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

Key characteristics


LEGVTI
YTD Return-46.92%5.99%
1Y Return-54.74%25.64%
3Y Return (Ann)-32.08%6.43%
5Y Return (Ann)-15.61%12.52%
10Y Return (Ann)-4.73%11.86%
Sharpe Ratio-1.362.07
Daily Std Dev40.28%12.02%
Max Drawdown-73.07%-55.45%
Current Drawdown-72.44%-3.59%

Correlation

-0.50.00.51.00.7

The correlation between LEG and VTI is 0.65, 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.

Performance

LEG vs. VTI - Performance Comparison

In the year-to-date period, LEG achieves a -46.92% return, which is significantly lower than VTI's 5.99% return. Over the past 10 years, LEG has underperformed VTI with an annualized return of -4.73%, while VTI has yielded a comparatively higher 11.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
49.30%
559.71%
LEG
VTI

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

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

LEG vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leggett & Platt, Incorporated (LEG) and Vanguard Total Stock Market ETF (VTI). 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.


LEG
Sharpe ratio
The chart of Sharpe ratio for LEG, currently valued at -1.36, compared to the broader market-2.00-1.000.001.002.003.004.00-1.36
Sortino ratio
The chart of Sortino ratio for LEG, currently valued at -1.97, compared to the broader market-4.00-2.000.002.004.006.00-1.97
Omega ratio
The chart of Omega ratio for LEG, currently valued at 0.68, compared to the broader market0.501.001.500.68
Calmar ratio
The chart of Calmar ratio for LEG, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.75
Martin ratio
The chart of Martin ratio for LEG, currently valued at -2.24, compared to the broader market-10.000.0010.0020.0030.00-2.24
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.07, compared to the broader market-2.00-1.000.001.002.003.004.002.07
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 2.96, compared to the broader market-4.00-2.000.002.004.006.002.96
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.35, compared to the broader market0.501.001.501.35
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.60, compared to the broader market0.002.004.006.001.60
Martin ratio
The chart of Martin ratio for VTI, currently valued at 7.82, compared to the broader market-10.000.0010.0020.0030.007.82

LEG vs. VTI - Sharpe Ratio Comparison

The current LEG Sharpe Ratio is -1.36, which is lower than the VTI Sharpe Ratio of 2.07. The chart below compares the 12-month rolling Sharpe Ratio of LEG and VTI.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-1.36
2.07
LEG
VTI

Dividends

LEG vs. VTI - Dividend Comparison

LEG's dividend yield for the trailing twelve months is around 13.57%, more than VTI's 1.41% yield.


TTM20232022202120202019201820172016201520142013
LEG
Leggett & Platt, Incorporated
13.57%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%3.81%
VTI
Vanguard Total Stock Market ETF
1.41%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

LEG vs. VTI - Drawdown Comparison

The maximum LEG drawdown since its inception was -73.07%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for LEG and VTI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-72.44%
-3.59%
LEG
VTI

Volatility

LEG vs. VTI - Volatility Comparison

Leggett & Platt, Incorporated (LEG) has a higher volatility of 31.89% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that LEG's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
31.89%
4.11%
LEG
VTI