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

Performance

LEG vs. VTI - Performance Comparison

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

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
7.45%
14.24%
LEG
VTI

Returns By Period

In the year-to-date period, LEG achieves a -54.95% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, LEG has underperformed VTI with an annualized return of -8.70%, while VTI has yielded a comparatively higher 12.67% annualized return.


LEG

YTD

-54.95%

1M

-7.61%

6M

7.46%

1Y

-48.23%

5Y (annualized)

-22.82%

10Y (annualized)

-8.70%

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


LEGVTI
Sharpe Ratio-1.012.68
Sortino Ratio-1.363.57
Omega Ratio0.801.49
Calmar Ratio-0.613.91
Martin Ratio-1.1417.13
Ulcer Index42.38%1.96%
Daily Std Dev48.12%12.51%
Max Drawdown-79.03%-55.45%
Current Drawdown-76.61%-0.84%

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Correlation

-0.50.00.51.00.6

The correlation between LEG and VTI is 0.64, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for LEG, currently valued at -1.01, compared to the broader market-4.00-2.000.002.004.00-1.012.68
The chart of Sortino ratio for LEG, currently valued at -1.36, compared to the broader market-4.00-2.000.002.004.00-1.363.57
The chart of Omega ratio for LEG, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.49
The chart of Calmar ratio for LEG, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.613.91
The chart of Martin ratio for LEG, currently valued at -1.14, compared to the broader market0.0010.0020.0030.00-1.1417.13
LEG
VTI

The current LEG Sharpe Ratio is -1.01, which is lower than the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of LEG and VTI, 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-2.00-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-1.01
2.68
LEG
VTI

Dividends

LEG vs. VTI - Dividend Comparison

LEG's dividend yield for the trailing twelve months is around 8.94%, more than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
LEG
Leggett & Platt, Incorporated
8.94%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
1.27%1.44%1.67%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 -79.03%, 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%JuneJulyAugustSeptemberOctoberNovember
-76.61%
-0.84%
LEG
VTI

Volatility

LEG vs. VTI - Volatility Comparison

Leggett & Platt, Incorporated (LEG) has a higher volatility of 8.75% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
8.75%
4.19%
LEG
VTI