25
LEG
VOO

Dividends

LEG vs. VOO - Dividend Comparison

LEG's dividend yield for the trailing twelve months is around 6.30%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
LEG
Leggett & Platt, Incorporated
6.30%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%3.81%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LEG vs. VOO - Drawdown Comparison

The maximum LEG drawdown since its inception was -80.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LEG and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-80.05%
-2.47%
LEG
VOO

Volatility

LEG vs. VOO - Volatility Comparison

Leggett & Platt, Incorporated (LEG) has a higher volatility of 16.02% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that LEG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.02%
3.75%
LEG
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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