LEU vs. HDV
LEU (Centrus Energy Corp.) is a stock, while HDV (iShares Core High Dividend ETF) is Dividend fund tracking the Morningstar Dividend Yield Focus Index. Over the past 10 years, LEU returned 49.65%/yr vs 9.66%/yr for HDV. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
LEU vs. HDV - Performance Comparison
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Returns By Period
In the year-to-date period, LEU achieves a -27.12% return, which is significantly lower than HDV's 20.03% return. Over the past 10 years, LEU has outperformed HDV with an annualized return of 49.65%, while HDV has yielded a comparatively lower 9.66% annualized return.
LEU
- 1D
- 0.10%
- 1M
- 9.13%
- 6M
- -36.42%
- YTD
- -27.12%
- 1Y
- -15.07%
- 3Y*
- 68.38%
- 5Y*
- 50.14%
- 10Y*
- 49.65%
- ALL TIME*
- -8.54%
HDV
- 1D
- 0.03%
- 1M
- 2.79%
- 6M
- 10.43%
- YTD
- 20.03%
- 1Y
- 25.63%
- 3Y*
- 15.43%
- 5Y*
- 12.05%
- 10Y*
- 9.66%
- ALL TIME*
- 10.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $196.84M | $160.55M | $106.56M | |
| $119.87M | $138.14M | $155.66M |
LEU vs. HDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LEU Centrus Energy Corp. | -27.12% | 264.45% | 22.42% | 67.52% | -34.92% | 115.78% | 236.19% | 307.10% | -57.86% | -37.15% |
HDV iShares Core High Dividend ETF | 20.03% | 11.90% | 14.16% | 1.72% | 7.05% | 19.45% | -6.48% | 20.22% | -3.01% | 13.40% |
Correlation
The correlation between LEU and HDV is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2011 | 0.15 |
The correlation between LEU and HDV shifts across timeframes, from -0.20 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LEU vs. HDV — Risk / Return Rank
LEU
HDV
LEU vs. HDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) and iShares Core High Dividend ETF (HDV). 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.
| LEU | HDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.42 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 4.98 | -5.25 |
| Martin ratioReturn relative to average drawdown | -0.40 | 13.63 | -14.03 |
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Drawdowns
LEU vs. HDV - Drawdown Comparison
The maximum LEU drawdown since its inception was -99.98%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for LEU and HDV.
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Drawdown Indicators
| LEU | HDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -37.04% | -62.94% |
Max Drawdown (1Y)Largest decline over 1 year | -66.37% | -5.18% | -61.19% |
Max Drawdown (3Y)Largest decline over 3 years | -66.37% | -10.49% | -55.88% |
Max Drawdown (5Y)Largest decline over 5 years | -78.23% | -15.42% | -62.81% |
Max Drawdown (10Y)Largest decline over 10 years | -83.84% | -37.04% | -46.80% |
Current DrawdownCurrent decline from peak | -97.39% | -1.41% | -95.98% |
Average DrawdownAverage peak-to-trough decline | -74.09% | -3.06% | -71.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.26% | 1.89% | +42.37% |
Volatility
LEU vs. HDV - Volatility Comparison
Centrus Energy Corp. (LEU) has a higher volatility of 24.64% compared to iShares Core High Dividend ETF (HDV) at 4.98%. This indicates that LEU's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LEU | HDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.64% | 4.98% | +19.66% |
Volatility (6M)Calculated over the trailing 6-month period | 63.47% | 8.72% | +54.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 92.07% | 10.85% | +81.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.95% | 12.95% | +74.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.61% | 15.78% | +66.83% |
Dividends
LEU vs. HDV - Dividend Comparison
LEU has not paid dividends to shareholders, while HDV's dividend yield for the trailing twelve months is around 3.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDV iShares Core High Dividend ETF | 3.07% | 3.22% | 3.67% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% |
LEU Centrus Energy Corp. | 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
LEU and HDV have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LEU has higher volatility (24.64%) compared to HDV (4.98%). In terms of maximum drawdown, LEU dropped -99.98% vs HDV's -37.04%.
HDV currently has the higher Sharpe Ratio (2.39 vs -0.19), 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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